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 | DIA | 2019-02-22 | 290 | Call | 0 | 0.03 | 0.3669 | 0.0236 | 0.0031 | -0.035 | 0.0274 | 0.0022 |
2019-02-09 | DIA | 2019-02-22 | 290 | Put | 38.95 | 39.6 | 0.3669 | -0.9733 | 0.0031 | -0.0706 | 0.0274 | -0.1089 |
2019-02-09 | DIA | 2019-03-08 | 212.5 | Call | 38.6 | 39.3 | 0.3661 | 0.9517 | 0.0037 | -0.0287 | 0.0659 | 0.1536 |
2019-02-09 | DIA | 2019-03-08 | 212.5 | Put | 0.11 | 0.18 | 0.2954 | -0.0188 | 0.0022 | -0.0171 | 0.032 | -0.0037 |
2019-02-09 | DIA | 2019-03-08 | 225 | Call | 26.15 | 26.85 | 0.2645 | 0.9341 | 0.0067 | -0.0271 | 0.0857 | 0.1598 |
2019-02-09 | DIA | 2019-03-08 | 225 | Put | 0.27 | 0.34 | 0.2366 | -0.0441 | 0.0057 | -0.0279 | 0.0649 | -0.0087 |
2019-02-09 | DIA | 2019-03-08 | 234 | Call | 17.45 | 18.05 | 0.2078 | 0.8914 | 0.0126 | -0.0348 | 0.1267 | 0.1583 |
2019-02-09 | DIA | 2019-03-08 | 234 | Put | 0.58 | 0.66 | 0.1973 | -0.0942 | 0.0122 | -0.0423 | 0.1169 | -0.0186 |
2019-02-09 | DIA | 2019-03-08 | 241 | Call | 11.1 | 11.6 | 0.1753 | 0.8037 | 0.0224 | -0.049 | 0.1905 | 0.1463 |
2019-02-09 | DIA | 2019-03-08 | 241 | Put | 1.19 | 1.29 | 0.1703 | -0.1866 | 0.0226 | -0.059 | 0.1866 | -0.0369 |
2019-02-09 | DIA | 2019-03-08 | 246 | Call | 7.05 | 7.45 | 0.156 | 0.6859 | 0.0325 | -0.0594 | 0.2454 | 0.1267 |
2019-02-09 | DIA | 2019-03-08 | 246 | Put | 2.11 | 2.23 | 0.1538 | -0.3086 | 0.0328 | -0.0708 | 0.2447 | -0.0612 |
2019-02-09 | DIA | 2019-03-08 | 251 | Call | 3.75 | 3.95 | 0.1384 | 0.5075 | 0.0412 | -0.0619 | 0.2768 | 0.0949 |
2019-02-09 | DIA | 2019-03-08 | 251 | Put | 3.7 | 3.9 | 0.1378 | -0.4892 | 0.0416 | -0.0741 | 0.277 | -0.0964 |
2019-02-09 | DIA | 2019-03-08 | 256 | Call | 1.54 | 1.64 | 0.1262 | 0.2927 | 0.0391 | -0.0501 | 0.2389 | 0.0552 |
2019-02-09 | DIA | 2019-03-08 | 256 | Put | 6.35 | 6.8 | 0.1274 | -0.7023 | 0.039 | -0.0629 | 0.2439 | -0.1397 |
2019-02-09 | DIA | 2019-03-08 | 262.5 | Call | 0.32 | 0.39 | 0.1202 | 0.0923 | 0.0198 | -0.0235 | 0.1151 | 0.0175 |
2019-02-09 | DIA | 2019-03-08 | 262.5 | Put | 11.65 | 12.35 | 0.136 | -0.8757 | 0.0213 | -0.044 | 0.1479 | -0.1776 |
2019-02-09 | DIA | 2019-03-08 | 270 | Call | 0.04 | 0.1 | 0.1729 | 0.0671 | 0.0108 | -0.0271 | 0.0904 | 0.0127 |
2019-02-09 | DIA | 2019-03-08 | 270 | Put | 18.95 | 19.6 | 0.1729 | -0.9296 | 0.0108 | -0.038 | 0.0904 | -0.194 |
2019-02-09 | DIA | 2019-03-08 | 277.5 | Call | 0 | 0.06 | 0.2236 | 0.056 | 0.0072 | -0.0306 | 0.0785 | 0.0105 |
2019-02-09 | DIA | 2019-03-08 | 277.5 | Put | 26.45 | 27.1 | 0.2236 | -0.9407 | 0.0072 | -0.041 | 0.0785 | -0.2019 |
2019-02-09 | DIA | 2019-03-08 | 290 | Call | 0 | 0.03 | 0.302 | 0.046 | 0.0046 | -0.0356 | 0.0671 | 0.0086 |
2019-02-09 | DIA | 2019-03-08 | 290 | Put | 38.9 | 39.65 | 0.302 | -0.9507 | 0.0046 | -0.0452 | 0.0671 | -0.2134 |
2019-02-09 | DIA | 2019-03-29 | 215 | Call | 36.15 | 36.9 | 0.2876 | 0.9304 | 0.0047 | -0.0217 | 0.1154 | 0.2647 |
2019-02-09 | DIA | 2019-03-29 | 215 | Put | 0.39 | 0.47 | 0.2535 | -0.0435 | 0.0039 | -0.0224 | 0.0848 | -0.0152 |
2019-02-09 | DIA | 2019-03-29 | 225 | Call | 26.5 | 27.15 | 0.2375 | 0.8975 | 0.0078 | -0.0272 | 0.1578 | 0.2666 |
2019-02-09 | DIA | 2019-03-29 | 225 | Put | 0.72 | 0.8 | 0.2187 | -0.0804 | 0.0074 | -0.0314 | 0.1372 | -0.0281 |
2019-02-09 | DIA | 2019-03-29 | 235 | Call | 17.25 | 17.8 | 0.1957 | 0.8239 | 0.014 | -0.0369 | 0.233 | 0.2543 |
2019-02-09 | DIA | 2019-03-29 | 235 | Put | 1.47 | 1.56 | 0.1875 | -0.1611 | 0.0141 | -0.0446 | 0.2246 | -0.0563 |
2019-02-09 | DIA | 2019-03-29 | 241 | Call | 12.15 | 12.65 | 0.1757 | 0.7401 | 0.0198 | -0.0444 | 0.2945 | 0.2329 |
2019-02-09 | DIA | 2019-03-29 | 241 | Put | 2.36 | 2.46 | 0.1706 | -0.2485 | 0.0202 | -0.0532 | 0.2957 | -0.0858 |
2019-02-09 | DIA | 2019-03-29 | 246 | Call | 8.35 | 8.7 | 0.1596 | 0.639 | 0.0253 | -0.0485 | 0.3417 | 0.204 |
2019-02-09 | DIA | 2019-03-29 | 246 | Put | 3.5 | 3.65 | 0.1569 | -0.3533 | 0.0258 | -0.0582 | 0.3444 | -0.1224 |
2019-02-09 | DIA | 2019-03-29 | 251 | Call | 5.15 | 5.35 | 0.1454 | 0.5042 | 0.0296 | -0.0487 | 0.3652 | 0.163 |
2019-02-09 | DIA | 2019-03-29 | 251 | Put | 5.3 | 5.45 | 0.1453 | -0.4902 | 0.0298 | -0.0591 | 0.3654 | -0.1707 |
2019-02-09 | DIA | 2019-03-29 | 256 | Call | 2.72 | 2.87 | 0.1337 | 0.347 | 0.0299 | -0.0425 | 0.3388 | 0.1133 |
2019-02-09 | DIA | 2019-03-29 | 256 | Put | 7.7 | 8.05 | 0.1329 | -0.6486 | 0.0302 | -0.0522 | 0.3421 | -0.2273 |
2019-02-09 | DIA | 2019-03-29 | 261 | Call | 1.17 | 1.3 | 0.1243 | 0.1978 | 0.0242 | -0.0303 | 0.2555 | 0.065 |
2019-02-09 | DIA | 2019-03-29 | 261 | Put | 11.15 | 11.7 | 0.1284 | -0.7889 | 0.024 | -0.0415 | 0.2615 | -0.2813 |
2019-02-09 | DIA | 2019-03-29 | 269 | Call | 0.24 | 0.32 | 0.1207 | 0.0595 | 0.0106 | -0.0128 | 0.1089 | 0.0197 |
2019-02-09 | DIA | 2019-03-29 | 269 | Put | 18.2 | 18.85 | 0.1356 | -0.9111 | 0.0123 | -0.0276 | 0.1411 | -0.332 |
2019-02-09 | DIA | 2019-03-29 | 275 | Call | 0.07 | 0.13 | 0.1249 | 0.0235 | 0.0048 | -0.0063 | 0.0511 | 0.0078 |
2019-02-09 | DIA | 2019-03-29 | 275 | Put | 24 | 24.7 | 0.1532 | -0.941 | 0.0077 | -0.0236 | 0.1002 | -0.3499 |
2019-02-09 | DIA | 2019-03-29 | 290 | Call | 0 | 0.04 | 0.214 | 0.0349 | 0.0039 | -0.0151 | 0.071 | 0.0114 |
2019-02-09 | DIA | 2019-03-29 | 290 | Put | 38.9 | 39.6 | 0.214 | -0.9596 | 0.0039 | -0.0225 | 0.071 | -0.3762 |
2019-02-09 | DIS | 2019-02-22 | 95 | Call | 15.1 | 18.3 | 0.3812 | 0.986 | 0.0043 | -0.0171 | 0.0078 | 0.0358 |
2019-02-09 | DIS | 2019-02-22 | 95 | Put | 0 | 0.13 | 0.2236 | -0.0001 | 0.0001 | -0.0001 | 0.0001 | 0 |
2019-02-09 | DIS | 2019-02-22 | 100 | Call | 10.05 | 14 | 0.3812 | 0.9345 | 0.0153 | -0.0444 | 0.0278 | 0.0354 |
2019-02-09 | DIS | 2019-02-22 | 100 | Put | 0.03 | 0.1 | 0.2236 | -0.0057 | 0.0033 | -0.0028 | 0.0035 | -0.0002 |
2019-02-09 | DIS | 2019-02-22 | 104 | Call | 6 | 10.15 | 0.3812 | 0.8376 | 0.0295 | -0.079 | 0.0536 | 0.0326 |
2019-02-09 | DIS | 2019-02-22 | 104 | Put | 0.03 | 0.14 | 0.2236 | -0.0508 | 0.0214 | -0.0178 | 0.0228 | -0.0022 |
2019-02-09 | DIS | 2019-02-22 | 107 | Call | 4.3 | 6.5 | 0.2845 | 0.7842 | 0.0471 | -0.0707 | 0.0639 | 0.0314 |
2019-02-09 | DIS | 2019-02-22 | 107 | Put | 0.25 | 0.4 | 0.2038 | -0.1404 | 0.0504 | -0.0345 | 0.0495 | -0.0057 |
2019-02-09 | DIS | 2019-02-22 | 109 | Call | 3.05 | 3.3 | 0.1769 | 0.759 | 0.0807 | -0.0487 | 0.068 | 0.0312 |
2019-02-09 | DIS | 2019-02-22 | 109 | Put | 0.48 | 0.53 | 0.1686 | -0.2317 | 0.0835 | -0.0386 | 0.0684 | -0.0091 |
2019-02-09 | DIS | 2019-02-22 | 112 | Call | 1.03 | 1.12 | 0.144 | 0.4575 | 0.1262 | -0.0481 | 0.0866 | 0.0191 |
2019-02-09 | DIS | 2019-02-22 | 112 | Put | 1.41 | 1.55 | 0.1456 | -0.5464 | 0.1271 | -0.0415 | 0.0865 | -0.0193 |
2019-02-09 | DIS | 2019-02-22 | 114 | Call | 0.35 | 0.55 | 0.1488 | 0.2389 | 0.0954 | -0.0378 | 0.0677 | 0.01 |
2019-02-09 | DIS | 2019-02-22 | 114 | Put | 2.64 | 4.05 | 0.2169 | -0.6873 | 0.0765 | -0.0557 | 0.0769 | -0.0232 |
2019-02-09 | DIS | 2019-02-22 | 116 | Call | 0.07 | 0.13 | 0.1359 | 0.0759 | 0.0481 | -0.0157 | 0.0312 | 0.0032 |
2019-02-09 | DIS | 2019-02-22 | 116 | Put | 4 | 6.35 | 0.2641 | -0.7685 | 0.0543 | -0.0582 | 0.0672 | -0.0249 |
2019-02-09 | DIS | 2019-02-22 | 119 | Call | 0 | 0.09 | 0.1359 | 0.0084 | 0.0077 | -0.0025 | 0.005 | 0.0004 |
2019-02-09 | DIS | 2019-02-22 | 119 | Put | 6.5 | 9.2 | 0.2641 | -0.8945 | 0.0341 | -0.033 | 0.0402 | -0.0228 |
2019-02-09 | DIS | 2019-02-22 | 123 | Call | 0 | 0.01 | 0.1359 | 0.0001 | 0.0002 | -0.0001 | 0.0001 | 0 |
2019-02-09 | DIS | 2019-02-22 | 123 | Put | 9.6 | 14 | 0.2641 | -0.9794 | 0.0135 | -0.0076 | 0.012 | -0.0098 |
2019-02-09 | DIS | 2019-02-22 | 126 | Call | 0 | 0.03 | 0.1359 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DIS | 2019-02-22 | 126 | Put | 13 | 17 | 0.2641 | -1 | 0.0004 | 0 | 0 | 0 |
2019-02-09 | DIS | 2019-03-08 | 95 | Call | 14.5 | 18.65 | 0.2575 | 0.9896 | 0.0035 | -0.0105 | 0.0085 | 0.0718 |
2019-02-09 | DIS | 2019-03-08 | 95 | Put | 0.02 | 0.3 | 0.2509 | -0.0089 | 0.0031 | -0.0033 | 0.0074 | -0.0008 |
2019-02-09 | DIS | 2019-03-08 | 100 | Call | 9.95 | 13.75 | 0.2575 | 0.9442 | 0.0142 | -0.0225 | 0.0348 | 0.0716 |
2019-02-09 | DIS | 2019-03-08 | 100 | Put | 0.09 | 0.21 | 0.2509 | -0.0515 | 0.0136 | -0.0142 | 0.0326 | -0.0045 |
2019-02-09 | DIS | 2019-03-08 | 104 | Call | 7.55 | 10 | 0.3123 | 0.8084 | 0.0283 | -0.0527 | 0.0842 | 0.0624 |
2019-02-09 | DIS | 2019-03-08 | 104 | Put | 0.32 | 0.5 | 0.2239 | -0.1177 | 0.0287 | -0.0236 | 0.0636 | -0.0096 |
2019-02-09 | DIS | 2019-03-08 | 107 | Call | 5.1 | 6.85 | 0.2533 | 0.7427 | 0.0413 | -0.0504 | 0.0996 | 0.0589 |
2019-02-09 | DIS | 2019-03-08 | 107 | Put | 0.57 | 0.95 | 0.2005 | -0.2109 | 0.047 | -0.0305 | 0.089 | -0.0168 |
2019-02-09 | DIS | 2019-03-08 | 109 | Call | 3.65 | 3.95 | 0.1786 | 0.7001 | 0.063 | -0.0394 | 0.1073 | 0.0569 |
2019-02-09 | DIS | 2019-03-08 | 109 | Put | 0.94 | 1.19 | 0.1767 | -0.3003 | 0.0644 | -0.0318 | 0.1082 | -0.0232 |
2019-02-09 | DIS | 2019-03-08 | 112 | Call | 1.77 | 1.93 | 0.1608 | 0.4871 | 0.0803 | -0.039 | 0.1231 | 0.0402 |
2019-02-09 | DIS | 2019-03-08 | 112 | Put | 2.06 | 2.38 | 0.1673 | -0.5171 | 0.0789 | -0.0335 | 0.1233 | -0.0367 |
2019-02-09 | DIS | 2019-03-08 | 114 | Call | 0.93 | 1.04 | 0.1534 | 0.3254 | 0.076 | -0.0329 | 0.1112 | 0.0271 |
2019-02-09 | DIS | 2019-03-08 | 114 | Put | 2.98 | 3.55 | 0.1513 | -0.6876 | 0.0796 | -0.0255 | 0.1089 | -0.0427 |
2019-02-09 | DIS | 2019-03-08 | 116 | Call | 0.37 | 0.5 | 0.1456 | 0.1813 | 0.0586 | -0.0226 | 0.0814 | 0.0152 |
2019-02-09 | DIS | 2019-03-08 | 116 | Put | 4.55 | 6.4 | 0.2233 | -0.7251 | 0.0503 | -0.0367 | 0.1022 | -0.0465 |
2019-02-09 | DIS | 2019-03-08 | 119 | Call | 0.08 | 0.16 | 0.1452 | 0.0608 | 0.0268 | -0.0101 | 0.0372 | 0.0051 |
2019-02-09 | DIS | 2019-03-08 | 119 | Put | 5.75 | 9.95 | 0.2237 | -0.8495 | 0.037 | -0.0244 | 0.0721 | -0.0445 |
2019-02-09 | DIS | 2019-03-08 | 123 | Call | 0 | 0.15 | 0.1452 | 0.0089 | 0.0054 | -0.002 | 0.0074 | 0.0007 |
2019-02-09 | DIS | 2019-03-08 | 123 | Put | 9.8 | 13.75 | 0.2237 | -0.9537 | 0.02 | -0.0088 | 0.0316 | -0.026 |
2019-02-09 | DIS | 2019-03-08 | 126 | Call | 0 | 0.05 | 0.1452 | 0.0015 | 0.0011 | -0.0004 | 0.0015 | 0.0001 |
2019-02-09 | DIS | 2019-03-08 | 126 | Put | 12.75 | 16.85 | 0.2237 | -0.9951 | 0.0092 | -0.0012 | 0.0068 | -0.0009 |
2019-02-09 | DIS | 2019-03-29 | 99 | Call | 11.8 | 15 | 0.3013 | 0.878 | 0.0164 | -0.0315 | 0.0826 | 0.113 |
2019-02-09 | DIS | 2019-03-29 | 99 | Put | 0.24 | 0.54 | 0.2365 | -0.0725 | 0.0143 | -0.0131 | 0.0582 | -0.0104 |
2019-02-09 | DIS | 2019-03-29 | 100 | Call | 10.35 | 14.15 | 0.3013 | 0.8586 | 0.0182 | -0.0341 | 0.0915 | 0.1112 |
2019-02-09 | DIS | 2019-03-29 | 100 | Put | 0.27 | 0.62 | 0.2365 | -0.0901 | 0.0169 | -0.0154 | 0.0671 | -0.013 |
2019-02-09 | DIS | 2019-03-29 | 104 | Call | 8.15 | 10.3 | 0.2646 | 0.7893 | 0.0267 | -0.0375 | 0.1179 | 0.1057 |
2019-02-09 | DIS | 2019-03-29 | 104 | Put | 0.62 | 1.02 | 0.216 | -0.1682 | 0.0287 | -0.0214 | 0.1055 | -0.0236 |
2019-02-09 | DIS | 2019-03-29 | 107 | Call | 5.9 | 6.25 | 0.1901 | 0.7512 | 0.0408 | -0.0307 | 0.1294 | 0.1042 |
2019-02-09 | DIS | 2019-03-29 | 107 | Put | 1.14 | 1.32 | 0.1922 | -0.2531 | 0.0412 | -0.0239 | 0.1334 | -0.0346 |
2019-02-09 | DIS | 2019-03-29 | 109 | Call | 4.45 | 4.75 | 0.1823 | 0.6652 | 0.0489 | -0.0327 | 0.1487 | 0.0933 |
2019-02-09 | DIS | 2019-03-29 | 109 | Put | 1.66 | 1.86 | 0.1845 | -0.34 | 0.0494 | -0.0258 | 0.149 | -0.0452 |
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