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
DIS
2019-03-29
112
Call
2.52
2.89
0.169
0.5066
0.0578
-0.032
0.1629
0.0721
2019-02-09
DIS
2019-03-29
112
Put
2.68
3.1
0.1722
-0.5005
0.0584
-0.0253
0.1628
-0.0618
2019-02-09
DIS
2019-03-29
114
Call
1.65
1.95
0.1654
0.391
0.0569
-0.0295
0.1568
0.0561
2019-02-09
DIS
2019-03-29
114
Put
3.7
4.35
0.1705
-0.616
0.0574
-0.0232
0.1556
-0.0705
2019-02-09
DIS
2019-03-29
116
Call
0.93
1.24
0.1592
0.2782
0.0516
-0.0244
0.137
0.0402
2019-02-09
DIS
2019-03-29
116
Put
5.1
5.55
0.1645
-0.731
0.0534
-0.0184
0.1345
-0.0733
2019-02-09
DIS
2019-03-29
119
Call
0.35
1.19
0.1617
0.1564
0.0363
-0.0174
0.0979
0.0227
2019-02-09
DIS
2019-03-29
119
Put
6.25
9.1
0.2011
-0.8041
0.0374
-0.0188
0.1152
-0.0749
2019-02-09
DIS
2019-03-29
123
Call
0.09
0.55
0.1653
0.0627
0.0183
-0.009
0.0504
0.0091
2019-02-09
DIS
2019-03-29
123
Put
9.75
13.85
0.2272
-0.8822
0.0254
-0.0145
0.0826
-0.0673
2019-02-09
DIS
2019-03-29
126
Call
0.02
0.49
0.1653
0.0268
0.0092
-0.0045
0.0253
0.0039
2019-02-09
DIS
2019-03-29
126
Put
12.75
16.85
0.2272
-0.9412
0.0186
-0.0078
0.049
-0.046
2019-02-09
DISCA
2019-02-15
25
Call
3.9
4.9
0.3832
0.9984
0.0033
-0.0023
0.0002
0.0048
2019-02-09
DISCA
2019-02-15
25
Put
0
0.05
0.3832
-0.0016
0.0033
-0.0006
0.0002
0
2019-02-09
DISCA
2019-02-15
27.5
Call
1.7
1.9
0.3832
0.8769
0.1315
-0.0242
0.0082
0.0046
2019-02-09
DISCA
2019-02-15
27.5
Put
0.05
0.15
0.3832
-0.1231
0.1315
-0.0223
0.0082
-0.0007
2019-02-09
DISCA
2019-02-15
30
Call
0.15
0.25
0.3061
0.2699
0.2672
-0.0298
0.0134
0.0015
2019-02-09
DISCA
2019-02-15
30
Put
0.95
1.15
0.3446
-0.7071
0.2497
-0.0331
0.0141
-0.0033
2019-02-09
DISCA
2019-02-15
32.5
Call
0
0.05
0.3061
0.0062
0.0141
-0.0016
0.0007
0
2019-02-09
DISCA
2019-02-15
32.5
Put
2.75
3.7
0.3446
-0.9932
0.0265
-0.0014
0.0008
-0.0008
2019-02-09
DISCA
2019-03-15
25
Call
4.1
4.6
0.3531
0.9326
0.0409
-0.0076
0.0118
0.0219
2019-02-09
DISCA
2019-03-15
25
Put
0.15
0.25
0.4248
-0.1031
0.047
-0.0097
0.0168
-0.0029
2019-02-09
DISCA
2019-03-15
27.5
Call
2.3
2.5
0.3843
0.7196
0.097
-0.018
0.0304
0.0178
2019-02-09
DISCA
2019-03-15
27.5
Put
0.6
0.75
0.3942
-0.2851
0.0961
-0.0168
0.0313
-0.0077
2019-02-09
DISCA
2019-03-15
30
Call
0.95
1.05
0.3663
0.4352
0.119
-0.0195
0.0356
0.0112
2019-02-09
DISCA
2019-03-15
30
Put
1.7
1.9
0.3819
-0.5632
0.1158
-0.0184
0.0354
-0.0142
2019-02-09
DISCA
2019-03-15
32.5
Call
0.25
0.4
0.3628
0.1898
0.0827
-0.0131
0.0245
0.005
2019-02-09
DISCA
2019-03-15
32.5
Put
3.4
3.7
0.3527
-0.8254
0.0853
-0.0104
0.0239
-0.0166
2019-02-09
DISCA
2019-04-18
25
Call
4.5
4.8
0.3627
0.8643
0.0477
-0.0088
0.0274
0.0383
2019-02-09
DISCA
2019-04-18
25
Put
0.4
0.5
0.4015
-0.1567
0.0478
-0.0086
0.0314
-0.0085
2019-02-09
DISCA
2019-04-18
27.5
Call
2.75
2.95
0.3684
0.6865
0.0764
-0.0134
0.0447
0.032
2019-02-09
DISCA
2019-04-18
27.5
Put
1
1.15
0.3783
-0.3184
0.0756
-0.0119
0.0452
-0.0168
2019-02-09
DISCA
2019-04-18
30
Call
1.45
1.55
0.3569
0.4727
0.0885
-0.0141
0.0501
0.0229
2019-02-09
DISCA
2019-04-18
30
Put
2.1
2.3
0.3615
-0.5308
0.0891
-0.0123
0.0503
-0.0263
2019-02-09
DISCA
2019-04-18
32.5
Call
0.55
0.7
0.3352
0.2624
0.0772
-0.0106
0.041
0.0131
2019-02-09
DISCA
2019-04-18
32.5
Put
3.7
4
0.3458
-0.7394
0.0786
-0.0091
0.0404
-0.0314
2019-02-09
DISCK
2019-02-15
22.5
Call
4.5
5.9
0.2935
1
0
-0.0016
0
0.0043
2019-02-09
DISCK
2019-02-15
22.5
Put
0
0.05
0.3115
0
0
0
0
0
2019-02-09
DISCK
2019-02-15
25
Call
2.05
2.8
0.2935
0.9873
0.0296
-0.0043
0.0012
0.0047
2019-02-09
DISCK
2019-02-15
25
Put
0
0.05
0.3115
-0.0175
0.0367
-0.0036
0.0016
-0.0001
2019-02-09
DISCK
2019-02-15
27.5
Call
0.3
0.45
0.2935
0.4557
0.3568
-0.0323
0.015
0.0023
2019-02-09
DISCK
2019-02-15
27.5
Put
0.45
0.65
0.3115
-0.5419
0.339
-0.0326
0.015
-0.0025
2019-02-09
DISCK
2019-02-15
30
Call
0
0.05
0.2935
0.0122
0.0284
-0.0025
0.0012
0.0001
2019-02-09
DISCK
2019-02-15
30
Put
2.05
3.1
0.3115
-0.9899
0.0383
-0.0017
0.0011
-0.001
2019-02-09
DISCK
2019-02-15
32.5
Call
0
0.05
0.2935
0
0
0
0
0
2019-02-09
DISCK
2019-02-15
32.5
Put
4.8
5.5
0.3115
-1
0
0
0
0
2019-02-09
DISCK
2019-03-15
22.5
Call
4.7
5.6
0.3554
0.9678
0.024
-0.0046
0.0061
0.0206
2019-02-09
DISCK
2019-03-15
22.5
Put
0.05
0.15
0.3874
-0.044
0.0284
-0.0043
0.0079
-0.0012
2019-02-09
DISCK
2019-03-15
25
Call
2.6
2.85
0.3554
0.8135
0.0892
-0.0129
0.0227
0.0187
2019-02-09
DISCK
2019-03-15
25
Put
0.35
0.45
0.3874
-0.2046
0.0871
-0.013
0.024
-0.0052
2019-02-09
DISCK
2019-03-15
27.5
Call
1.1
1.25
0.3612
0.5102
0.1305
-0.0183
0.0337
0.0122
2019-02-09
DISCK
2019-03-15
27.5
Put
1.15
1.35
0.3542
-0.4929
0.1347
-0.0163
0.0338
-0.0118
2019-02-09
DISCK
2019-03-15
30
Call
0.25
0.35
0.3295
0.2017
0.1009
-0.0116
0.0238
0.005
2019-02-09
DISCK
2019-03-15
30
Put
2.8
3.1
0.349
-0.7897
0.1018
-0.011
0.0246
-0.0156
2019-02-09
DISCK
2019-03-15
32.5
Call
0.05
0.1
0.3295
0.0526
0.0385
-0.0044
0.0091
0.0013
2019-02-09
DISCK
2019-03-15
32.5
Put
4.9
5.5
0.349
-0.9493
0.0453
-0.0035
0.0094
-0.0102
2019-02-09
DISH
2019-02-22
27
Call
4.8
5.1
0.8019
0.8587
0.0452
-0.0412
0.0138
0.0085
2019-02-09
DISH
2019-02-22
27
Put
0.4
0.55
0.8656
-0.1565
0.0451
-0.0456
0.0144
-0.0019
2019-02-09
DISH
2019-02-22
28.5
Call
3.3
3.9
0.6949
0.7939
0.0664
-0.0452
0.0176
0.0082
2019-02-09
DISH
2019-02-22
28.5
Put
0.55
0.8
0.7729
-0.2261
0.0633
-0.051
0.0188
-0.0028
2019-02-09
DISH
2019-02-22
29.5
Call
2.85
3.2
0.7586
0.7023
0.074
-0.0593
0.0214
0.0073
2019-02-09
DISH
2019-02-22
29.5
Put
0.85
1.05
0.7545
-0.2971
0.0746
-0.0572
0.0214
-0.0036
2019-02-09
DISH
2019-02-22
30.5
Call
2.25
2.5
0.7396
0.622
0.0832
-0.0632
0.0235
0.0066
2019-02-09
DISH
2019-02-22
30.5
Put
1
1.35
0.6827
-0.373
0.0902
-0.0564
0.0234
-0.0045
2019-02-09
DISH
2019-02-22
31
Call
1.95
2.15
0.7175
0.5793
0.0883
-0.063
0.0241
0.0062
2019-02-09
DISH
2019-02-22
31
Put
1.45
1.65
0.7455
-0.4219
0.0855
-0.0637
0.0241
-0.0051
2019-02-09
DISH
2019-02-22
31.5
Call
1.65
1.9
0.7074
0.5341
0.091
-0.0631
0.0245
0.0058
2019-02-09
DISH
2019-02-22
31.5
Put
1.4
1.85
0.6742
-0.4675
0.0961
-0.0584
0.0246
-0.0055
2019-02-09
DISH
2019-02-22
32
Call
1.25
1.6
0.6578
0.4839
0.0981
-0.0588
0.0246
0.0053
2019-02-09
DISH
2019-02-22
32
Put
1.8
2.1
0.6959
-0.5131
0.0934
-0.0604
0.0245
-0.006
2019-02-09
DISH
2019-02-22
33
Call
0.95
1.2
0.673
0.3935
0.0926
-0.0579
0.0238
0.0043
2019-02-09
DISH
2019-02-22
33
Put
2.5
2.7
0.7121
-0.5988
0.0886
-0.0597
0.0237
-0.0069
2019-02-09
DISH
2019-02-22
34
Call
0.65
0.85
0.6629
0.3064
0.0857
-0.052
0.0217
0.0034
2019-02-09
DISH
2019-02-22
34
Put
2.95
3.4
0.6599
-0.6962
0.0866
-0.0497
0.022
-0.0077
2019-02-09
DISH
2019-02-22
35
Call
0.4
0.85
0.6869
0.2421
0.0736
-0.0478
0.0193
0.0027
2019-02-09
DISH
2019-02-22
35
Put
3.8
4.2
0.6869
-0.7597
0.0742
-0.0458
0.0196
-0.0082
2019-02-09
DISH
2019-02-22
36
Call
0.25
0.45
0.6592
0.1704
0.0623
-0.0372
0.0156
0.0019
2019-02-09
DISH
2019-02-22
36
Put
4.7
5.1
0.7313
-0.8031
0.0623
-0.0433
0.0167
-0.0085
2019-02-09
DISH
2019-03-08
27
Call
5
5.3
0.6529
0.8317
0.0441
-0.0271
0.022
0.0162
2019-02-09
DISH
2019-03-08
27
Put
0.55
0.75
0.6939
-0.18
0.0435
-0.0281
0.0227
-0.0045
2019-02-09
DISH
2019-03-08
28.5
Call
3.8
4.1
0.6167
0.755
0.0584
-0.0316
0.0275
0.0152
2019-02-09
DISH
2019-03-08
28.5
Put
0.85
1.1
0.6591
-0.2558
0.0562
-0.0326
0.0282
-0.0063
2019-02-09
DISH
2019-03-08
29.5
Call
3.1
3.4
0.6039
0.6897
0.0669
-0.0345
0.0308
0.0142
2019-02-09
DISH
2019-03-08
29.5
Put
1.15
1.3
0.6265
-0.3148
0.0653
-0.0341
0.0314
-0.0077
2019-02-09
DISH
2019-03-08
30.5
Call
2.5
2.8
0.6005
0.6166
0.0728
-0.0369
0.0333
0.0129
2019-02-09
DISH
2019-03-08
30.5
Put
1.45
1.7
0.6071
-0.3846
0.0726
-0.0355
0.0337
-0.0093
2019-02-09
DISH
2019-03-08
31
Call
2.2
2.45
0.5832
0.5792
0.0768
-0.0367
0.0342
0.0122
2019-02-09
DISH
2019-03-08
31
Put
1.65
1.9
0.597
-0.422
0.0756
-0.0357
0.034
-0.0101
2019-02-09
DISH
2019-03-08
31.5
Call
1.9
2.25
0.5824
0.5401
0.078
-0.0371
0.0347
0.0115
2019-02-09
DISH
2019-03-08
31.5
Put
1.95
2.1
0.596
-0.4604
0.0769
-0.0361
0.0347
-0.011
2019-02-09
DISH
2019-03-08
32
Call
1.65
1.9
0.5616
0.4989
0.0813
-0.0359
0.0348
0.0107
2019-02-09
DISH
2019-03-08
32
Put
2.15
2.45
0.5967
-0.4985
0.0772
-0.0362
0.035
-0.0118
2019-02-09
DISH
2019-03-08
33
Call
1.25
1.55
0.5683
0.4221
0.0788
-0.0355
0.0342
0.0091
2019-02-09
DISH
2019-03-08
33
Put
2.75
3
0.5893
-0.5745
0.0769
-0.0349
0.0345
-0.0133
2019-02-09
DISH
2019-03-08
33.5
Call
1.1
1.3
0.5598
0.3826
0.078
-0.0341
0.0333
0.0083
2019-02-09
DISH
2019-03-08
33.5
Put
3
3.3
0.574
-0.6151
0.0771
-0.033
0.0338
-0.014
2019-02-09
DISH
2019-03-08
34.5
Call
0.8
1.05
0.565
0.3147
0.072
-0.0319
0.031
0.0069
2019-02-09
DISH
2019-03-08
34.5
Put
3.7
4
0.5721
-0.685
0.0721
-0.0304
0.0313
-0.0152
2019-02-09
DISH
2019-03-08
36
Call
0.5
0.65
0.5568
0.2213
0.0611
-0.0263
0.0259
0.0049
2019-02-09
DISH
2019-03-08
36
Put
4.9
5.2
0.5843
-0.769
0.0609
-0.0263
0.0259
-0.0162