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 | DLTR | 2019-03-08 | 95.5 | Call | 4.3 | 5.8 | 0.3536 | 0.6165 | 0.0399 | -0.0691 | 0.1032 | 0.0423 |
2019-02-09 | DLTR | 2019-03-08 | 95.5 | Put | 1.8 | 3.4 | 0.3414 | -0.3822 | 0.0417 | -0.0606 | 0.1029 | -0.0268 |
2019-02-09 | DLTR | 2019-03-08 | 97.5 | Call | 3.8 | 4.4 | 0.3648 | 0.5339 | 0.0403 | -0.0734 | 0.1075 | 0.0368 |
2019-02-09 | DLTR | 2019-03-08 | 97.5 | Put | 3.7 | 4.2 | 0.3813 | -0.4676 | 0.039 | -0.0705 | 0.1075 | -0.0325 |
2019-02-09 | DLTR | 2019-03-08 | 99.5 | Call | 2.9 | 3.7 | 0.3747 | 0.4561 | 0.0391 | -0.0746 | 0.1072 | 0.0316 |
2019-02-09 | DLTR | 2019-03-08 | 99.5 | Put | 4.2 | 5.3 | 0.3539 | -0.5514 | 0.0419 | -0.0644 | 0.1077 | -0.0369 |
2019-02-09 | DLTR | 2019-03-08 | 102 | Call | 1.9 | 2.65 | 0.3645 | 0.3587 | 0.0379 | -0.0681 | 0.101 | 0.0251 |
2019-02-09 | DLTR | 2019-03-08 | 102 | Put | 5.4 | 7.2 | 0.3492 | -0.6524 | 0.0398 | -0.0586 | 0.1 | -0.0417 |
2019-02-09 | DLTR | 2019-03-08 | 104 | Call | 0.6 | 2 | 0.3502 | 0.2806 | 0.0356 | -0.0588 | 0.0911 | 0.0198 |
2019-02-09 | DLTR | 2019-03-08 | 104 | Put | 6.9 | 8.6 | 0.3502 | -0.7239 | 0.0362 | -0.0525 | 0.0904 | -0.0442 |
2019-02-09 | DLTR | 2019-03-08 | 107 | Call | 0.8 | 1.3 | 0.3631 | 0.2006 | 0.0286 | -0.0505 | 0.0758 | 0.0142 |
2019-02-09 | DLTR | 2019-03-08 | 107 | Put | 9.4 | 11.8 | 0.4099 | -0.7726 | 0.028 | -0.0555 | 0.0829 | -0.0464 |
2019-02-09 | DLTR | 2019-03-08 | 110 | Call | 0.3 | 1.1 | 0.3631 | 0.1325 | 0.0218 | -0.0385 | 0.058 | 0.0094 |
2019-02-09 | DLTR | 2019-03-08 | 110 | Put | 12.3 | 13.7 | 0.4099 | -0.841 | 0.0229 | -0.0435 | 0.0654 | -0.0462 |
2019-02-09 | DLTR | 2019-03-29 | 90.5 | Call | 9 | 10.1 | 0.361 | 0.7479 | 0.0247 | -0.0466 | 0.1142 | 0.0851 |
2019-02-09 | DLTR | 2019-03-29 | 90.5 | Put | 1.65 | 2.2 | 0.3463 | -0.2458 | 0.0256 | -0.0383 | 0.1159 | -0.0311 |
2019-02-09 | DLTR | 2019-03-29 | 91 | Call | 8.6 | 9.7 | 0.3564 | 0.7364 | 0.0256 | -0.047 | 0.1168 | 0.0842 |
2019-02-09 | DLTR | 2019-03-29 | 91 | Put | 1.85 | 2.7 | 0.3634 | -0.2678 | 0.0255 | -0.042 | 0.1166 | -0.034 |
2019-02-09 | DLTR | 2019-03-29 | 93.5 | Call | 6.8 | 7.8 | 0.3395 | 0.6699 | 0.0298 | -0.0491 | 0.1295 | 0.0779 |
2019-02-09 | DLTR | 2019-03-29 | 93.5 | Put | 2.5 | 3.2 | 0.3402 | -0.3321 | 0.0301 | -0.043 | 0.1298 | -0.0414 |
2019-02-09 | DLTR | 2019-03-29 | 95.5 | Call | 5.7 | 6.3 | 0.3306 | 0.6077 | 0.0325 | -0.0502 | 0.1374 | 0.0715 |
2019-02-09 | DLTR | 2019-03-29 | 95.5 | Put | 3.1 | 3.8 | 0.3244 | -0.3935 | 0.0336 | -0.0431 | 0.1384 | -0.048 |
2019-02-09 | DLTR | 2019-03-29 | 97.5 | Call | 4.5 | 5.3 | 0.327 | 0.5406 | 0.0339 | -0.0508 | 0.1419 | 0.0642 |
2019-02-09 | DLTR | 2019-03-29 | 97.5 | Put | 4.2 | 5 | 0.3387 | -0.4621 | 0.0333 | -0.0463 | 0.1419 | -0.0557 |
2019-02-09 | DLTR | 2019-03-29 | 99.5 | Call | 3.7 | 4.1 | 0.321 | 0.4717 | 0.0347 | -0.0497 | 0.1423 | 0.0565 |
2019-02-09 | DLTR | 2019-03-29 | 99.5 | Put | 4.9 | 6.1 | 0.3254 | -0.5313 | 0.0348 | -0.044 | 0.1424 | -0.0621 |
2019-02-09 | DLTR | 2019-03-29 | 102 | Call | 2.45 | 3.1 | 0.3088 | 0.3829 | 0.0346 | -0.0455 | 0.1365 | 0.0464 |
2019-02-09 | DLTR | 2019-03-29 | 102 | Put | 6.4 | 7.6 | 0.3224 | -0.6158 | 0.034 | -0.0413 | 0.1374 | -0.0691 |
2019-02-09 | DLTR | 2019-03-29 | 104 | Call | 2.05 | 2.45 | 0.316 | 0.3241 | 0.0318 | -0.0436 | 0.1286 | 0.0394 |
2019-02-09 | DLTR | 2019-03-29 | 104 | Put | 7.8 | 8.9 | 0.3204 | -0.6797 | 0.0322 | -0.0379 | 0.127 | -0.073 |
2019-02-09 | DLTR | 2019-03-29 | 107 | Call | 1.05 | 1.7 | 0.3027 | 0.2303 | 0.0281 | -0.0351 | 0.1087 | 0.0283 |
2019-02-09 | DLTR | 2019-03-29 | 107 | Put | 9.9 | 11.2 | 0.3139 | -0.7696 | 0.0286 | -0.0306 | 0.1118 | -0.0751 |
2019-02-09 | DLTR | 2019-03-29 | 109 | Call | 0.9 | 1.2 | 0.3054 | 0.1851 | 0.0245 | -0.031 | 0.0955 | 0.0228 |
2019-02-09 | DLTR | 2019-03-29 | 109 | Put | 11.6 | 12.7 | 0.3088 | -0.823 | 0.0254 | -0.025 | 0.0944 | -0.0733 |
2019-02-09 | DOV | 2019-02-22 | 74 | Call | 10.5 | 15.2 | 0.256 | 0.9994 | 0.0005 | -0.0055 | 0.0004 | 0.0283 |
2019-02-09 | DOV | 2019-02-22 | 74 | Put | 0 | 0.25 | 0.256 | -0.0006 | 0.0005 | -0.0003 | 0.0004 | 0 |
2019-02-09 | DOV | 2019-02-22 | 78 | Call | 6.5 | 11.3 | 0.256 | 0.9855 | 0.0085 | -0.0111 | 0.0063 | 0.0294 |
2019-02-09 | DOV | 2019-02-22 | 78 | Put | 0 | 0.15 | 0.256 | -0.0145 | 0.0085 | -0.0056 | 0.0063 | -0.0005 |
2019-02-09 | DOV | 2019-02-22 | 81 | Call | 4.4 | 7.2 | 0.256 | 0.9235 | 0.033 | -0.0275 | 0.0244 | 0.0284 |
2019-02-09 | DOV | 2019-02-22 | 81 | Put | 0 | 0.25 | 0.256 | -0.0765 | 0.033 | -0.0219 | 0.0244 | -0.0026 |
2019-02-09 | DOV | 2019-02-22 | 83.5 | Call | 3.6 | 5.1 | 0.3389 | 0.7375 | 0.0566 | -0.0713 | 0.0554 | 0.0229 |
2019-02-09 | DOV | 2019-02-22 | 83.5 | Put | 0.35 | 0.5 | 0.2365 | -0.1881 | 0.0674 | -0.0378 | 0.0456 | -0.0059 |
2019-02-09 | DOV | 2019-02-22 | 85 | Call | 2.35 | 2.75 | 0.2083 | 0.7135 | 0.0961 | -0.0472 | 0.0578 | 0.0228 |
2019-02-09 | DOV | 2019-02-22 | 85 | Put | 0.6 | 0.8 | 0.2171 | -0.2945 | 0.0942 | -0.044 | 0.06 | -0.009 |
2019-02-09 | DOV | 2019-02-22 | 87 | Call | 1.15 | 1.35 | 0.1912 | 0.4958 | 0.1228 | -0.0492 | 0.0678 | 0.016 |
2019-02-09 | DOV | 2019-02-22 | 87 | Put | 1.35 | 1.55 | 0.2056 | -0.5054 | 0.1156 | -0.0473 | 0.0678 | -0.0146 |
2019-02-09 | DOV | 2019-02-22 | 88.5 | Call | 0.45 | 0.7 | 0.1766 | 0.3054 | 0.1168 | -0.0394 | 0.0596 | 0.0099 |
2019-02-09 | DOV | 2019-02-22 | 88.5 | Put | 2.15 | 2.45 | 0.1965 | -0.6799 | 0.1098 | -0.0395 | 0.0621 | -0.0178 |
2019-02-09 | DOV | 2019-02-22 | 90 | Call | 0.2 | 0.3 | 0.1769 | 0.1604 | 0.081 | -0.0271 | 0.0414 | 0.0052 |
2019-02-09 | DOV | 2019-02-22 | 90 | Put | 3 | 4 | 0.208 | -0.806 | 0.0813 | -0.0312 | 0.048 | -0.0186 |
2019-02-09 | DOV | 2019-02-22 | 93 | Call | 0 | 0.25 | 0.1769 | 0.0262 | 0.0202 | -0.0067 | 0.0103 | 0.0009 |
2019-02-09 | DOV | 2019-02-22 | 93 | Put | 4 | 8.6 | 0.208 | -0.9629 | 0.0315 | -0.0078 | 0.0148 | -0.0101 |
2019-02-09 | DOV | 2019-02-22 | 95 | Call | 0 | 0.25 | 0.1769 | 0.0053 | 0.0051 | -0.0017 | 0.0026 | 0.0002 |
2019-02-09 | DOV | 2019-02-22 | 95 | Put | 6 | 10.6 | 0.208 | -1 | 0.0035 | 0 | 0.0003 | 0 |
2019-02-09 | DOV | 2019-02-22 | 100 | Call | 0 | 0.2 | 0.1769 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DOV | 2019-02-22 | 100 | Put | 11.9 | 15.1 | 0.208 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DOV | 2019-03-08 | 74 | Call | 11.1 | 14.5 | 0.2154 | 0.9989 | 0.0008 | -0.0055 | 0.0011 | 0.0401 |
2019-02-09 | DOV | 2019-03-08 | 74 | Put | 0 | 0.35 | 0.2675 | -0.016 | 0.0062 | -0.0045 | 0.0095 | -0.0011 |
2019-02-09 | DOV | 2019-03-08 | 78 | Call | 7.3 | 10.5 | 0.2154 | 0.9786 | 0.0111 | -0.0106 | 0.0132 | 0.0418 |
2019-02-09 | DOV | 2019-03-08 | 78 | Put | 0.1 | 0.45 | 0.2675 | -0.0755 | 0.0223 | -0.0158 | 0.035 | -0.0049 |
2019-02-09 | DOV | 2019-03-08 | 80.5 | Call | 5.9 | 6.9 | 0.2411 | 0.8977 | 0.034 | -0.0251 | 0.0423 | 0.0406 |
2019-02-09 | DOV | 2019-03-08 | 80.5 | Put | 0.3 | 0.5 | 0.2411 | -0.1334 | 0.0375 | -0.0214 | 0.0515 | -0.0085 |
2019-02-09 | DOV | 2019-03-08 | 83.5 | Call | 3.8 | 4.2 | 0.2047 | 0.7837 | 0.0655 | -0.0325 | 0.0702 | 0.0375 |
2019-02-09 | DOV | 2019-03-08 | 83.5 | Put | 0.85 | 1.1 | 0.229 | -0.2787 | 0.0618 | -0.0313 | 0.0795 | -0.0174 |
2019-02-09 | DOV | 2019-03-08 | 85 | Call | 2.7 | 3.1 | 0.2002 | 0.674 | 0.0816 | -0.0373 | 0.0852 | 0.0336 |
2019-02-09 | DOV | 2019-03-08 | 85 | Put | 1.3 | 1.5 | 0.2176 | -0.3756 | 0.0735 | -0.0332 | 0.091 | -0.023 |
2019-02-09 | DOV | 2019-03-08 | 87 | Call | 1.45 | 1.8 | 0.1848 | 0.4982 | 0.0968 | -0.0366 | 0.0936 | 0.0262 |
2019-02-09 | DOV | 2019-03-08 | 87 | Put | 2.1 | 2.4 | 0.2072 | -0.531 | 0.0812 | -0.0322 | 0.0949 | -0.0316 |
2019-02-09 | DOV | 2019-03-08 | 88.5 | Call | 0.85 | 1.15 | 0.1834 | 0.3578 | 0.0902 | -0.0331 | 0.0892 | 0.0195 |
2019-02-09 | DOV | 2019-03-08 | 88.5 | Put | 2.95 | 3.5 | 0.2139 | -0.6423 | 0.0739 | -0.0305 | 0.0883 | -0.0376 |
2019-02-09 | DOV | 2019-03-08 | 90 | Call | 0.4 | 0.65 | 0.1755 | 0.2272 | 0.0753 | -0.025 | 0.0713 | 0.013 |
2019-02-09 | DOV | 2019-03-08 | 90 | Put | 4 | 4.4 | 0.2016 | -0.7566 | 0.066 | -0.0225 | 0.0746 | -0.0431 |
2019-02-09 | DOV | 2019-03-08 | 93 | Call | 0 | 0.25 | 0.1757 | 0.0736 | 0.0341 | -0.0112 | 0.036 | 0.0046 |
2019-02-09 | DOV | 2019-03-08 | 93 | Put | 5.2 | 8.3 | 0.2149 | -0.8865 | 0.0382 | -0.0122 | 0.0466 | -0.0492 |
2019-02-09 | DOV | 2019-03-08 | 95 | Call | 0 | 0.25 | 0.1757 | 0.0288 | 0.0159 | -0.0052 | 0.0177 | 0.0018 |
2019-02-09 | DOV | 2019-03-08 | 95 | Put | 7 | 10.4 | 0.2149 | -0.9426 | 0.023 | -0.0045 | 0.0296 | -0.0516 |
2019-02-09 | DOV | 2019-03-08 | 100 | Call | 0 | 0.25 | 0.1757 | 0.0016 | 0.0012 | -0.0004 | 0.0012 | 0.0001 |
2019-02-09 | DOV | 2019-03-08 | 100 | Put | 12.7 | 14.9 | 0.2149 | -0.9933 | 0.0038 | 0 | 0.0052 | -0.0547 |
2019-02-09 | DOV | 2019-03-29 | 81 | Call | 6.2 | 6.7 | 0.2177 | 0.8348 | 0.0417 | -0.0249 | 0.0803 | 0.0597 |
2019-02-09 | DOV | 2019-03-29 | 81 | Put | 0.75 | 1 | 0.2326 | -0.2036 | 0.0388 | -0.0201 | 0.0895 | -0.0222 |
2019-02-09 | DOV | 2019-03-29 | 83.5 | Call | 4.2 | 4.8 | 0.2097 | 0.7131 | 0.0563 | -0.0293 | 0.1067 | 0.0622 |
2019-02-09 | DOV | 2019-03-29 | 83.5 | Put | 1.3 | 1.6 | 0.22 | -0.3114 | 0.0515 | -0.0234 | 0.1112 | -0.033 |
2019-02-09 | DOV | 2019-03-29 | 85 | Call | 3.2 | 3.7 | 0.202 | 0.6264 | 0.0633 | -0.03 | 0.1183 | 0.059 |
2019-02-09 | DOV | 2019-03-29 | 85 | Put | 1.7 | 2.25 | 0.2161 | -0.3929 | 0.0572 | -0.0247 | 0.1225 | -0.0405 |
2019-02-09 | DOV | 2019-03-29 | 87 | Call | 2.05 | 2.5 | 0.193 | 0.4955 | 0.0678 | -0.0287 | 0.1249 | 0.0509 |
2019-02-09 | DOV | 2019-03-29 | 87 | Put | 2.55 | 3 | 0.2032 | -0.5135 | 0.0636 | -0.0235 | 0.1257 | -0.0502 |
2019-02-09 | DOV | 2019-03-29 | 88.5 | Call | 1.35 | 1.8 | 0.1868 | 0.3933 | 0.0665 | -0.026 | 0.1219 | 0.0425 |
2019-02-09 | DOV | 2019-03-29 | 88.5 | Put | 3.5 | 3.8 | 0.2025 | -0.6065 | 0.062 | -0.022 | 0.1207 | -0.0568 |
2019-02-09 | DOV | 2019-03-29 | 90.5 | Call | 0.75 | 1.05 | 0.1812 | 0.2666 | 0.0579 | -0.021 | 0.107 | 0.0297 |
2019-02-09 | DOV | 2019-03-29 | 90.5 | Put | 4 | 5.2 | 0.1601 | -0.7784 | 0.063 | -0.0114 | 0.0965 | -0.0613 |
2019-02-09 | DOV | 2019-03-29 | 93 | Call | 0.25 | 0.5 | 0.1841 | 0.1546 | 0.0409 | -0.0151 | 0.0752 | 0.0173 |
2019-02-09 | DOV | 2019-03-29 | 93 | Put | 5.8 | 7.7 | 0.1841 | -0.8613 | 0.0415 | -0.0085 | 0.0732 | -0.0632 |
2019-02-09 | DOV | 2019-03-29 | 95 | Call | 0.05 | 0.3 | 0.2368 | 0.1542 | 0.0317 | -0.0191 | 0.0751 | 0.0171 |
2019-02-09 | DOV | 2019-03-29 | 95 | Put | 8.4 | 9.6 | 0.2368 | -0.8583 | 0.0322 | -0.0125 | 0.0744 | -0.0664 |
2019-02-09 | DRE | 2019-02-15 | 25 | Call | 4.7 | 5.6 | 0.1565 | 1 | 0 | -0.0017 | 0 | 0.0027 |
2019-02-09 | DRE | 2019-02-15 | 25 | Put | 0 | 0.05 | 0.1994 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DRE | 2019-02-15 | 30 | Call | 0 | 0.2 | 0.1565 | 0.4858 | 0.758 | -0.0235 | 0.015 | 0.0018 |
2019-02-09 | DRE | 2019-02-15 | 30 | Put | 0.25 | 0.55 | 0.1994 | -0.6022 | 0.4745 | -0.0216 | 0.0161 | -0.0029 |
2019-02-09 | DRE | 2019-02-15 | 35 | Call | 0 | 0.35 | 0.1565 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DRE | 2019-02-15 | 35 | Put | 5 | 5.5 | 0.1994 | -1 | 0 | 0 | 0 | -0.0038 |
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