date stringdate 2019-02-09 00:00:00 2023-01-09 00:00:00 | act_symbol stringlengths 1 5 | expiration stringdate 2019-02-15 00:00:00 2023-03-17 00:00:00 | strike float64 0.5 4.85k | call_put stringclasses 2
values | bid float64 0 2.67k | ask float64 0 2.68k | vol float64 -1 6 | delta float64 -1 1 | gamma float64 0 9.89 | theta float64 -9.99 0.1 | vega float64 -0.43 6.2 | rho float64 -4.66 4.79 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019-02-09 | CVX | 2019-03-29 | 120 | Call | 1.73 | 2.15 | 0.1909 | 0.3622 | 0.0463 | -0.0341 | 0.1589 | 0.0545 |
2019-02-09 | CVX | 2019-03-29 | 120 | Put | 4.9 | 5.55 | 0.1931 | -0.6461 | 0.0473 | -0.027 | 0.1569 | -0.0772 |
2019-02-09 | CVX | 2019-03-29 | 122 | Call | 1.11 | 1.4 | 0.1842 | 0.2702 | 0.0421 | -0.0287 | 0.141 | 0.0405 |
2019-02-09 | CVX | 2019-03-29 | 122 | Put | 6.35 | 6.9 | 0.1914 | -0.7352 | 0.0431 | -0.0227 | 0.1408 | -0.0796 |
2019-02-09 | CVX | 2019-03-29 | 126 | Call | 0.36 | 0.51 | 0.1733 | 0.1224 | 0.0275 | -0.0163 | 0.0865 | 0.0185 |
2019-02-09 | CVX | 2019-03-29 | 126 | Put | 9.2 | 10.5 | 0.1826 | -0.8891 | 0.0305 | -0.0108 | 0.0832 | -0.0633 |
2019-02-09 | CVX | 2019-03-29 | 129 | Call | 0.14 | 0.19 | 0.1672 | 0.0557 | 0.0158 | -0.0086 | 0.0479 | 0.0085 |
2019-02-09 | CVX | 2019-03-29 | 129 | Put | 12.1 | 13.7 | 0.2267 | -0.8959 | 0.0228 | -0.0134 | 0.0776 | -0.0677 |
2019-02-09 | CVX | 2019-03-29 | 133 | Call | 0.04 | 0.08 | 0.3288 | 0.1542 | 0.0169 | -0.0352 | 0.1012 | 0.0226 |
2019-02-09 | CVX | 2019-03-29 | 133 | Put | 15.95 | 18.75 | 0.3288 | -0.8578 | 0.0177 | -0.0272 | 0.1 | -0.0855 |
2019-02-09 | CXO | 2019-02-15 | 95 | Call | 16.6 | 18.3 | 0.3116 | 1 | 0 | -0.0067 | 0 | 0.0182 |
2019-02-09 | CXO | 2019-02-15 | 95 | Put | 0 | 0.25 | 0.4479 | -0.0027 | 0.0012 | -0.0041 | 0.0013 | -0.0001 |
2019-02-09 | CXO | 2019-02-15 | 100 | Call | 12.1 | 13.5 | 0.3116 | 0.9974 | 0.0017 | -0.0098 | 0.0013 | 0.0191 |
2019-02-09 | CXO | 2019-02-15 | 100 | Put | 0.05 | 0.25 | 0.4479 | -0.025 | 0.0084 | -0.029 | 0.0091 | -0.0006 |
2019-02-09 | CXO | 2019-02-15 | 105 | Call | 7.4 | 8.2 | 0.3116 | 0.9519 | 0.0206 | -0.0417 | 0.0156 | 0.019 |
2019-02-09 | CXO | 2019-02-15 | 105 | Put | 0.35 | 0.5 | 0.4479 | -0.12 | 0.0288 | -0.0993 | 0.0307 | -0.0025 |
2019-02-09 | CXO | 2019-02-15 | 110 | Call | 3.5 | 4.1 | 0.356 | 0.6977 | 0.0629 | -0.1437 | 0.0544 | 0.0143 |
2019-02-09 | CXO | 2019-02-15 | 110 | Put | 1.2 | 1.45 | 0.3969 | -0.3196 | 0.058 | -0.1563 | 0.0554 | -0.0065 |
2019-02-09 | CXO | 2019-02-15 | 115 | Call | 1.05 | 1.4 | 0.3474 | 0.3464 | 0.0681 | -0.1456 | 0.0575 | 0.0072 |
2019-02-09 | CXO | 2019-02-15 | 115 | Put | 3.5 | 3.8 | 0.3692 | -0.6455 | 0.0653 | -0.1493 | 0.0583 | -0.012 |
2019-02-09 | CXO | 2019-02-15 | 120 | Call | 0.2 | 0.35 | 0.3556 | 0.1057 | 0.033 | -0.0733 | 0.0285 | 0.0022 |
2019-02-09 | CXO | 2019-02-15 | 120 | Put | 7.4 | 8.2 | 0.4235 | -0.8535 | 0.0355 | -0.1033 | 0.0369 | -0.0138 |
2019-02-09 | CXO | 2019-02-15 | 125 | Call | 0.05 | 0.2 | 0.3556 | 0.0188 | 0.0083 | -0.0184 | 0.0072 | 0.0004 |
2019-02-09 | CXO | 2019-02-15 | 125 | Put | 11.9 | 13.7 | 0.4235 | -0.963 | 0.0136 | -0.034 | 0.0132 | -0.0101 |
2019-02-09 | CXO | 2019-02-15 | 130 | Call | 0 | 0.1 | 0.3556 | 0.002 | 0.0012 | -0.0025 | 0.001 | 0 |
2019-02-09 | CXO | 2019-02-15 | 130 | Put | 16.9 | 18.5 | 0.4235 | -0.9977 | 0.0033 | -0.0025 | 0.0013 | -0.0009 |
2019-02-09 | CXO | 2019-03-15 | 95 | Call | 18.1 | 19 | 0.4374 | 0.9107 | 0.0106 | -0.0411 | 0.0563 | 0.0805 |
2019-02-09 | CXO | 2019-03-15 | 95 | Put | 0.75 | 0.95 | 0.4681 | -0.1026 | 0.011 | -0.041 | 0.0643 | -0.0111 |
2019-02-09 | CXO | 2019-03-15 | 100 | Call | 13.8 | 14.4 | 0.4092 | 0.8469 | 0.0166 | -0.0539 | 0.0824 | 0.0779 |
2019-02-09 | CXO | 2019-03-15 | 100 | Put | 1.35 | 1.65 | 0.4432 | -0.17 | 0.0165 | -0.0547 | 0.0897 | -0.0182 |
2019-02-09 | CXO | 2019-03-15 | 105 | Call | 9.8 | 10.7 | 0.4029 | 0.7409 | 0.0231 | -0.0702 | 0.1129 | 0.0701 |
2019-02-09 | CXO | 2019-03-15 | 105 | Put | 2.45 | 2.9 | 0.4312 | -0.2708 | 0.0222 | -0.0693 | 0.1141 | -0.0286 |
2019-02-09 | CXO | 2019-03-15 | 110 | Call | 6.9 | 7.3 | 0.4023 | 0.6077 | 0.0274 | -0.0814 | 0.134 | 0.0587 |
2019-02-09 | CXO | 2019-03-15 | 110 | Put | 4.1 | 4.6 | 0.4137 | -0.3953 | 0.0269 | -0.0767 | 0.1351 | -0.0406 |
2019-02-09 | CXO | 2019-03-15 | 115 | Call | 4.2 | 4.7 | 0.3865 | 0.4632 | 0.0295 | -0.0799 | 0.1385 | 0.0457 |
2019-02-09 | CXO | 2019-03-15 | 115 | Put | 6.3 | 6.9 | 0.3904 | -0.5385 | 0.0296 | -0.0736 | 0.1389 | -0.0531 |
2019-02-09 | CXO | 2019-03-15 | 120 | Call | 2.3 | 2.8 | 0.3737 | 0.32 | 0.0275 | -0.069 | 0.1247 | 0.0321 |
2019-02-09 | CXO | 2019-03-15 | 120 | Put | 9.6 | 10.2 | 0.3938 | -0.6733 | 0.0268 | -0.0663 | 0.1237 | -0.0624 |
2019-02-09 | CXO | 2019-03-15 | 125 | Call | 1.2 | 1.5 | 0.3655 | 0.2001 | 0.022 | -0.0525 | 0.0976 | 0.0203 |
2019-02-09 | CXO | 2019-03-15 | 125 | Put | 13.1 | 14.1 | 0.3797 | -0.7961 | 0.0223 | -0.0486 | 0.1015 | -0.0657 |
2019-02-09 | CXO | 2019-03-15 | 130 | Call | 0.55 | 0.75 | 0.3584 | 0.1123 | 0.0153 | -0.035 | 0.0665 | 0.0115 |
2019-02-09 | CXO | 2019-03-15 | 130 | Put | 17.7 | 18.5 | 0.4034 | -0.8643 | 0.0166 | -0.0387 | 0.0756 | -0.0641 |
2019-02-09 | D | 2019-02-15 | 60 | Call | 12.8 | 13.2 | 0.1324 | 1 | 0 | -0.0042 | 0 | 0.0115 |
2019-02-09 | D | 2019-02-15 | 60 | Put | 0 | 0.05 | 0.1484 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 65 | Call | 7.8 | 8.4 | 0.1324 | 1 | 0 | -0.0045 | 0 | 0.0124 |
2019-02-09 | D | 2019-02-15 | 65 | Put | 0 | 0.05 | 0.1484 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 67.5 | Call | 5.4 | 5.7 | 0.1324 | 1 | 0 | -0.0047 | 0 | 0.0129 |
2019-02-09 | D | 2019-02-15 | 67.5 | Put | 0 | 0.05 | 0.1484 | -0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 70 | Call | 2.9 | 3.2 | 0.1324 | 0.9909 | 0.0183 | -0.0072 | 0.0025 | 0.0133 |
2019-02-09 | D | 2019-02-15 | 70 | Put | 0 | 0.1 | 0.1484 | -0.0174 | 0.0286 | -0.0045 | 0.0043 | -0.0002 |
2019-02-09 | D | 2019-02-15 | 72.5 | Call | 0.85 | 0.9 | 0.1324 | 0.673 | 0.2696 | -0.0379 | 0.0365 | 0.0092 |
2019-02-09 | D | 2019-02-15 | 72.5 | Put | 0.3 | 0.4 | 0.1484 | -0.3451 | 0.2477 | -0.0381 | 0.0375 | -0.0043 |
2019-02-09 | D | 2019-02-15 | 75 | Call | 0 | 0.05 | 0.1324 | 0.0805 | 0.1116 | -0.0147 | 0.0151 | 0.0011 |
2019-02-09 | D | 2019-02-15 | 75 | Put | 1.85 | 2.2 | 0.1484 | -0.9035 | 0.1265 | -0.0156 | 0.0181 | -0.0067 |
2019-02-09 | D | 2019-02-15 | 77.5 | Call | 0 | 0.05 | 0.1324 | 0.0007 | 0.0018 | -0.0002 | 0.0002 | 0 |
2019-02-09 | D | 2019-02-15 | 77.5 | Put | 4.3 | 4.8 | 0.1484 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 80 | Call | 0 | 0.05 | 0.1324 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 80 | Put | 6.8 | 7.4 | 0.1484 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 85 | Call | 0 | 0.05 | 0.1324 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-02-15 | 85 | Put | 11.7 | 12.4 | 0.1484 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | D | 2019-03-15 | 62.5 | Call | 10.3 | 10.7 | 0.1794 | 0.9999 | 0.0001 | -0.0043 | 0.0001 | 0.0321 |
2019-02-09 | D | 2019-03-15 | 62.5 | Put | 0.05 | 0.15 | 0.1794 | -0.004 | 0.0029 | -0.0007 | 0.0026 | -0.0003 |
2019-02-09 | D | 2019-03-15 | 65 | Call | 7.9 | 8.2 | 0.1794 | 0.997 | 0.003 | -0.0052 | 0.0023 | 0.0334 |
2019-02-09 | D | 2019-03-15 | 65 | Put | 0.05 | 0.15 | 0.1794 | -0.0257 | 0.0149 | -0.0033 | 0.0134 | -0.0018 |
2019-02-09 | D | 2019-03-15 | 67.5 | Call | 5.4 | 5.8 | 0.1794 | 0.966 | 0.0243 | -0.0101 | 0.017 | 0.0341 |
2019-02-09 | D | 2019-03-15 | 67.5 | Put | 0.15 | 0.25 | 0.1794 | -0.1025 | 0.0449 | -0.0098 | 0.0422 | -0.0067 |
2019-02-09 | D | 2019-03-15 | 70 | Call | 3.2 | 3.4 | 0.1509 | 0.8802 | 0.0759 | -0.0165 | 0.0412 | 0.0331 |
2019-02-09 | D | 2019-03-15 | 70 | Put | 0.45 | 0.55 | 0.1536 | -0.2418 | 0.092 | -0.0142 | 0.0699 | -0.0152 |
2019-02-09 | D | 2019-03-15 | 72.5 | Call | 1.3 | 1.4 | 0.1361 | 0.5984 | 0.1581 | -0.0238 | 0.0791 | 0.0254 |
2019-02-09 | D | 2019-03-15 | 72.5 | Put | 1.3 | 1.5 | 0.1445 | -0.5212 | 0.1264 | -0.0161 | 0.0884 | -0.0301 |
2019-02-09 | D | 2019-03-15 | 75 | Call | 0.3 | 0.45 | 0.1368 | 0.2352 | 0.1163 | -0.0167 | 0.0677 | 0.0127 |
2019-02-09 | D | 2019-03-15 | 75 | Put | 2.95 | 3.2 | 0.1399 | -0.8068 | 0.0922 | -0.0086 | 0.0635 | -0.0405 |
2019-02-09 | D | 2019-03-15 | 77.5 | Call | 0 | 0.1 | 0.1528 | 0.0789 | 0.046 | -0.008 | 0.0352 | 0.0049 |
2019-02-09 | D | 2019-03-15 | 77.5 | Put | 5.1 | 5.6 | 0.1528 | -0.936 | 0.0395 | -0.0015 | 0.0304 | -0.0426 |
2019-02-09 | D | 2019-03-15 | 80 | Call | 0 | 0.05 | 0.1785 | 0.036 | 0.0203 | -0.0048 | 0.0193 | 0.0024 |
2019-02-09 | D | 2019-03-15 | 80 | Put | 7.6 | 8 | 0.1785 | -0.9714 | 0.0178 | 0 | 0.0161 | -0.0433 |
2019-02-09 | D | 2019-03-15 | 85 | Call | 0 | 0.05 | 0.2673 | 0.0279 | 0.0107 | -0.0056 | 0.0143 | 0.0019 |
2019-02-09 | D | 2019-03-15 | 85 | Put | 12.6 | 13 | 0.2673 | -0.9771 | 0.0098 | 0 | 0.013 | -0.0462 |
2019-02-09 | D | 2019-04-18 | 62.5 | Call | 10.4 | 10.9 | 0.1919 | 0.9976 | 0.0022 | -0.005 | 0.0022 | 0.0319 |
2019-02-09 | D | 2019-04-18 | 62.5 | Put | 0.1 | 0.2 | 0.1919 | -0.0334 | 0.0125 | -0.0031 | 0.0232 | -0.0046 |
2019-02-09 | D | 2019-04-18 | 65 | Call | 7.8 | 8.4 | 0.1919 | 0.9755 | 0.0159 | -0.0087 | 0.0194 | 0.0382 |
2019-02-09 | D | 2019-04-18 | 65 | Put | 0.2 | 0.3 | 0.1919 | -0.0876 | 0.0268 | -0.0066 | 0.0508 | -0.0112 |
2019-02-09 | D | 2019-04-18 | 67.5 | Call | 5.6 | 5.9 | 0.1688 | 0.9269 | 0.0414 | -0.0129 | 0.0399 | 0.0431 |
2019-02-09 | D | 2019-04-18 | 67.5 | Put | 0.45 | 0.55 | 0.1762 | -0.166 | 0.0459 | -0.0093 | 0.0793 | -0.0206 |
2019-02-09 | D | 2019-04-18 | 70 | Call | 3.4 | 3.7 | 0.155 | 0.7833 | 0.0862 | -0.0186 | 0.0826 | 0.0517 |
2019-02-09 | D | 2019-04-18 | 70 | Put | 0.9 | 1.05 | 0.1604 | -0.2992 | 0.0709 | -0.0114 | 0.1075 | -0.0355 |
2019-02-09 | D | 2019-04-18 | 72.5 | Call | 1.8 | 1.95 | 0.1483 | 0.5397 | 0.1031 | -0.0189 | 0.1211 | 0.0566 |
2019-02-09 | D | 2019-04-18 | 72.5 | Put | 1.8 | 2 | 0.1501 | -0.499 | 0.0891 | -0.0115 | 0.1239 | -0.0537 |
2019-02-09 | D | 2019-04-18 | 75 | Call | 0.75 | 0.9 | 0.1426 | 0.3037 | 0.0821 | -0.0134 | 0.1083 | 0.0389 |
2019-02-09 | D | 2019-04-18 | 75 | Put | 3.3 | 3.6 | 0.1481 | -0.7133 | 0.0811 | -0.0087 | 0.1066 | -0.0637 |
2019-02-09 | D | 2019-04-18 | 77.5 | Call | 0.2 | 0.3 | 0.1317 | 0.1257 | 0.0504 | -0.0069 | 0.0643 | 0.0164 |
2019-02-09 | D | 2019-04-18 | 77.5 | Put | 5.3 | 5.6 | 0.1425 | -0.8862 | 0.0528 | -0.0026 | 0.0616 | -0.0578 |
2019-02-09 | D | 2019-04-18 | 80 | Call | 0.05 | 0.15 | 0.1444 | 0.0605 | 0.0267 | -0.0043 | 0.0373 | 0.0079 |
2019-02-09 | D | 2019-04-18 | 80 | Put | 7.5 | 8.1 | 0.1444 | -0.9671 | 0.022 | 0 | 0.0251 | -0.0481 |
2019-02-09 | D | 2019-04-18 | 85 | Call | 0 | 0.05 | 0.2342 | 0.0636 | 0.0171 | -0.007 | 0.0388 | 0.0082 |
2019-02-09 | D | 2019-04-18 | 85 | Put | 12.6 | 13.1 | 0.2342 | -0.9561 | 0.0159 | -0.0003 | 0.0304 | -0.0566 |
2019-02-09 | DAL | 2019-02-22 | 43 | Call | 7.35 | 7.7 | 0.2177 | 0.9999 | 0.0001 | -0.003 | 0 | 0.0165 |
2019-02-09 | DAL | 2019-02-22 | 43 | Put | 0 | 0.08 | 0.3165 | -0.0042 | 0.004 | -0.0014 | 0.0012 | -0.0001 |
2019-02-09 | DAL | 2019-02-22 | 45 | Call | 5.25 | 5.7 | 0.2177 | 0.9969 | 0.0044 | -0.0039 | 0.0009 | 0.0172 |
2019-02-09 | DAL | 2019-02-22 | 45 | Put | 0.02 | 0.1 | 0.3165 | -0.0288 | 0.0211 | -0.0073 | 0.0065 | -0.0006 |
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