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 | DISH | 2019-03-29 | 27 | Call | 5.3 | 5.6 | 0.5813 | 0.8031 | 0.0413 | -0.0204 | 0.032 | 0.0267 |
2019-02-09 | DISH | 2019-03-29 | 27 | Put | 0.75 | 1 | 0.5993 | -0.2023 | 0.041 | -0.0195 | 0.0331 | -0.0089 |
2019-02-09 | DISH | 2019-03-29 | 28.5 | Call | 4.1 | 4.4 | 0.5392 | 0.7356 | 0.0525 | -0.0222 | 0.0378 | 0.0254 |
2019-02-09 | DISH | 2019-03-29 | 28.5 | Put | 1.15 | 1.35 | 0.5746 | -0.2737 | 0.0505 | -0.022 | 0.039 | -0.0119 |
2019-02-09 | DISH | 2019-03-29 | 29.5 | Call | 3.4 | 3.7 | 0.5229 | 0.6784 | 0.0593 | -0.0234 | 0.0414 | 0.0239 |
2019-02-09 | DISH | 2019-03-29 | 29.5 | Put | 1.4 | 1.6 | 0.5438 | -0.3263 | 0.0578 | -0.0225 | 0.0415 | -0.014 |
2019-02-09 | DISH | 2019-03-29 | 30.5 | Call | 2.85 | 3.1 | 0.522 | 0.6138 | 0.0635 | -0.0247 | 0.0442 | 0.022 |
2019-02-09 | DISH | 2019-03-29 | 30.5 | Put | 1.8 | 2 | 0.5364 | -0.3885 | 0.0624 | -0.0235 | 0.0444 | -0.0165 |
2019-02-09 | DISH | 2019-03-29 | 31 | Call | 2.5 | 2.85 | 0.5131 | 0.581 | 0.0659 | -0.0248 | 0.0451 | 0.021 |
2019-02-09 | DISH | 2019-03-29 | 31 | Put | 2.05 | 2.2 | 0.5332 | -0.4207 | 0.0641 | -0.0237 | 0.0453 | -0.0177 |
2019-02-09 | DISH | 2019-03-29 | 31.5 | Call | 2.3 | 2.7 | 0.5282 | 0.5483 | 0.0649 | -0.0257 | 0.0457 | 0.0198 |
2019-02-09 | DISH | 2019-03-29 | 31.5 | Put | 2.2 | 2.5 | 0.5265 | -0.4536 | 0.0659 | -0.0237 | 0.0457 | -0.0189 |
2019-02-09 | DISH | 2019-03-29 | 32 | Call | 2.05 | 2.4 | 0.5177 | 0.5147 | 0.0667 | -0.0254 | 0.046 | 0.0188 |
2019-02-09 | DISH | 2019-03-29 | 32 | Put | 2.5 | 2.8 | 0.5321 | -0.4856 | 0.0656 | -0.024 | 0.0461 | -0.0202 |
2019-02-09 | DISH | 2019-03-29 | 33 | Call | 1.6 | 1.9 | 0.5026 | 0.4464 | 0.0681 | -0.0243 | 0.0457 | 0.0165 |
2019-02-09 | DISH | 2019-03-29 | 33 | Put | 3 | 3.3 | 0.5118 | -0.554 | 0.0678 | -0.0227 | 0.0456 | -0.0225 |
2019-02-09 | DISH | 2019-03-29 | 33.5 | Call | 1.45 | 1.75 | 0.5091 | 0.4163 | 0.0663 | -0.0243 | 0.0451 | 0.0155 |
2019-02-09 | DISH | 2019-03-29 | 33.5 | Put | 3.3 | 3.6 | 0.5075 | -0.5873 | 0.0674 | -0.0221 | 0.0446 | -0.0235 |
2019-02-09 | DISH | 2019-03-29 | 34.5 | Call | 1.1 | 1.3 | 0.4894 | 0.3478 | 0.0654 | -0.022 | 0.0427 | 0.0131 |
2019-02-09 | DISH | 2019-03-29 | 34.5 | Put | 4 | 4.3 | 0.5112 | -0.6469 | 0.0641 | -0.0211 | 0.0435 | -0.0253 |
2019-02-09 | DISH | 2019-03-29 | 36.5 | Call | 0.65 | 0.8 | 0.4869 | 0.2388 | 0.0551 | -0.0183 | 0.0358 | 0.0091 |
2019-02-09 | DISH | 2019-03-29 | 36.5 | Put | 5.5 | 5.9 | 0.5191 | -0.7489 | 0.0547 | -0.018 | 0.0372 | -0.0276 |
2019-02-09 | DLR | 2019-02-15 | 95 | Call | 16.9 | 18.2 | 0.2341 | 1 | 0 | -0.0066 | 0 | 0.0182 |
2019-02-09 | DLR | 2019-02-15 | 95 | Put | 0 | 0.1 | 0.2182 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DLR | 2019-02-15 | 100 | Call | 10.7 | 13.5 | 0.2341 | 0.9998 | 0.0002 | -0.0071 | 0.0001 | 0.0192 |
2019-02-09 | DLR | 2019-02-15 | 100 | Put | 0 | 0.1 | 0.2182 | -0.0001 | 0.0001 | -0.0001 | 0 | 0 |
2019-02-09 | DLR | 2019-02-15 | 105 | Call | 6.7 | 8.1 | 0.2341 | 0.9826 | 0.0118 | -0.0184 | 0.0067 | 0.0197 |
2019-02-09 | DLR | 2019-02-15 | 105 | Put | 0.05 | 0.15 | 0.2182 | -0.0118 | 0.0091 | -0.0074 | 0.0048 | -0.0003 |
2019-02-09 | DLR | 2019-02-15 | 110 | Call | 2.75 | 3.1 | 0.2341 | 0.7502 | 0.0872 | -0.0883 | 0.0494 | 0.0156 |
2019-02-09 | DLR | 2019-02-15 | 110 | Put | 0.35 | 0.6 | 0.2182 | -0.2353 | 0.0912 | -0.0731 | 0.0492 | -0.0047 |
2019-02-09 | DLR | 2019-02-15 | 115 | Call | 0.15 | 0.3 | 0.202 | 0.2085 | 0.0914 | -0.0661 | 0.0446 | 0.0044 |
2019-02-09 | DLR | 2019-02-15 | 115 | Put | 2.7 | 3.3 | 0.202 | -0.7958 | 0.0928 | -0.059 | 0.0439 | -0.0125 |
2019-02-09 | DLR | 2019-02-15 | 120 | Call | 0.05 | 0.15 | 0.202 | 0.0098 | 0.0084 | -0.006 | 0.0041 | 0.0002 |
2019-02-09 | DLR | 2019-02-15 | 120 | Put | 7.1 | 8.3 | 0.202 | -1 | 0.0018 | 0 | 0.0001 | 0 |
2019-02-09 | DLR | 2019-02-15 | 125 | Call | 0 | 0.15 | 0.202 | 0.0001 | 0.0001 | -0.0001 | 0 | 0 |
2019-02-09 | DLR | 2019-02-15 | 125 | Put | 11.3 | 14.8 | 0.202 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DLR | 2019-02-15 | 130 | Call | 0 | 0.15 | 0.202 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DLR | 2019-02-15 | 130 | Put | 15.5 | 19.8 | 0.202 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DLR | 2019-03-15 | 95 | Call | 16.5 | 19.8 | 0.3855 | 0.938 | 0.0095 | -0.0301 | 0.0422 | 0.0764 |
2019-02-09 | DLR | 2019-03-15 | 95 | Put | 0.1 | 0.2 | 0.2575 | -0.0197 | 0.0054 | -0.0059 | 0.0165 | -0.0022 |
2019-02-09 | DLR | 2019-03-15 | 100 | Call | 12.2 | 14.8 | 0.3855 | 0.8617 | 0.0172 | -0.0491 | 0.0776 | 0.0729 |
2019-02-09 | DLR | 2019-03-15 | 100 | Put | 0.25 | 0.4 | 0.2575 | -0.0783 | 0.0165 | -0.018 | 0.0519 | -0.0083 |
2019-02-09 | DLR | 2019-03-15 | 105 | Call | 7.9 | 8.3 | 0.2239 | 0.8606 | 0.0299 | -0.0316 | 0.076 | 0.0775 |
2019-02-09 | DLR | 2019-03-15 | 105 | Put | 0.75 | 0.85 | 0.2255 | -0.1826 | 0.0342 | -0.0281 | 0.0905 | -0.0193 |
2019-02-09 | DLR | 2019-03-15 | 110 | Call | 3.8 | 4.3 | 0.1955 | 0.6654 | 0.0563 | -0.0414 | 0.1237 | 0.0621 |
2019-02-09 | DLR | 2019-03-15 | 110 | Put | 1.75 | 2.15 | 0.195 | -0.3957 | 0.0577 | -0.034 | 0.1339 | -0.0415 |
2019-02-09 | DLR | 2019-03-15 | 115 | Call | 1.25 | 1.45 | 0.1764 | 0.3504 | 0.0634 | -0.0361 | 0.1267 | 0.0338 |
2019-02-09 | DLR | 2019-03-15 | 115 | Put | 4.3 | 4.9 | 0.181 | -0.6969 | 0.0564 | -0.0256 | 0.1225 | -0.0734 |
2019-02-09 | DLR | 2019-03-15 | 120 | Call | 0.2 | 0.4 | 0.2394 | 0.1942 | 0.0344 | -0.0349 | 0.0949 | 0.0188 |
2019-02-09 | DLR | 2019-03-15 | 120 | Put | 8 | 10.3 | 0.2394 | -0.8291 | 0.031 | -0.023 | 0.0898 | -0.0901 |
2019-02-09 | DLR | 2019-03-15 | 125 | Call | 0 | 0.15 | 0.3476 | 0.17 | 0.0216 | -0.0456 | 0.0891 | 0.0163 |
2019-02-09 | DLR | 2019-03-15 | 125 | Put | 12.9 | 15.8 | 0.3476 | -0.8429 | 0.0202 | -0.0338 | 0.0855 | -0.0961 |
2019-02-09 | DLR | 2019-03-15 | 130 | Call | 0 | 0.6 | 0.4088 | 0.1333 | 0.0156 | -0.0452 | 0.0731 | 0.0128 |
2019-02-09 | DLR | 2019-03-15 | 130 | Put | 17 | 20.6 | 0.4088 | -0.8748 | 0.0147 | -0.0335 | 0.0697 | -0.1033 |
2019-02-09 | DLR | 2019-04-18 | 95 | Call | 15.3 | 19.6 | 0.2606 | 0.9624 | 0.0082 | -0.0159 | 0.0396 | 0.087 |
2019-02-09 | DLR | 2019-04-18 | 95 | Put | 0.3 | 0.45 | 0.2606 | -0.0654 | 0.0102 | -0.0112 | 0.0652 | -0.0132 |
2019-02-09 | DLR | 2019-04-18 | 100 | Call | 12.5 | 13.3 | 0.2299 | 0.917 | 0.0169 | -0.0217 | 0.0735 | 0.0938 |
2019-02-09 | DLR | 2019-04-18 | 100 | Put | 0.65 | 0.85 | 0.2371 | -0.1264 | 0.0183 | -0.0164 | 0.0996 | -0.0252 |
2019-02-09 | DLR | 2019-04-18 | 105 | Call | 8.3 | 8.8 | 0.2154 | 0.8016 | 0.0314 | -0.0306 | 0.1306 | 0.1017 |
2019-02-09 | DLR | 2019-04-18 | 105 | Put | 1.4 | 1.65 | 0.2177 | -0.2376 | 0.0299 | -0.022 | 0.1485 | -0.0458 |
2019-02-09 | DLR | 2019-04-18 | 110 | Call | 4.6 | 5 | 0.1944 | 0.6192 | 0.0452 | -0.0337 | 0.179 | 0.0939 |
2019-02-09 | DLR | 2019-04-18 | 110 | Put | 2.8 | 3.2 | 0.2012 | -0.4118 | 0.0411 | -0.0247 | 0.1864 | -0.0751 |
2019-02-09 | DLR | 2019-04-18 | 115 | Call | 2.1 | 2.35 | 0.1825 | 0.3854 | 0.0459 | -0.0289 | 0.1822 | 0.0694 |
2019-02-09 | DLR | 2019-04-18 | 115 | Put | 5.2 | 5.6 | 0.1826 | -0.6342 | 0.0447 | -0.0198 | 0.1795 | -0.1038 |
2019-02-09 | DLR | 2019-04-18 | 120 | Call | 0.65 | 0.9 | 0.1707 | 0.1804 | 0.0326 | -0.0175 | 0.1302 | 0.0358 |
2019-02-09 | DLR | 2019-04-18 | 120 | Put | 8.8 | 9.4 | 0.177 | -0.828 | 0.0323 | -0.0098 | 0.1255 | -0.118 |
2019-02-09 | DLR | 2019-04-18 | 125 | Call | 0.15 | 0.3 | 0.1577 | 0.055 | 0.0147 | -0.0066 | 0.0535 | 0.0111 |
2019-02-09 | DLR | 2019-04-18 | 125 | Put | 12.8 | 14.2 | 0.1577 | -0.9606 | 0.0129 | 0 | 0.0448 | -0.1157 |
2019-02-09 | DLR | 2019-04-18 | 130 | Call | 0 | 0.15 | 0.1577 | 0.0148 | 0.005 | -0.0022 | 0.018 | 0.003 |
2019-02-09 | DLR | 2019-04-18 | 130 | Put | 17.6 | 20.2 | 0.1577 | -0.9927 | 0.0032 | 0 | 0.0118 | -0.1154 |
2019-02-09 | DLTR | 2019-02-22 | 84 | Call | 11.8 | 15.8 | 0.2556 | 0.9989 | 0.0008 | -0.0065 | 0.0007 | 0.0321 |
2019-02-09 | DLTR | 2019-02-22 | 84 | Put | 0 | 0.5 | 0.2596 | -0.0013 | 0.0009 | -0.0008 | 0.0008 | 0 |
2019-02-09 | DLTR | 2019-02-22 | 88 | Call | 8.9 | 10.7 | 0.2556 | 0.9832 | 0.0086 | -0.0133 | 0.008 | 0.0331 |
2019-02-09 | DLTR | 2019-02-22 | 88 | Put | 0 | 0.5 | 0.2596 | -0.0182 | 0.009 | -0.0078 | 0.0086 | -0.0007 |
2019-02-09 | DLTR | 2019-02-22 | 91 | Call | 6 | 8.3 | 0.2556 | 0.927 | 0.0284 | -0.03 | 0.0265 | 0.0321 |
2019-02-09 | DLTR | 2019-02-22 | 91 | Put | 0.15 | 0.3 | 0.2596 | -0.076 | 0.0288 | -0.0248 | 0.0273 | -0.0029 |
2019-02-09 | DLTR | 2019-02-22 | 93.5 | Call | 2.6 | 5 | 0.2395 | 0.8341 | 0.0544 | -0.0461 | 0.0476 | 0.0294 |
2019-02-09 | DLTR | 2019-02-22 | 93.5 | Put | 0.3 | 0.75 | 0.2498 | -0.1757 | 0.0544 | -0.0431 | 0.0511 | -0.0062 |
2019-02-09 | DLTR | 2019-02-22 | 95.5 | Call | 2.75 | 3.4 | 0.229 | 0.7057 | 0.0787 | -0.0585 | 0.0659 | 0.0252 |
2019-02-09 | DLTR | 2019-02-22 | 95.5 | Put | 0.7 | 1.35 | 0.2572 | -0.3142 | 0.0726 | -0.0606 | 0.0677 | -0.0109 |
2019-02-09 | DLTR | 2019-02-22 | 97.5 | Call | 1.55 | 2.05 | 0.2198 | 0.5319 | 0.0946 | -0.0632 | 0.076 | 0.0192 |
2019-02-09 | DLTR | 2019-02-22 | 97.5 | Put | 1.2 | 2.1 | 0.2314 | -0.4708 | 0.0909 | -0.0602 | 0.0761 | -0.0156 |
2019-02-09 | DLTR | 2019-02-22 | 100 | Call | 0.55 | 0.9 | 0.2082 | 0.2949 | 0.0867 | -0.051 | 0.066 | 0.0108 |
2019-02-09 | DLTR | 2019-02-22 | 100 | Put | 2.8 | 3.3 | 0.2169 | -0.7015 | 0.0856 | -0.0476 | 0.0667 | -0.0206 |
2019-02-09 | DLTR | 2019-02-22 | 102 | Call | 0.2 | 0.35 | 0.2001 | 0.1428 | 0.059 | -0.0318 | 0.0431 | 0.0052 |
2019-02-09 | DLTR | 2019-02-22 | 102 | Put | 3.3 | 6.3 | 0.2522 | -0.8045 | 0.0594 | -0.0435 | 0.0542 | -0.0217 |
2019-02-09 | DLTR | 2019-02-22 | 104 | Call | 0.05 | 0.2 | 0.2001 | 0.059 | 0.0307 | -0.0165 | 0.0225 | 0.0022 |
2019-02-09 | DLTR | 2019-02-22 | 104 | Put | 4.4 | 8.1 | 0.2522 | -0.8986 | 0.04 | -0.0266 | 0.035 | -0.0195 |
2019-02-09 | DLTR | 2019-02-22 | 107 | Call | 0 | 0.5 | 0.2001 | 0.011 | 0.0076 | -0.004 | 0.0056 | 0.0004 |
2019-02-09 | DLTR | 2019-02-22 | 107 | Put | 6.9 | 11 | 0.2522 | -0.9761 | 0.0175 | -0.0072 | 0.0115 | -0.0093 |
2019-02-09 | DLTR | 2019-02-22 | 111 | Call | 0 | 0.95 | 0.2001 | 0.0006 | 0.0006 | -0.0003 | 0.0004 | 0 |
2019-02-09 | DLTR | 2019-02-22 | 111 | Put | 12.6 | 14.3 | 0.2522 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DLTR | 2019-03-08 | 85 | Call | 11.6 | 14.9 | 0.4387 | 0.8885 | 0.016 | -0.0453 | 0.0513 | 0.0562 |
2019-02-09 | DLTR | 2019-03-08 | 85 | Put | 0.45 | 1.45 | 0.4442 | -0.1138 | 0.0161 | -0.0407 | 0.0516 | -0.0085 |
2019-02-09 | DLTR | 2019-03-08 | 88 | Call | 9.3 | 12.7 | 0.4325 | 0.8277 | 0.0218 | -0.0582 | 0.069 | 0.0536 |
2019-02-09 | DLTR | 2019-03-08 | 88 | Put | 0.65 | 1.8 | 0.4192 | -0.1657 | 0.0221 | -0.0495 | 0.0702 | -0.0122 |
2019-02-09 | DLTR | 2019-03-08 | 91 | Call | 6.5 | 10.6 | 0.4136 | 0.755 | 0.0281 | -0.0674 | 0.085 | 0.05 |
2019-02-09 | DLTR | 2019-03-08 | 91 | Put | 1.2 | 2.2 | 0.4103 | -0.244 | 0.0284 | -0.0608 | 0.0834 | -0.0178 |
2019-02-09 | DLTR | 2019-03-08 | 93.5 | Call | 5.8 | 7.4 | 0.3863 | 0.6836 | 0.0341 | -0.0706 | 0.0962 | 0.0461 |
2019-02-09 | DLTR | 2019-03-08 | 93.5 | Put | 1.85 | 2.65 | 0.3838 | -0.3164 | 0.0346 | -0.0642 | 0.0956 | -0.0227 |
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