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 | DE | 2019-03-08 | 175 | Call | 1.31 | 1.65 | 0.2954 | 0.2054 | 0.0214 | -0.0699 | 0.1282 | 0.0245 |
2019-02-09 | DE | 2019-03-08 | 175 | Put | 13.35 | 14.45 | 0.329 | -0.7731 | 0.0211 | -0.073 | 0.1402 | -0.0739 |
2019-02-09 | DE | 2019-03-08 | 180 | Call | 0.67 | 0.84 | 0.2935 | 0.12 | 0.0151 | -0.0486 | 0.0902 | 0.0144 |
2019-02-09 | DE | 2019-03-08 | 180 | Put | 17.15 | 18.9 | 0.3219 | -0.8645 | 0.0161 | -0.0495 | 0.0985 | -0.0703 |
2019-02-09 | DE | 2019-03-08 | 187.5 | Call | 0.18 | 0.4 | 0.3002 | 0.0507 | 0.0077 | -0.0258 | 0.047 | 0.0061 |
2019-02-09 | DE | 2019-03-08 | 187.5 | Put | 24.15 | 26.1 | 0.3569 | -0.9229 | 0.0102 | -0.035 | 0.0649 | -0.0619 |
2019-02-09 | DE | 2019-03-29 | 142 | Call | 21.3 | 22.65 | 0.3003 | 0.9115 | 0.0092 | -0.0387 | 0.1005 | 0.1612 |
2019-02-09 | DE | 2019-03-29 | 142 | Put | 1.31 | 1.52 | 0.3467 | -0.1295 | 0.0103 | -0.0429 | 0.1236 | -0.029 |
2019-02-09 | DE | 2019-03-29 | 146 | Call | 17.95 | 19.3 | 0.3077 | 0.857 | 0.0126 | -0.0514 | 0.1351 | 0.1544 |
2019-02-09 | DE | 2019-03-29 | 146 | Put | 1.86 | 2.08 | 0.3342 | -0.174 | 0.013 | -0.05 | 0.1523 | -0.039 |
2019-02-09 | DE | 2019-03-29 | 152.5 | Call | 13.4 | 14.05 | 0.3133 | 0.746 | 0.0175 | -0.0695 | 0.1878 | 0.1379 |
2019-02-09 | DE | 2019-03-29 | 152.5 | Put | 3.1 | 3.5 | 0.3153 | -0.2708 | 0.0178 | -0.0602 | 0.1941 | -0.0609 |
2019-02-09 | DE | 2019-03-29 | 155 | Call | 11.55 | 12 | 0.3014 | 0.7034 | 0.0197 | -0.0715 | 0.2089 | 0.1318 |
2019-02-09 | DE | 2019-03-29 | 155 | Put | 3.8 | 4.25 | 0.31 | -0.3173 | 0.0195 | -0.0633 | 0.2146 | -0.0714 |
2019-02-09 | DE | 2019-03-29 | 160 | Call | 8.25 | 8.9 | 0.2939 | 0.5967 | 0.0226 | -0.0763 | 0.2279 | 0.1137 |
2019-02-09 | DE | 2019-03-29 | 160 | Put | 5.55 | 6.1 | 0.2989 | -0.4214 | 0.0222 | -0.0659 | 0.2313 | -0.0955 |
2019-02-09 | DE | 2019-03-29 | 162.5 | Call | 6.85 | 7.5 | 0.2899 | 0.5391 | 0.0234 | -0.0765 | 0.2347 | 0.1037 |
2019-02-09 | DE | 2019-03-29 | 162.5 | Put | 6.7 | 7.3 | 0.2964 | -0.4777 | 0.0228 | -0.0658 | 0.2364 | -0.1086 |
2019-02-09 | DE | 2019-03-29 | 165 | Call | 5.6 | 6.2 | 0.2853 | 0.4798 | 0.0239 | -0.075 | 0.2363 | 0.093 |
2019-02-09 | DE | 2019-03-29 | 165 | Put | 8.05 | 8.75 | 0.2978 | -0.5335 | 0.0226 | -0.0653 | 0.2368 | -0.1221 |
2019-02-09 | DE | 2019-03-29 | 170 | Call | 3.6 | 3.95 | 0.2755 | 0.3607 | 0.0232 | -0.0673 | 0.2241 | 0.071 |
2019-02-09 | DE | 2019-03-29 | 170 | Put | 10.95 | 11.85 | 0.2917 | -0.6434 | 0.0216 | -0.0579 | 0.2217 | -0.1487 |
2019-02-09 | DE | 2019-03-29 | 175 | Call | 2.06 | 2.52 | 0.2694 | 0.2528 | 0.0203 | -0.0557 | 0.1937 | 0.0503 |
2019-02-09 | DE | 2019-03-29 | 175 | Put | 14.15 | 15.55 | 0.2825 | -0.7467 | 0.0192 | -0.0453 | 0.1896 | -0.1743 |
2019-02-09 | DE | 2019-03-29 | 180 | Call | 1.2 | 1.53 | 0.2684 | 0.1687 | 0.016 | -0.0433 | 0.1525 | 0.0339 |
2019-02-09 | DE | 2019-03-29 | 180 | Put | 18.2 | 19.8 | 0.2883 | -0.8205 | 0.0154 | -0.0351 | 0.1627 | -0.1947 |
2019-02-09 | DE | 2019-03-29 | 187.5 | Call | 0.49 | 0.78 | 0.2739 | 0.0883 | 0.0099 | -0.0278 | 0.096 | 0.018 |
2019-02-09 | DE | 2019-03-29 | 187.5 | Put | 24.85 | 26.75 | 0.3048 | -0.8906 | 0.0104 | -0.0226 | 0.1185 | -0.2178 |
2019-02-09 | DFS | 2019-02-22 | 58 | Call | 9.9 | 10.7 | 0.2575 | 0.9998 | 0.0002 | -0.0041 | 0.0001 | 0.0173 |
2019-02-09 | DFS | 2019-02-22 | 58 | Put | 0 | 0.15 | 0.273 | -0.0018 | 0.0016 | -0.0007 | 0.0008 | 0 |
2019-02-09 | DFS | 2019-02-22 | 61 | Call | 6.9 | 7.7 | 0.2575 | 0.9918 | 0.0072 | -0.0072 | 0.0032 | 0.0181 |
2019-02-09 | DFS | 2019-02-22 | 61 | Put | 0 | 0.15 | 0.273 | -0.0244 | 0.0159 | -0.0073 | 0.0076 | -0.0006 |
2019-02-09 | DFS | 2019-02-22 | 63 | Call | 4.9 | 5.3 | 0.2575 | 0.9539 | 0.031 | -0.017 | 0.0131 | 0.018 |
2019-02-09 | DFS | 2019-02-22 | 63 | Put | 0.1 | 0.2 | 0.273 | -0.0859 | 0.0434 | -0.0198 | 0.0208 | -0.0023 |
2019-02-09 | DFS | 2019-02-22 | 65.5 | Call | 2.7 | 2.9 | 0.2211 | 0.835 | 0.0924 | -0.032 | 0.0322 | 0.0165 |
2019-02-09 | DFS | 2019-02-22 | 65.5 | Put | 0.4 | 0.5 | 0.2396 | -0.2361 | 0.0976 | -0.034 | 0.0415 | -0.0058 |
2019-02-09 | DFS | 2019-02-22 | 66.5 | Call | 1.9 | 2.15 | 0.2194 | 0.7246 | 0.1246 | -0.0408 | 0.0435 | 0.0147 |
2019-02-09 | DFS | 2019-02-22 | 66.5 | Put | 0.6 | 0.75 | 0.223 | -0.3368 | 0.1245 | -0.0371 | 0.0489 | -0.0082 |
2019-02-09 | DFS | 2019-02-22 | 68 | Call | 0.9 | 1.05 | 0.1917 | 0.5142 | 0.1697 | -0.0414 | 0.0514 | 0.0108 |
2019-02-09 | DFS | 2019-02-22 | 68 | Put | 1.2 | 1.35 | 0.208 | -0.5404 | 0.1453 | -0.0367 | 0.0525 | -0.0128 |
2019-02-09 | DFS | 2019-02-22 | 69 | Call | 0.45 | 0.6 | 0.1848 | 0.3448 | 0.1616 | -0.0361 | 0.0477 | 0.0074 |
2019-02-09 | DFS | 2019-02-22 | 69 | Put | 1.75 | 1.95 | 0.1975 | -0.6874 | 0.1367 | -0.03 | 0.0464 | -0.016 |
2019-02-09 | DFS | 2019-02-22 | 71 | Call | 0 | 0.15 | 0.1896 | 0.1132 | 0.0805 | -0.0187 | 0.0267 | 0.0026 |
2019-02-09 | DFS | 2019-02-22 | 71 | Put | 3.3 | 3.6 | 0.1896 | -0.9013 | 0.0701 | -0.0113 | 0.0246 | -0.0202 |
2019-02-09 | DFS | 2019-02-22 | 73 | Call | 0 | 0.15 | 0.2635 | 0.0788 | 0.0435 | -0.0193 | 0.0203 | 0.0018 |
2019-02-09 | DFS | 2019-02-22 | 73 | Put | 4.8 | 5.6 | 0.2635 | -0.9273 | 0.04 | -0.0126 | 0.0193 | -0.0213 |
2019-02-09 | DFS | 2019-02-22 | 75 | Call | 0 | 0.15 | 0.3355 | 0.0646 | 0.029 | -0.0208 | 0.0174 | 0.0015 |
2019-02-09 | DFS | 2019-02-22 | 75 | Put | 6.9 | 7.6 | 0.3355 | -0.9389 | 0.0275 | -0.0144 | 0.0168 | -0.0221 |
2019-02-09 | DFS | 2019-02-22 | 76 | Call | 0 | 0.15 | 0.3715 | 0.0607 | 0.0249 | -0.0218 | 0.0169 | 0.0015 |
2019-02-09 | DFS | 2019-02-22 | 76 | Put | 8.2 | 8.7 | 0.3715 | -0.9421 | 0.0238 | -0.0155 | 0.0163 | -0.0224 |
2019-02-09 | DFS | 2019-03-08 | 59 | Call | 8.5 | 9.5 | 0.2757 | 0.9896 | 0.0074 | -0.0076 | 0.0054 | 0.0182 |
2019-02-09 | DFS | 2019-03-08 | 59 | Put | 0.15 | 0.6 | 0.2949 | -0.0416 | 0.0161 | -0.0086 | 0.0166 | -0.0022 |
2019-02-09 | DFS | 2019-03-08 | 61 | Call | 6.9 | 7.9 | 0.2757 | 0.9553 | 0.0241 | -0.0155 | 0.0176 | 0.021 |
2019-02-09 | DFS | 2019-03-08 | 61 | Put | 0.2 | 0.8 | 0.2949 | -0.0926 | 0.0302 | -0.016 | 0.0314 | -0.0047 |
2019-02-09 | DFS | 2019-03-08 | 63 | Call | 5 | 5.5 | 0.2568 | 0.8939 | 0.0481 | -0.0237 | 0.034 | 0.0231 |
2019-02-09 | DFS | 2019-03-08 | 63 | Put | 0.35 | 0.55 | 0.2743 | -0.1605 | 0.0477 | -0.0217 | 0.0459 | -0.008 |
2019-02-09 | DFS | 2019-03-08 | 65.5 | Call | 2.95 | 3.3 | 0.2332 | 0.7412 | 0.0869 | -0.0329 | 0.0605 | 0.0255 |
2019-02-09 | DFS | 2019-03-08 | 65.5 | Put | 0.8 | 0.95 | 0.2408 | -0.2966 | 0.0774 | -0.0266 | 0.0656 | -0.0142 |
2019-02-09 | DFS | 2019-03-08 | 66.5 | Call | 2.2 | 2.5 | 0.2177 | 0.657 | 0.1027 | -0.0334 | 0.0682 | 0.025 |
2019-02-09 | DFS | 2019-03-08 | 66.5 | Put | 1.05 | 1.25 | 0.2285 | -0.3751 | 0.0896 | -0.0274 | 0.0712 | -0.0176 |
2019-02-09 | DFS | 2019-03-08 | 68 | Call | 1.35 | 1.55 | 0.2085 | 0.4974 | 0.1104 | -0.0323 | 0.0741 | 0.0214 |
2019-02-09 | DFS | 2019-03-08 | 68 | Put | 1.65 | 1.9 | 0.2182 | -0.5169 | 0.0993 | -0.027 | 0.0748 | -0.0231 |
2019-02-09 | DFS | 2019-03-08 | 69.5 | Call | 0.7 | 0.9 | 0.2002 | 0.3356 | 0.1008 | -0.0268 | 0.0695 | 0.0159 |
2019-02-09 | DFS | 2019-03-08 | 69.5 | Put | 2.45 | 2.75 | 0.2047 | -0.6707 | 0.0972 | -0.0222 | 0.0688 | -0.0275 |
2019-02-09 | DFS | 2019-03-08 | 70.5 | Call | 0.45 | 0.65 | 0.2036 | 0.2494 | 0.0848 | -0.0231 | 0.059 | 0.0123 |
2019-02-09 | DFS | 2019-03-08 | 70.5 | Put | 3.1 | 3.5 | 0.199 | -0.7657 | 0.0859 | -0.0175 | 0.0578 | -0.029 |
2019-02-09 | DFS | 2019-03-08 | 73 | Call | 0 | 0.45 | 0.2656 | 0.1634 | 0.0498 | -0.0228 | 0.0458 | 0.0082 |
2019-02-09 | DFS | 2019-03-08 | 73 | Put | 5.1 | 6.3 | 0.2656 | -0.844 | 0.0505 | -0.0179 | 0.0445 | -0.0307 |
2019-02-09 | DFS | 2019-03-08 | 75 | Call | 0 | 0.2 | 0.225 | 0.0546 | 0.0262 | -0.0086 | 0.0207 | 0.0028 |
2019-02-09 | DFS | 2019-03-08 | 75 | Put | 7 | 7.8 | 0.225 | -0.9549 | 0.0252 | -0.0029 | 0.0185 | -0.0269 |
2019-02-09 | DFS | 2019-03-08 | 76 | Call | 0 | 0.15 | 0.225 | 0.0348 | 0.0182 | -0.0059 | 0.0144 | 0.0018 |
2019-02-09 | DFS | 2019-03-08 | 76 | Put | 7.9 | 9 | 0.225 | -0.9736 | 0.0166 | -0.0001 | 0.0122 | -0.0258 |
2019-02-09 | DFS | 2019-03-29 | 62 | Call | 6.2 | 6.7 | 0.2643 | 0.8512 | 0.0423 | -0.0222 | 0.0594 | 0.0517 |
2019-02-09 | DFS | 2019-03-29 | 62 | Put | 0.55 | 0.65 | 0.265 | -0.1648 | 0.0381 | -0.0159 | 0.0638 | -0.0143 |
2019-02-09 | DFS | 2019-03-29 | 63 | Call | 5.2 | 5.8 | 0.2413 | 0.8255 | 0.0506 | -0.022 | 0.0646 | 0.0531 |
2019-02-09 | DFS | 2019-03-29 | 63 | Put | 0.65 | 0.8 | 0.2523 | -0.1991 | 0.0451 | -0.0169 | 0.0699 | -0.0171 |
2019-02-09 | DFS | 2019-03-29 | 65.5 | Call | 3.4 | 3.8 | 0.2301 | 0.6807 | 0.0657 | -0.0248 | 0.0889 | 0.0543 |
2019-02-09 | DFS | 2019-03-29 | 65.5 | Put | 1.2 | 1.35 | 0.2312 | -0.326 | 0.0637 | -0.0197 | 0.09 | -0.027 |
2019-02-09 | DFS | 2019-03-29 | 66.5 | Call | 2.65 | 3.1 | 0.2183 | 0.6162 | 0.0727 | -0.0245 | 0.094 | 0.0509 |
2019-02-09 | DFS | 2019-03-29 | 66.5 | Put | 1.5 | 1.7 | 0.2245 | -0.3914 | 0.0702 | -0.0202 | 0.0957 | -0.0316 |
2019-02-09 | DFS | 2019-03-29 | 68 | Call | 1.9 | 2.1 | 0.2097 | 0.5038 | 0.0775 | -0.0236 | 0.099 | 0.0431 |
2019-02-09 | DFS | 2019-03-29 | 68 | Put | 2.1 | 2.3 | 0.2127 | -0.5018 | 0.0776 | -0.0194 | 0.0988 | -0.0387 |
2019-02-09 | DFS | 2019-03-29 | 69.5 | Call | 1.2 | 1.4 | 0.2017 | 0.3861 | 0.077 | -0.0214 | 0.0956 | 0.0336 |
2019-02-09 | DFS | 2019-03-29 | 69.5 | Put | 2.85 | 3.2 | 0.2067 | -0.6191 | 0.0773 | -0.0175 | 0.0946 | -0.0445 |
2019-02-09 | DFS | 2019-03-29 | 70.5 | Call | 0.85 | 1 | 0.1957 | 0.3084 | 0.0729 | -0.0189 | 0.0888 | 0.027 |
2019-02-09 | DFS | 2019-03-29 | 70.5 | Put | 3.5 | 3.8 | 0.2003 | -0.6983 | 0.0743 | -0.015 | 0.0869 | -0.0466 |
2019-02-09 | DFS | 2019-03-29 | 73 | Call | 0.3 | 0.4 | 0.187 | 0.1504 | 0.0504 | -0.0117 | 0.0578 | 0.0132 |
2019-02-09 | DFS | 2019-03-29 | 73 | Put | 5.3 | 5.8 | 0.1831 | -0.8763 | 0.0527 | -0.0064 | 0.0517 | -0.0416 |
2019-02-09 | DFS | 2019-03-29 | 75 | Call | 0 | 0.2 | 0.2267 | 0.1219 | 0.036 | -0.0122 | 0.0501 | 0.0106 |
2019-02-09 | DFS | 2019-03-29 | 75 | Put | 7.1 | 8 | 0.2267 | -0.8959 | 0.0374 | -0.0072 | 0.0449 | -0.0426 |
2019-02-09 | DFS | 2019-03-29 | 76 | Call | 0 | 0.15 | 0.2019 | 0.0671 | 0.026 | -0.0069 | 0.0322 | 0.0059 |
2019-02-09 | DFS | 2019-03-29 | 76 | Put | 8.1 | 8.7 | 0.2019 | -0.9538 | 0.0249 | -0.0012 | 0.0252 | -0.0336 |
2019-02-09 | DG | 2019-02-22 | 99 | Call | 17 | 19 | 0.1951 | 1 | 0 | -0.0069 | 0 | 0.0379 |
2019-02-09 | DG | 2019-02-22 | 99 | Put | 0 | 0.15 | 0.2424 | -0.0003 | 0.0002 | -0.0002 | 0.0002 | 0 |
2019-02-09 | DG | 2019-02-22 | 105 | Call | 9.2 | 13.5 | 0.1951 | 0.9968 | 0.0022 | -0.0088 | 0.0022 | 0.0401 |
2019-02-09 | DG | 2019-02-22 | 105 | Put | 0 | 0.15 | 0.2424 | -0.0138 | 0.0064 | -0.0069 | 0.008 | -0.0006 |
2019-02-09 | DG | 2019-02-22 | 108 | Call | 7.8 | 8.9 | 0.1951 | 0.9766 | 0.0125 | -0.0161 | 0.0126 | 0.0403 |
2019-02-09 | DG | 2019-02-22 | 108 | Put | 0.1 | 0.2 | 0.2424 | -0.0539 | 0.0198 | -0.0211 | 0.0249 | -0.0025 |
2019-02-09 | DG | 2019-02-22 | 112 | Call | 4.6 | 5 | 0.1986 | 0.8457 | 0.0525 | -0.0449 | 0.0541 | 0.0359 |
2019-02-09 | DG | 2019-02-22 | 112 | Put | 0.4 | 0.55 | 0.2169 | -0.1749 | 0.0525 | -0.0443 | 0.0609 | -0.0073 |
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