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
DAL
2019-02-22
47
Call
3.3
3.8
0.2127
0.9604
0.0407
-0.0096
0.0084
0.0172
2019-02-09
DAL
2019-02-22
47
Put
0.12
0.15
0.2907
-0.0971
0.06
-0.0173
0.017
-0.0018
2019-02-09
DAL
2019-02-22
48
Call
2.62
2.82
0.2585
0.8499
0.0913
-0.0241
0.023
0.0154
2019-02-09
DAL
2019-02-22
48
Put
0.21
0.26
0.2717
-0.1616
0.0916
-0.023
0.0241
-0.003
2019-02-09
DAL
2019-02-22
49
Call
1.83
2.01
0.2524
0.7398
0.1301
-0.0314
0.0321
0.0136
2019-02-09
DAL
2019-02-22
49
Put
0.39
0.46
0.259
-0.2657
0.129
-0.0292
0.033
-0.0048
2019-02-09
DAL
2019-02-22
50
Call
1.16
1.27
0.2379
0.5968
0.1647
-0.0345
0.0383
0.0111
2019-02-09
DAL
2019-02-22
50
Put
0.69
0.79
0.2487
-0.4079
0.1595
-0.0329
0.0387
-0.0071
2019-02-09
DAL
2019-02-22
51
Call
0.67
0.75
0.2349
0.4275
0.169
-0.034
0.0388
0.008
2019-02-09
DAL
2019-02-22
51
Put
1.17
1.28
0.2427
-0.5724
0.1658
-0.032
0.0385
-0.0095
2019-02-09
DAL
2019-02-22
52
Call
0.3
0.4
0.2259
0.264
0.1465
-0.027
0.0323
0.005
2019-02-09
DAL
2019-02-22
52
Put
1.8
1.97
0.2404
-0.7268
0.1434
-0.0262
0.0326
-0.0109
2019-02-09
DAL
2019-02-22
54
Call
0.02
0.08
0.2316
0.074
0.0612
-0.0117
0.0138
0.0014
2019-02-09
DAL
2019-02-22
54
Put
3.4
3.75
0.2461
-0.9218
0.0676
-0.0108
0.0153
-0.0092
2019-02-09
DAL
2019-02-22
56
Call
0
0.5
0.2316
0.0123
0.0139
-0.0026
0.0031
0.0002
2019-02-09
DAL
2019-02-22
56
Put
5.4
5.7
0.2461
-0.997
0.0166
-0.0006
0.0015
-0.0002
2019-02-09
DAL
2019-02-22
57
Call
0
0.4
0.2316
0.0042
0.0054
-0.001
0.0012
0.0001
2019-02-09
DAL
2019-02-22
57
Put
6.35
6.7
0.2461
-1
0
0
0
0
2019-02-09
DAL
2019-03-08
43
Call
7.25
7.65
0.3345
0.975
0.0142
-0.0084
0.0083
0.0219
2019-02-09
DAL
2019-03-08
43
Put
0.02
0.14
0.3345
-0.0426
0.0195
-0.0074
0.0126
-0.0017
2019-02-09
DAL
2019-03-08
45
Call
5.35
5.9
0.3004
0.9413
0.0316
-0.0127
0.0173
0.0223
2019-02-09
DAL
2019-03-08
45
Put
0.18
0.24
0.3166
-0.0975
0.0394
-0.0132
0.024
-0.0037
2019-02-09
DAL
2019-03-08
47
Call
3.7
3.85
0.2699
0.8612
0.0659
-0.0193
0.0315
0.0222
2019-02-09
DAL
2019-03-08
47
Put
0.38
0.48
0.2849
-0.1901
0.069
-0.0186
0.0382
-0.007
2019-02-09
DAL
2019-03-08
48
Call
2.89
3.05
0.2684
0.7806
0.0874
-0.0242
0.0407
0.0208
2019-02-09
DAL
2019-03-08
48
Put
0.57
0.67
0.2708
-0.262
0.0872
-0.0211
0.0459
-0.0096
2019-02-09
DAL
2019-03-08
49
Call
2.13
2.26
0.254
0.6891
0.1096
-0.0266
0.0471
0.0189
2019-02-09
DAL
2019-03-08
49
Put
0.86
1
0.2659
-0.357
0.1019
-0.0235
0.052
-0.0128
2019-02-09
DAL
2019-03-08
50
Call
1.48
1.62
0.2464
0.5728
0.1242
-0.0279
0.0538
0.017
2019-02-09
DAL
2019-03-08
50
Put
1.3
1.4
0.2624
-0.4638
0.1101
-0.0244
0.0551
-0.0164
2019-02-09
DAL
2019-03-08
51
Call
1.04
1.12
0.2486
0.4494
0.1224
-0.0275
0.0541
0.0137
2019-02-09
DAL
2019-03-08
51
Put
1.8
1.93
0.2566
-0.5751
0.1112
-0.0231
0.0544
-0.0199
2019-02-09
DAL
2019-03-08
52
Call
0.64
0.7
0.2399
0.3277
0.1146
-0.0238
0.0496
0.0107
2019-02-09
DAL
2019-03-08
52
Put
2.39
2.56
0.248
-0.6858
0.1045
-0.0196
0.0489
-0.0231
2019-02-09
DAL
2019-03-08
54
Call
0.21
0.27
0.2382
0.1471
0.0718
-0.0145
0.0329
0.0051
2019-02-09
DAL
2019-03-08
54
Put
3.8
4.15
0.2195
-0.8828
0.0661
-0.0076
0.0282
-0.0277
2019-02-09
DAL
2019-03-08
56
Call
0.06
0.09
0.2401
0.0546
0.0337
-0.0069
0.0158
0.002
2019-02-09
DAL
2019-03-08
56
Put
5.6
6.1
0.223
-0.9624
0.0274
-0.0009
0.0124
-0.0294
2019-02-09
DAL
2019-03-08
57
Call
0
0.73
0.2733
0.0509
0.0276
-0.0073
0.0145
0.0019
2019-02-09
DAL
2019-03-08
57
Put
6.7
7.05
0.2733
-0.9527
0.0268
-0.0031
0.0149
-0.03
2019-02-09
DAL
2019-03-29
44
Call
6.3
6.85
0.2465
0.9659
0.0222
-0.0076
0.0132
0.0248
2019-02-09
DAL
2019-03-29
44
Put
0.25
0.35
0.3062
-0.106
0.0327
-0.0102
0.0341
-0.007
2019-02-09
DAL
2019-03-29
45
Call
5.65
6.05
0.316
0.8696
0.0432
-0.0176
0.0374
0.0326
2019-02-09
DAL
2019-03-29
45
Put
0.31
0.46
0.2903
-0.136
0.0412
-0.0114
0.0412
-0.0089
2019-02-09
DAL
2019-03-29
47
Call
4
4.15
0.277
0.7844
0.0655
-0.0198
0.053
0.0352
2019-02-09
DAL
2019-03-29
47
Put
0.75
0.93
0.2938
-0.2481
0.0592
-0.0166
0.0597
-0.0159
2019-02-09
DAL
2019-03-29
48
Call
3.25
3.4
0.271
0.714
0.0754
-0.0214
0.0618
0.0354
2019-02-09
DAL
2019-03-29
48
Put
1
1.09
0.2762
-0.306
0.0699
-0.0172
0.0638
-0.0193
2019-02-09
DAL
2019-03-29
49
Call
2.62
2.78
0.2725
0.6321
0.0806
-0.0227
0.0685
0.0339
2019-02-09
DAL
2019-03-29
49
Put
1.33
1.43
0.2697
-0.3796
0.0779
-0.018
0.0696
-0.0234
2019-02-09
DAL
2019-03-29
50
Call
1.99
2.15
0.2615
0.5497
0.0864
-0.0222
0.0724
0.0314
2019-02-09
DAL
2019-03-29
50
Put
1.74
1.82
0.2618
-0.4603
0.084
-0.018
0.0728
-0.0276
2019-02-09
DAL
2019-03-29
51
Call
1.48
1.67
0.2578
0.4633
0.0865
-0.0213
0.0732
0.0277
2019-02-09
DAL
2019-03-29
51
Put
2.26
2.35
0.26
-0.5444
0.0849
-0.0176
0.0731
-0.0316
2019-02-09
DAL
2019-03-29
52
Call
1.1
1.2
0.2521
0.3777
0.0837
-0.0196
0.071
0.0234
2019-02-09
DAL
2019-03-29
52
Put
2.81
2.96
0.2544
-0.6292
0.0833
-0.0161
0.0703
-0.0348
2019-02-09
DAL
2019-03-29
54
Call
0.52
0.61
0.2443
0.2267
0.0676
-0.0147
0.0545
0.0146
2019-02-09
DAL
2019-03-29
54
Put
4.25
4.5
0.2588
-0.7687
0.0673
-0.0124
0.0572
-0.0386
2019-02-09
DAL
2019-03-29
56
Call
0.11
0.32
0.255
0.1349
0.0464
-0.0108
0.0398
0.0087
2019-02-09
DAL
2019-03-29
56
Put
5.95
6.15
0.255
-0.8775
0.0469
-0.0069
0.0387
-0.0384
2019-02-09
DAL
2019-03-29
57
Call
0.13
0.24
0.2475
0.0909
0.036
-0.0079
0.03
0.0059
2019-02-09
DAL
2019-03-29
57
Put
6.7
7.15
0.2418
-0.9274
0.0347
-0.0032
0.0257
-0.0366
2019-02-09
DE
2019-02-22
138
Call
24.75
25.5
0.4884
0.9627
0.0052
-0.0545
0.0259
0.0504
2019-02-09
DE
2019-02-22
138
Put
0.21
0.28
0.4903
-0.0378
0.0053
-0.0455
0.0262
-0.0025
2019-02-09
DE
2019-02-22
146
Call
17.2
18
0.4522
0.9001
0.0122
-0.0993
0.0559
0.0494
2019-02-09
DE
2019-02-22
146
Put
0.59
0.7
0.4406
-0.0943
0.012
-0.0835
0.0542
-0.0058
2019-02-09
DE
2019-02-22
152.5
Call
11.55
12.2
0.4119
0.8048
0.021
-0.1377
0.0879
0.0457
2019-02-09
DE
2019-02-22
152.5
Put
1.35
1.49
0.4052
-0.1916
0.0212
-0.1242
0.085
-0.0116
2019-02-09
DE
2019-02-22
155
Call
9.6
9.95
0.3896
0.7551
0.0253
-0.1474
0.1002
0.0434
2019-02-09
DE
2019-02-22
155
Put
1.84
2.01
0.3942
-0.2474
0.0253
-0.1396
0.0997
-0.0148
2019-02-09
DE
2019-02-22
160
Call
6.2
6.45
0.3756
0.611
0.032
-0.1705
0.1222
0.0357
2019-02-09
DE
2019-02-22
160
Put
3.3
3.55
0.3752
-0.3898
0.0323
-0.1603
0.1218
-0.0228
2019-02-09
DE
2019-02-22
162.5
Call
4.75
5
0.3677
0.5283
0.034
-0.1723
0.1268
0.0311
2019-02-09
DE
2019-02-22
162.5
Put
4.35
4.65
0.3694
-0.4729
0.0341
-0.1631
0.1268
-0.0271
2019-02-09
DE
2019-02-22
165
Call
3.45
3.8
0.3592
0.4419
0.0345
-0.1662
0.1258
0.0262
2019-02-09
DE
2019-02-22
165
Put
5.7
5.95
0.3669
-0.558
0.0341
-0.1598
0.1267
-0.0311
2019-02-09
DE
2019-02-22
170
Call
1.75
1.99
0.3515
0.2794
0.03
-0.1376
0.1071
0.0167
2019-02-09
DE
2019-02-22
170
Put
8.85
9.15
0.3534
-0.7223
0.0303
-0.1283
0.1056
-0.0371
2019-02-09
DE
2019-02-22
175
Call
0.76
0.92
0.3443
0.1519
0.0214
-0.0938
0.0749
0.0092
2019-02-09
DE
2019-02-22
175
Put
12.6
13.25
0.3396
-0.8566
0.0218
-0.0804
0.0752
-0.0373
2019-02-09
DE
2019-02-22
180
Call
0.3
0.39
0.3424
0.0729
0.0127
-0.0548
0.0441
0.0044
2019-02-09
DE
2019-02-22
180
Put
17.15
17.9
0.3519
-0.9274
0.0135
-0.0487
0.0448
-0.0324
2019-02-09
DE
2019-02-22
187.5
Call
0
0.13
0.3426
0.0196
0.0044
-0.0188
0.0152
0.0012
2019-02-09
DE
2019-02-22
187.5
Put
24.55
25.45
0.3942
-0.9698
0.0068
-0.0254
0.0222
-0.0233
2019-02-09
DE
2019-03-08
139
Call
23.55
25.2
0.3616
0.95
0.0063
-0.0391
0.0465
0.0999
2019-02-09
DE
2019-03-08
139
Put
0.5
0.68
0.4057
-0.0698
0.0073
-0.0429
0.0604
-0.0092
2019-02-09
DE
2019-03-08
146
Call
17.05
18.8
0.3439
0.8866
0.0124
-0.062
0.0866
0.0969
2019-02-09
DE
2019-03-08
146
Put
1.03
1.29
0.373
-0.131
0.0127
-0.0625
0.096
-0.016
2019-02-09
DE
2019-03-08
152.5
Call
12
12.9
0.3271
0.7838
0.0199
-0.0852
0.1321
0.0883
2019-02-09
DE
2019-03-08
152.5
Put
2.06
2.44
0.3522
-0.2315
0.0193
-0.0841
0.139
-0.0278
2019-02-09
DE
2019-03-08
155
Call
10.1
11.15
0.3263
0.728
0.0226
-0.0947
0.1496
0.0827
2019-02-09
DE
2019-03-08
155
Put
2.62
3
0.3415
-0.2804
0.022
-0.0899
0.1503
-0.0334
2019-02-09
DE
2019-03-08
160
Call
6.9
7.55
0.3123
0.6037
0.0274
-0.1032
0.1737
0.0698
2019-02-09
DE
2019-03-08
160
Put
4.25
4.6
0.3264
-0.4008
0.0265
-0.0977
0.1754
-0.0463
2019-02-09
DE
2019-03-08
162.5
Call
5.55
6.1
0.3086
0.5333
0.0286
-0.1044
0.1792
0.0621
2019-02-09
DE
2019-03-08
162.5
Put
5.3
5.85
0.325
-0.4687
0.0275
-0.0995
0.1792
-0.0533
2019-02-09
DE
2019-03-08
165
Call
4.4
4.85
0.3061
0.4616
0.0288
-0.1028
0.179
0.0541
2019-02-09
DE
2019-03-08
165
Put
6.55
6.9
0.314
-0.5394
0.0284
-0.0951
0.1792
-0.0597
2019-02-09
DE
2019-03-08
170
Call
2.43
2.89
0.296
0.3203
0.0268
-0.0887
0.1612
0.0379
2019-02-09
DE
2019-03-08
170
Put
9.55
10.5
0.3207
-0.6686
0.0256
-0.0874
0.1665
-0.0696