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 | DG | 2019-02-22 | 114 | Call | 3 | 3.4 | 0.191 | 0.7202 | 0.0773 | -0.0579 | 0.0766 | 0.0309 |
2019-02-09 | DG | 2019-02-22 | 114 | Put | 0.8 | 1 | 0.2076 | -0.2955 | 0.0736 | -0.0563 | 0.0804 | -0.0121 |
2019-02-09 | DG | 2019-02-22 | 116 | Call | 1.85 | 2 | 0.1874 | 0.5478 | 0.0928 | -0.0647 | 0.0902 | 0.0237 |
2019-02-09 | DG | 2019-02-22 | 116 | Put | 1.5 | 1.7 | 0.1985 | -0.4563 | 0.0887 | -0.061 | 0.0905 | -0.0179 |
2019-02-09 | DG | 2019-02-22 | 119 | Call | 0.55 | 0.75 | 0.1763 | 0.2695 | 0.0823 | -0.0495 | 0.0752 | 0.0118 |
2019-02-09 | DG | 2019-02-22 | 119 | Put | 3.1 | 3.5 | 0.1851 | -0.7261 | 0.0815 | -0.0456 | 0.0753 | -0.0243 |
2019-02-09 | DG | 2019-02-22 | 121 | Call | 0.2 | 0.3 | 0.1716 | 0.1297 | 0.054 | -0.0305 | 0.0481 | 0.0057 |
2019-02-09 | DG | 2019-02-22 | 121 | Put | 4.6 | 5.2 | 0.1828 | -0.8646 | 0.0568 | -0.0278 | 0.0522 | -0.0229 |
2019-02-09 | DG | 2019-02-22 | 124 | Call | 0 | 0.15 | 0.247 | 0.1007 | 0.0314 | -0.0363 | 0.0402 | 0.0044 |
2019-02-09 | DG | 2019-02-22 | 124 | Put | 7.6 | 9.4 | 0.247 | -0.9076 | 0.0324 | -0.0287 | 0.0397 | -0.0224 |
2019-02-09 | DG | 2019-02-22 | 128 | Call | 0 | 0.15 | 0.247 | 0.0266 | 0.0109 | -0.0126 | 0.014 | 0.0012 |
2019-02-09 | DG | 2019-02-22 | 128 | Put | 11.3 | 12.7 | 0.247 | -0.9863 | 0.0121 | -0.0049 | 0.0091 | -0.0066 |
2019-02-09 | DG | 2019-02-22 | 135 | Call | 0 | 0.15 | 0.247 | 0.0012 | 0.0007 | -0.0008 | 0.0009 | 0.0001 |
2019-02-09 | DG | 2019-02-22 | 135 | Put | 18.1 | 19 | 0.247 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DG | 2019-03-08 | 100 | Call | 15.6 | 18 | 0.2185 | 0.9948 | 0.0021 | -0.0088 | 0.0048 | 0.0761 |
2019-02-09 | DG | 2019-03-08 | 100 | Put | 0 | 0.75 | 0.2817 | -0.0227 | 0.0059 | -0.0085 | 0.0173 | -0.0021 |
2019-02-09 | DG | 2019-03-08 | 105 | Call | 9.8 | 13.6 | 0.2192 | 0.9599 | 0.0122 | -0.0179 | 0.0278 | 0.0767 |
2019-02-09 | DG | 2019-03-08 | 105 | Put | 0.25 | 0.5 | 0.2731 | -0.078 | 0.0166 | -0.0224 | 0.0475 | -0.0068 |
2019-02-09 | DG | 2019-03-08 | 108 | Call | 8.3 | 9.5 | 0.2242 | 0.8958 | 0.025 | -0.03 | 0.0583 | 0.0731 |
2019-02-09 | DG | 2019-03-08 | 108 | Put | 0.35 | 0.6 | 0.2414 | -0.1204 | 0.0259 | -0.027 | 0.0684 | -0.0103 |
2019-02-09 | DG | 2019-03-08 | 112 | Call | 5.1 | 5.7 | 0.1987 | 0.7736 | 0.047 | -0.0403 | 0.0969 | 0.0649 |
2019-02-09 | DG | 2019-03-08 | 112 | Put | 1 | 1.25 | 0.2246 | -0.2521 | 0.0445 | -0.0395 | 0.1047 | -0.0209 |
2019-02-09 | DG | 2019-03-08 | 114 | Call | 3.7 | 4.2 | 0.1946 | 0.6689 | 0.0578 | -0.0458 | 0.1168 | 0.0566 |
2019-02-09 | DG | 2019-03-08 | 114 | Put | 1.55 | 1.8 | 0.2165 | -0.3471 | 0.0535 | -0.0435 | 0.1185 | -0.0281 |
2019-02-09 | DG | 2019-03-08 | 116 | Call | 2.55 | 2.9 | 0.1905 | 0.546 | 0.0646 | -0.0477 | 0.1277 | 0.0466 |
2019-02-09 | DG | 2019-03-08 | 116 | Put | 2.25 | 2.6 | 0.2085 | -0.4594 | 0.06 | -0.0444 | 0.1278 | -0.0358 |
2019-02-09 | DG | 2019-03-08 | 119 | Call | 1.25 | 1.5 | 0.1851 | 0.3517 | 0.0622 | -0.0423 | 0.1195 | 0.0303 |
2019-02-09 | DG | 2019-03-08 | 119 | Put | 3.8 | 4.5 | 0.2099 | -0.6352 | 0.0572 | -0.0412 | 0.1226 | -0.0453 |
2019-02-09 | DG | 2019-03-08 | 121 | Call | 0.7 | 0.9 | 0.1828 | 0.2373 | 0.0525 | -0.0344 | 0.0995 | 0.0206 |
2019-02-09 | DG | 2019-03-08 | 121 | Put | 5.2 | 5.8 | 0.2037 | -0.7469 | 0.0512 | -0.0329 | 0.106 | -0.0479 |
2019-02-09 | DG | 2019-03-08 | 124 | Call | 0.25 | 0.4 | 0.183 | 0.1155 | 0.033 | -0.0214 | 0.0627 | 0.0101 |
2019-02-09 | DG | 2019-03-08 | 124 | Put | 6.3 | 9.4 | 0.1826 | -0.9025 | 0.0354 | -0.014 | 0.0565 | -0.0375 |
2019-02-09 | DG | 2019-03-08 | 128 | Call | 0 | 0.75 | 0.183 | 0.034 | 0.0128 | -0.0082 | 0.0243 | 0.003 |
2019-02-09 | DG | 2019-03-08 | 128 | Put | 9.6 | 14.2 | 0.1826 | -0.9943 | 0.0127 | -0.0011 | 0.0086 | -0.0008 |
2019-02-09 | DG | 2019-03-08 | 131 | Call | 0 | 0.7 | 0.183 | 0.0113 | 0.005 | -0.0032 | 0.0095 | 0.001 |
2019-02-09 | DG | 2019-03-08 | 131 | Put | 13.5 | 15.7 | 0.1826 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DG | 2019-03-29 | 103 | Call | 13.8 | 14.6 | 0.2688 | 0.9066 | 0.0146 | -0.026 | 0.0711 | 0.1224 |
2019-02-09 | DG | 2019-03-29 | 103 | Put | 0.85 | 1 | 0.3183 | -0.1292 | 0.0156 | -0.0282 | 0.0892 | -0.0197 |
2019-02-09 | DG | 2019-03-29 | 105 | Call | 11.8 | 12.8 | 0.2494 | 0.8859 | 0.0182 | -0.0274 | 0.0822 | 0.1217 |
2019-02-09 | DG | 2019-03-29 | 105 | Put | 1.05 | 1.25 | 0.3065 | -0.1591 | 0.0187 | -0.0312 | 0.107 | -0.0241 |
2019-02-09 | DG | 2019-03-29 | 108 | Call | 9.4 | 10.4 | 0.2565 | 0.809 | 0.0249 | -0.0364 | 0.116 | 0.1129 |
2019-02-09 | DG | 2019-03-29 | 108 | Put | 1.55 | 1.8 | 0.2947 | -0.2204 | 0.0238 | -0.0364 | 0.1295 | -0.0328 |
2019-02-09 | DG | 2019-03-29 | 112 | Call | 6.7 | 7.3 | 0.2544 | 0.688 | 0.0326 | -0.0444 | 0.1507 | 0.0979 |
2019-02-09 | DG | 2019-03-29 | 112 | Put | 2.55 | 2.85 | 0.2803 | -0.3269 | 0.0305 | -0.0416 | 0.1547 | -0.0475 |
2019-02-09 | DG | 2019-03-29 | 114 | Call | 5.5 | 6 | 0.2534 | 0.6184 | 0.0353 | -0.0468 | 0.1624 | 0.0888 |
2019-02-09 | DG | 2019-03-29 | 114 | Put | 3.2 | 3.7 | 0.2778 | -0.3912 | 0.0329 | -0.0436 | 0.1649 | -0.0557 |
2019-02-09 | DG | 2019-03-29 | 116 | Call | 4.3 | 4.9 | 0.2496 | 0.5454 | 0.0373 | -0.0473 | 0.1688 | 0.0789 |
2019-02-09 | DG | 2019-03-29 | 116 | Put | 3.9 | 4.5 | 0.2671 | -0.4589 | 0.0355 | -0.0428 | 0.1689 | -0.0639 |
2019-02-09 | DG | 2019-03-29 | 119 | Call | 3 | 3.3 | 0.244 | 0.4321 | 0.0378 | -0.0451 | 0.1675 | 0.0632 |
2019-02-09 | DG | 2019-03-29 | 119 | Put | 5.6 | 6.1 | 0.2672 | -0.5644 | 0.0354 | -0.0418 | 0.1669 | -0.0751 |
2019-02-09 | DG | 2019-03-29 | 121 | Call | 2.2 | 2.55 | 0.2406 | 0.358 | 0.0364 | -0.0419 | 0.1591 | 0.0527 |
2019-02-09 | DG | 2019-03-29 | 121 | Put | 6.8 | 7.4 | 0.2664 | -0.6324 | 0.0343 | -0.0393 | 0.1611 | -0.0806 |
2019-02-09 | DG | 2019-03-29 | 124 | Call | 1.4 | 1.6 | 0.2374 | 0.2572 | 0.0319 | -0.0353 | 0.1374 | 0.0381 |
2019-02-09 | DG | 2019-03-29 | 124 | Put | 8.9 | 9.5 | 0.2638 | -0.7275 | 0.031 | -0.0333 | 0.1422 | -0.0855 |
2019-02-09 | DG | 2019-03-29 | 128 | Call | 0.65 | 0.8 | 0.2314 | 0.1479 | 0.0234 | -0.0244 | 0.0984 | 0.0221 |
2019-02-09 | DG | 2019-03-29 | 128 | Put | 12.1 | 13 | 0.2754 | -0.8183 | 0.0245 | -0.0267 | 0.1119 | -0.0847 |
2019-02-09 | DG | 2019-03-29 | 131 | Call | 0.35 | 0.5 | 0.2326 | 0.0948 | 0.017 | -0.0178 | 0.0719 | 0.0142 |
2019-02-09 | DG | 2019-03-29 | 131 | Put | 14.7 | 15.7 | 0.2805 | -0.8727 | 0.0199 | -0.0207 | 0.0891 | -0.0783 |
2019-02-09 | DGX | 2019-02-15 | 75 | Call | 12.4 | 16.3 | 0.3678 | 0.9997 | 0.0003 | -0.0056 | 0.0001 | 0.0144 |
2019-02-09 | DGX | 2019-02-15 | 75 | Put | 0 | 0.1 | 0.3853 | -0.0005 | 0.0004 | -0.0007 | 0.0002 | 0 |
2019-02-09 | DGX | 2019-02-15 | 80 | Call | 8.6 | 9.9 | 0.3678 | 0.9842 | 0.0087 | -0.0183 | 0.0049 | 0.015 |
2019-02-09 | DGX | 2019-02-15 | 80 | Put | 0.1 | 0.2 | 0.3853 | -0.02 | 0.0102 | -0.0163 | 0.006 | -0.0003 |
2019-02-09 | DGX | 2019-02-15 | 85 | Call | 4.4 | 4.7 | 0.3678 | 0.8311 | 0.0556 | -0.0866 | 0.0311 | 0.0133 |
2019-02-09 | DGX | 2019-02-15 | 85 | Put | 0.35 | 0.6 | 0.3853 | -0.1794 | 0.0553 | -0.0882 | 0.0332 | -0.0029 |
2019-02-09 | DGX | 2019-02-15 | 90 | Call | 1.2 | 1.5 | 0.3539 | 0.4313 | 0.0901 | -0.1252 | 0.0485 | 0.0071 |
2019-02-09 | DGX | 2019-02-15 | 90 | Put | 2 | 2.35 | 0.3445 | -0.5723 | 0.0931 | -0.1165 | 0.048 | -0.0086 |
2019-02-09 | DGX | 2019-02-15 | 95 | Call | 0.15 | 0.25 | 0.3518 | 0.0995 | 0.0403 | -0.0548 | 0.0216 | 0.0017 |
2019-02-09 | DGX | 2019-02-15 | 95 | Put | 5.9 | 6.2 | 0.3387 | -0.9133 | 0.0397 | -0.0434 | 0.02 | -0.0097 |
2019-02-09 | DGX | 2019-02-15 | 100 | Call | 0 | 0.1 | 0.3518 | 0.0097 | 0.006 | -0.0081 | 0.0032 | 0.0002 |
2019-02-09 | DGX | 2019-02-15 | 100 | Put | 8.9 | 13.4 | 0.3387 | -0.9993 | 0.0031 | 0 | 0.0005 | 0 |
2019-02-09 | DGX | 2019-03-15 | 75 | Call | 13.9 | 15.2 | 0.3755 | 0.9407 | 0.0114 | -0.0223 | 0.0325 | 0.0663 |
2019-02-09 | DGX | 2019-03-15 | 75 | Put | 0.2 | 0.3 | 0.3673 | -0.0556 | 0.0111 | -0.0159 | 0.0309 | -0.005 |
2019-02-09 | DGX | 2019-03-15 | 80 | Call | 9.5 | 10 | 0.3023 | 0.8894 | 0.0226 | -0.0274 | 0.052 | 0.0665 |
2019-02-09 | DGX | 2019-03-15 | 80 | Put | 0.45 | 0.6 | 0.3138 | -0.1184 | 0.023 | -0.0239 | 0.0579 | -0.0098 |
2019-02-09 | DGX | 2019-03-15 | 85 | Call | 5.3 | 5.7 | 0.2657 | 0.7398 | 0.0443 | -0.0382 | 0.0895 | 0.0578 |
2019-02-09 | DGX | 2019-03-15 | 85 | Put | 1.15 | 1.35 | 0.2703 | -0.2645 | 0.0443 | -0.0334 | 0.0908 | -0.0212 |
2019-02-09 | DGX | 2019-03-15 | 90 | Call | 2.15 | 2.45 | 0.2383 | 0.473 | 0.0606 | -0.0402 | 0.1097 | 0.0382 |
2019-02-09 | DGX | 2019-03-15 | 90 | Put | 2.9 | 3.2 | 0.2419 | -0.5304 | 0.0608 | -0.0351 | 0.1094 | -0.0389 |
2019-02-09 | DGX | 2019-03-15 | 95 | Call | 0.55 | 0.7 | 0.2207 | 0.1921 | 0.0449 | -0.0249 | 0.0753 | 0.0158 |
2019-02-09 | DGX | 2019-03-15 | 95 | Put | 6.3 | 6.6 | 0.2329 | -0.8052 | 0.0461 | -0.0217 | 0.0783 | -0.046 |
2019-02-09 | DGX | 2019-03-15 | 100 | Call | 0.1 | 0.2 | 0.2207 | 0.0525 | 0.0176 | -0.0097 | 0.0296 | 0.0044 |
2019-02-09 | DGX | 2019-03-15 | 100 | Put | 9.1 | 13.4 | 0.2329 | -0.9577 | 0.0214 | -0.0059 | 0.0267 | -0.0233 |
2019-02-09 | DHI | 2019-02-22 | 32 | Call | 5.55 | 5.9 | 0.3841 | 0.9874 | 0.0115 | -0.0055 | 0.0024 | 0.0121 |
2019-02-09 | DHI | 2019-02-22 | 32 | Put | 0 | 0.18 | 0.3841 | -0.0126 | 0.0115 | -0.0033 | 0.0024 | -0.0002 |
2019-02-09 | DHI | 2019-02-22 | 34 | Call | 3.6 | 3.9 | 0.3841 | 0.9238 | 0.0505 | -0.0167 | 0.0106 | 0.0119 |
2019-02-09 | DHI | 2019-02-22 | 34 | Put | 0.07 | 0.13 | 0.3841 | -0.0762 | 0.0505 | -0.0143 | 0.0106 | -0.0011 |
2019-02-09 | DHI | 2019-02-22 | 35 | Call | 2.74 | 3 | 0.3132 | 0.8975 | 0.0773 | -0.0169 | 0.0132 | 0.0119 |
2019-02-09 | DHI | 2019-02-22 | 35 | Put | 0.14 | 0.22 | 0.3571 | -0.1314 | 0.0811 | -0.0198 | 0.0161 | -0.0018 |
2019-02-09 | DHI | 2019-02-22 | 36 | Call | 1.91 | 2.21 | 0.3236 | 0.7834 | 0.1228 | -0.027 | 0.0217 | 0.0105 |
2019-02-09 | DHI | 2019-02-22 | 36 | Put | 0.23 | 0.39 | 0.3256 | -0.2181 | 0.1232 | -0.0248 | 0.0215 | -0.003 |
2019-02-09 | DHI | 2019-02-22 | 37 | Call | 1.22 | 1.43 | 0.3075 | 0.643 | 0.1643 | -0.0319 | 0.0275 | 0.0088 |
2019-02-09 | DHI | 2019-02-22 | 37 | Put | 0.56 | 0.69 | 0.3274 | -0.3647 | 0.1566 | -0.0317 | 0.0282 | -0.0049 |
2019-02-09 | DHI | 2019-02-22 | 37.5 | Call | 0.94 | 1.06 | 0.2949 | 0.5585 | 0.1812 | -0.0321 | 0.0291 | 0.0077 |
2019-02-09 | DHI | 2019-02-22 | 37.5 | Put | 0.77 | 0.96 | 0.3358 | -0.4468 | 0.1608 | -0.0341 | 0.0293 | -0.0059 |
2019-02-09 | DHI | 2019-02-22 | 38.5 | Call | 0.52 | 0.68 | 0.3107 | 0.3859 | 0.1667 | -0.0323 | 0.0282 | 0.0053 |
2019-02-09 | DHI | 2019-02-22 | 38.5 | Put | 1.29 | 1.48 | 0.3243 | -0.6107 | 0.1621 | -0.0315 | 0.0281 | -0.0076 |
2019-02-09 | DHI | 2019-02-22 | 39 | Call | 0.36 | 0.45 | 0.2979 | 0.2993 | 0.1579 | -0.0281 | 0.0256 | 0.0042 |
2019-02-09 | DHI | 2019-02-22 | 39 | Put | 1.62 | 1.84 | 0.3279 | -0.6846 | 0.1491 | -0.0293 | 0.0259 | -0.0083 |
2019-02-09 | DHI | 2019-02-22 | 40.5 | Call | 0.12 | 0.19 | 0.316 | 0.135 | 0.0931 | -0.0185 | 0.016 | 0.0019 |
2019-02-09 | DHI | 2019-02-22 | 40.5 | Put | 2.81 | 3.1 | 0.3455 | -0.8465 | 0.0961 | -0.0199 | 0.0175 | -0.0088 |
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