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 | DHI | 2019-02-22 | 41.5 | Call | 0.05 | 0.12 | 0.325 | 0.073 | 0.0578 | -0.0121 | 0.0102 | 0.001 |
2019-02-09 | DHI | 2019-02-22 | 41.5 | Put | 3.7 | 4.05 | 0.4248 | -0.8672 | 0.0709 | -0.0224 | 0.0158 | -0.009 |
2019-02-09 | DHI | 2019-02-22 | 43.5 | Call | 0 | 0.17 | 0.325 | 0.0141 | 0.015 | -0.0031 | 0.0027 | 0.0002 |
2019-02-09 | DHI | 2019-02-22 | 43.5 | Put | 5.6 | 6.05 | 0.4248 | -0.9579 | 0.033 | -0.0087 | 0.0072 | -0.0065 |
2019-02-09 | DHI | 2019-03-08 | 32 | Call | 5.6 | 6 | 0.3308 | 0.9687 | 0.0204 | -0.0065 | 0.0074 | 0.0236 |
2019-02-09 | DHI | 2019-03-08 | 32 | Put | 0.1 | 0.26 | 0.407 | -0.0624 | 0.029 | -0.0092 | 0.013 | -0.0018 |
2019-02-09 | DHI | 2019-03-08 | 34 | Call | 3.8 | 4.15 | 0.3244 | 0.8893 | 0.0558 | -0.0135 | 0.0197 | 0.0227 |
2019-02-09 | DHI | 2019-03-08 | 34 | Put | 0.27 | 0.35 | 0.3797 | -0.1448 | 0.0577 | -0.0158 | 0.0247 | -0.0041 |
2019-02-09 | DHI | 2019-03-08 | 35 | Call | 3.05 | 3.3 | 0.3356 | 0.8086 | 0.0778 | -0.019 | 0.0285 | 0.021 |
2019-02-09 | DHI | 2019-03-08 | 35 | Put | 0.37 | 0.51 | 0.3534 | -0.2026 | 0.0769 | -0.0181 | 0.0298 | -0.0057 |
2019-02-09 | DHI | 2019-03-08 | 36 | Call | 2.23 | 2.53 | 0.3178 | 0.7246 | 0.1006 | -0.0215 | 0.0349 | 0.0191 |
2019-02-09 | DHI | 2019-03-08 | 36 | Put | 0.61 | 0.73 | 0.3401 | -0.2873 | 0.0967 | -0.021 | 0.0364 | -0.0079 |
2019-02-09 | DHI | 2019-03-08 | 37 | Call | 1.64 | 1.86 | 0.3193 | 0.6119 | 0.1149 | -0.0243 | 0.04 | 0.0164 |
2019-02-09 | DHI | 2019-03-08 | 37 | Put | 0.95 | 1.07 | 0.3314 | -0.3923 | 0.1121 | -0.0229 | 0.0398 | -0.0106 |
2019-02-09 | DHI | 2019-03-08 | 37.5 | Call | 1.41 | 1.56 | 0.3213 | 0.5526 | 0.1178 | -0.0251 | 0.0413 | 0.0148 |
2019-02-09 | DHI | 2019-03-08 | 37.5 | Put | 1.18 | 1.29 | 0.3304 | -0.4498 | 0.1158 | -0.0234 | 0.0414 | -0.0119 |
2019-02-09 | DHI | 2019-03-08 | 38.5 | Call | 0.93 | 1.08 | 0.3158 | 0.4333 | 0.1193 | -0.0243 | 0.0411 | 0.0118 |
2019-02-09 | DHI | 2019-03-08 | 38.5 | Put | 1.63 | 1.81 | 0.3163 | -0.5696 | 0.1207 | -0.0219 | 0.0409 | -0.0144 |
2019-02-09 | DHI | 2019-03-08 | 39 | Call | 0.71 | 0.89 | 0.3108 | 0.3737 | 0.1167 | -0.0229 | 0.0396 | 0.0102 |
2019-02-09 | DHI | 2019-03-08 | 39 | Put | 1.99 | 2.11 | 0.3201 | -0.6254 | 0.1154 | -0.0213 | 0.04 | -0.0155 |
2019-02-09 | DHI | 2019-03-08 | 40.5 | Call | 0.36 | 0.5 | 0.3199 | 0.2308 | 0.091 | -0.0187 | 0.0318 | 0.0063 |
2019-02-09 | DHI | 2019-03-08 | 40.5 | Put | 3 | 3.4 | 0.3367 | -0.7619 | 0.0908 | -0.0178 | 0.0326 | -0.0172 |
2019-02-09 | DHI | 2019-03-08 | 41.5 | Call | 0.2 | 0.37 | 0.3291 | 0.1633 | 0.0717 | -0.0155 | 0.0258 | 0.0045 |
2019-02-09 | DHI | 2019-03-08 | 41.5 | Put | 3.9 | 4.55 | 0.4077 | -0.7847 | 0.0708 | -0.0206 | 0.0304 | -0.018 |
2019-02-09 | DHI | 2019-03-08 | 43.5 | Call | 0.07 | 0.26 | 0.3264 | 0.0654 | 0.0374 | -0.0079 | 0.0133 | 0.0018 |
2019-02-09 | DHI | 2019-03-08 | 43.5 | Put | 5.7 | 6.25 | 0.3448 | -0.9333 | 0.0421 | -0.0069 | 0.0143 | -0.0133 |
2019-02-09 | DHI | 2019-03-29 | 32 | Call | 5.95 | 6.35 | 0.4005 | 0.8885 | 0.0343 | -0.0127 | 0.0262 | 0.0367 |
2019-02-09 | DHI | 2019-03-29 | 32 | Put | 0.27 | 0.35 | 0.397 | -0.1097 | 0.0344 | -0.0102 | 0.0257 | -0.0055 |
2019-02-09 | DHI | 2019-03-29 | 34 | Call | 4.2 | 4.6 | 0.3625 | 0.8092 | 0.0543 | -0.0158 | 0.0376 | 0.035 |
2019-02-09 | DHI | 2019-03-29 | 34 | Put | 0.51 | 0.68 | 0.3707 | -0.1959 | 0.0543 | -0.014 | 0.0386 | -0.0097 |
2019-02-09 | DHI | 2019-03-29 | 35 | Call | 3.35 | 3.75 | 0.3359 | 0.7575 | 0.0674 | -0.0166 | 0.0432 | 0.0336 |
2019-02-09 | DHI | 2019-03-29 | 35 | Put | 0.73 | 0.89 | 0.3583 | -0.2548 | 0.0653 | -0.0156 | 0.0449 | -0.0125 |
2019-02-09 | DHI | 2019-03-29 | 36 | Call | 2.76 | 3 | 0.3369 | 0.6802 | 0.0768 | -0.0186 | 0.0494 | 0.0305 |
2019-02-09 | DHI | 2019-03-29 | 36 | Put | 1.02 | 1.18 | 0.3489 | -0.3256 | 0.0754 | -0.0169 | 0.05 | -0.0157 |
2019-02-09 | DHI | 2019-03-29 | 37 | Call | 2.14 | 2.37 | 0.3303 | 0.5982 | 0.0848 | -0.0195 | 0.0534 | 0.0272 |
2019-02-09 | DHI | 2019-03-29 | 37 | Put | 1.38 | 1.55 | 0.3397 | -0.4055 | 0.0836 | -0.0176 | 0.0536 | -0.0192 |
2019-02-09 | DHI | 2019-03-29 | 37.5 | Call | 1.89 | 2.08 | 0.3291 | 0.5548 | 0.0869 | -0.0197 | 0.0546 | 0.0254 |
2019-02-09 | DHI | 2019-03-29 | 37.5 | Put | 1.57 | 1.72 | 0.3292 | -0.4481 | 0.0881 | -0.0173 | 0.0546 | -0.0209 |
2019-02-09 | DHI | 2019-03-29 | 38.5 | Call | 1.41 | 1.59 | 0.3249 | 0.4669 | 0.0886 | -0.0194 | 0.0549 | 0.0216 |
2019-02-09 | DHI | 2019-03-29 | 38.5 | Put | 2.09 | 2.27 | 0.3287 | -0.5362 | 0.0891 | -0.0172 | 0.055 | -0.0242 |
2019-02-09 | DHI | 2019-03-29 | 39 | Call | 1.19 | 1.41 | 0.3246 | 0.4239 | 0.0873 | -0.019 | 0.0541 | 0.0197 |
2019-02-09 | DHI | 2019-03-29 | 39 | Put | 2.23 | 2.55 | 0.3119 | -0.5861 | 0.0925 | -0.0158 | 0.0543 | -0.0256 |
2019-02-09 | DHI | 2019-03-29 | 40.5 | Call | 0.7 | 0.87 | 0.3169 | 0.3 | 0.0794 | -0.0163 | 0.048 | 0.0141 |
2019-02-09 | DHI | 2019-03-29 | 40.5 | Put | 3.4 | 3.6 | 0.3281 | -0.6994 | 0.0795 | -0.0146 | 0.049 | -0.0287 |
2019-02-09 | DHI | 2019-03-29 | 41.5 | Call | 0.47 | 0.72 | 0.3258 | 0.2384 | 0.0688 | -0.0148 | 0.0428 | 0.0113 |
2019-02-09 | DHI | 2019-03-29 | 41.5 | Put | 4.1 | 4.5 | 0.3351 | -0.7627 | 0.07 | -0.013 | 0.0434 | -0.0295 |
2019-02-09 | DHI | 2019-03-29 | 43.5 | Call | 0.22 | 0.38 | 0.3291 | 0.1371 | 0.0483 | -0.0105 | 0.0303 | 0.0065 |
2019-02-09 | DHI | 2019-03-29 | 43.5 | Put | 5.85 | 6.25 | 0.3538 | -0.8544 | 0.0511 | -0.0097 | 0.033 | -0.0285 |
2019-02-09 | DHR | 2019-02-15 | 92.5 | Call | 14.3 | 18.6 | 0.1497 | 1 | 0 | -0.0065 | 0 | 0.0177 |
2019-02-09 | DHR | 2019-02-15 | 92.5 | Put | 0 | 0.05 | 0.1667 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 97.5 | Call | 9.4 | 13.6 | 0.1497 | 1 | 0 | -0.0068 | 0 | 0.0187 |
2019-02-09 | DHR | 2019-02-15 | 97.5 | Put | 0 | 0.1 | 0.1667 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 100 | Call | 8.7 | 9.8 | 0.1497 | 1 | 0 | -0.007 | 0 | 0.0191 |
2019-02-09 | DHR | 2019-02-15 | 100 | Put | 0 | 0.15 | 0.1667 | -0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 105 | Call | 3.9 | 4.7 | 0.1497 | 0.9744 | 0.0264 | -0.0168 | 0.009 | 0.0196 |
2019-02-09 | DHR | 2019-02-15 | 105 | Put | 0.1 | 0.25 | 0.1667 | -0.0398 | 0.0341 | -0.0152 | 0.013 | -0.0008 |
2019-02-09 | DHR | 2019-02-15 | 110 | Call | 0.5 | 0.7 | 0.1497 | 0.3835 | 0.1687 | -0.0647 | 0.0577 | 0.0079 |
2019-02-09 | DHR | 2019-02-15 | 110 | Put | 1.2 | 1.6 | 0.1667 | -0.6072 | 0.1549 | -0.0657 | 0.0589 | -0.0105 |
2019-02-09 | DHR | 2019-02-15 | 115 | Call | 0 | 0.1 | 0.1497 | 0.0073 | 0.0089 | -0.0033 | 0.0031 | 0.0002 |
2019-02-09 | DHR | 2019-02-15 | 115 | Put | 5.3 | 7.1 | 0.1667 | -0.9992 | 0.0075 | 0 | 0.0012 | 0 |
2019-02-09 | DHR | 2019-02-15 | 120 | Call | 0 | 0.1 | 0.1497 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 120 | Put | 10.5 | 12.3 | 0.1667 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 125 | Call | 0 | 0.1 | 0.1497 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-02-15 | 125 | Put | 15.2 | 17.4 | 0.1667 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DHR | 2019-03-15 | 92.5 | Call | 14.7 | 17.6 | 0.231 | 0.9918 | 0.0029 | -0.0089 | 0.0076 | 0.0875 |
2019-02-09 | DHR | 2019-03-15 | 92.5 | Put | 0 | 0.25 | 0.26 | -0.0162 | 0.0046 | -0.005 | 0.0137 | -0.0017 |
2019-02-09 | DHR | 2019-03-15 | 97.5 | Call | 11.6 | 12.7 | 0.231 | 0.9517 | 0.0128 | -0.0177 | 0.0339 | 0.0879 |
2019-02-09 | DHR | 2019-03-15 | 97.5 | Put | 0.2 | 0.35 | 0.26 | -0.0687 | 0.0151 | -0.0161 | 0.0448 | -0.0075 |
2019-02-09 | DHR | 2019-03-15 | 100 | Call | 9.3 | 10.4 | 0.23 | 0.9054 | 0.0217 | -0.025 | 0.057 | 0.0853 |
2019-02-09 | DHR | 2019-03-15 | 100 | Put | 0.35 | 0.45 | 0.2378 | -0.1015 | 0.0222 | -0.0197 | 0.0636 | -0.0102 |
2019-02-09 | DHR | 2019-03-15 | 105 | Call | 5.2 | 5.7 | 0.1967 | 0.765 | 0.0462 | -0.0347 | 0.1039 | 0.0748 |
2019-02-09 | DHR | 2019-03-15 | 105 | Put | 0.85 | 1.05 | 0.1967 | -0.2365 | 0.0468 | -0.0277 | 0.1045 | -0.0228 |
2019-02-09 | DHR | 2019-03-15 | 110 | Call | 1.75 | 2.1 | 0.1596 | 0.4744 | 0.0738 | -0.0342 | 0.1346 | 0.0478 |
2019-02-09 | DHR | 2019-03-15 | 110 | Put | 2.4 | 2.65 | 0.1666 | -0.5303 | 0.0725 | -0.0287 | 0.134 | -0.0455 |
2019-02-09 | DHR | 2019-03-15 | 115 | Call | 0.3 | 0.45 | 0.1479 | 0.1482 | 0.0463 | -0.0177 | 0.0782 | 0.0151 |
2019-02-09 | DHR | 2019-03-15 | 115 | Put | 5.7 | 6.4 | 0.1629 | -0.8462 | 0.0497 | -0.0146 | 0.0824 | -0.0482 |
2019-02-09 | DHR | 2019-03-15 | 120 | Call | 0 | 0.1 | 0.1479 | 0.0242 | 0.0114 | -0.0042 | 0.0192 | 0.0025 |
2019-02-09 | DHR | 2019-03-15 | 120 | Put | 9.2 | 11.6 | 0.1629 | -0.9978 | 0.0088 | 0 | 0.0053 | 0 |
2019-02-09 | DHR | 2019-03-15 | 125 | Call | 0 | 0.1 | 0.1479 | 0.0021 | 0.0013 | -0.0005 | 0.0022 | 0.0002 |
2019-02-09 | DHR | 2019-03-15 | 125 | Put | 14.8 | 16.7 | 0.1629 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DIA | 2019-02-22 | 212.5 | Call | 38.55 | 39.25 | 0.3902 | 0.9833 | 0.0018 | 0 | 0.0171 | 0.0801 |
2019-02-09 | DIA | 2019-02-22 | 212.5 | Put | 0 | 0.05 | 0.2596 | -0.0005 | 0.0001 | -0.0008 | 0.0009 | 0 |
2019-02-09 | DIA | 2019-02-22 | 226 | Call | 25.1 | 25.75 | 0.376 | 0.924 | 0.0075 | -0.0542 | 0.0681 | 0.0793 |
2019-02-09 | DIA | 2019-02-22 | 226 | Put | 0.04 | 0.1 | 0.2528 | -0.0165 | 0.0033 | -0.0189 | 0.0202 | -0.0016 |
2019-02-09 | DIA | 2019-02-22 | 234 | Call | 17.15 | 17.85 | 0.2831 | 0.8972 | 0.0126 | -0.0514 | 0.0861 | 0.0798 |
2019-02-09 | DIA | 2019-02-22 | 234 | Put | 0.14 | 0.19 | 0.2051 | -0.0399 | 0.0085 | -0.0325 | 0.0423 | -0.0039 |
2019-02-09 | DIA | 2019-02-22 | 241 | Call | 10.35 | 10.95 | 0.2042 | 0.8438 | 0.0235 | -0.0516 | 0.1163 | 0.0773 |
2019-02-09 | DIA | 2019-02-22 | 241 | Put | 0.43 | 0.49 | 0.1704 | -0.1116 | 0.0226 | -0.0611 | 0.0934 | -0.0109 |
2019-02-09 | DIA | 2019-02-22 | 246.5 | Call | 5.45 | 5.85 | 0.1542 | 0.7213 | 0.0439 | -0.0624 | 0.1642 | 0.0674 |
2019-02-09 | DIA | 2019-02-22 | 246.5 | Put | 1.12 | 1.21 | 0.1452 | -0.2636 | 0.0458 | -0.0937 | 0.1646 | -0.0256 |
2019-02-09 | DIA | 2019-02-22 | 251.5 | Call | 2.11 | 2.23 | 0.1267 | 0.4615 | 0.0635 | -0.0704 | 0.1949 | 0.0437 |
2019-02-09 | DIA | 2019-02-22 | 251.5 | Put | 2.75 | 2.9 | 0.1266 | -0.5352 | 0.0638 | -0.1089 | 0.1951 | -0.0524 |
2019-02-09 | DIA | 2019-02-22 | 256 | Call | 0.53 | 0.6 | 0.1147 | 0.1849 | 0.0472 | -0.0466 | 0.1312 | 0.0176 |
2019-02-09 | DIA | 2019-02-22 | 256 | Put | 5.5 | 6.05 | 0.119 | -0.8031 | 0.047 | -0.0881 | 0.1392 | -0.0794 |
2019-02-09 | DIA | 2019-02-22 | 262.5 | Call | 0.03 | 0.08 | 0.1373 | 0.0468 | 0.0145 | -0.0218 | 0.0481 | 0.0045 |
2019-02-09 | DIA | 2019-02-22 | 262.5 | Put | 11.45 | 12.1 | 0.1373 | -0.9501 | 0.0145 | -0.0592 | 0.0481 | -0.0961 |
2019-02-09 | DIA | 2019-02-22 | 270 | Call | 0 | 0.05 | 0.2049 | 0.0348 | 0.0076 | -0.0263 | 0.0378 | 0.0033 |
2019-02-09 | DIA | 2019-02-22 | 270 | Put | 18.95 | 19.6 | 0.2049 | -0.9621 | 0.0076 | -0.0633 | 0.0378 | -0.1002 |
2019-02-09 | DIA | 2019-02-22 | 277.5 | Call | 0 | 0.04 | 0.2682 | 0.0288 | 0.005 | -0.0299 | 0.0324 | 0.0027 |
2019-02-09 | DIA | 2019-02-22 | 277.5 | Put | 26.45 | 27.1 | 0.2682 | -0.968 | 0.005 | -0.0663 | 0.0324 | -0.1036 |
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