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 | DRE | 2019-03-15 | 25 | Call | 4.7 | 7.7 | 0.1565 | 1 | 0 | -0.0017 | 0 | 0.0026 |
2019-02-09 | DRE | 2019-03-15 | 25 | Put | 0 | 0.65 | 0.1994 | -0.0019 | 0.0033 | -0.0002 | 0.0006 | -0.0001 |
2019-02-09 | DRE | 2019-03-15 | 30 | Call | 0.4 | 0.6 | 0.1565 | 0.4651 | 0.2778 | -0.0092 | 0.0367 | 0.0129 |
2019-02-09 | DRE | 2019-03-15 | 30 | Put | 0.6 | 1.05 | 0.1994 | -0.528 | 0.2215 | -0.0095 | 0.0365 | -0.0126 |
2019-02-09 | DRE | 2019-03-15 | 35 | Call | 0 | 0.6 | 0.1565 | 0.0005 | 0.0013 | 0 | 0.0002 | 0 |
2019-02-09 | DRE | 2019-03-15 | 35 | Put | 5 | 5.9 | 0.1994 | -0.9999 | 0.0003 | 0 | 0.0001 | -0.0037 |
2019-02-09 | DRI | 2019-02-15 | 95 | Call | 13.9 | 15.1 | 0.2608 | 1 | 0 | -0.0067 | 0 | 0.0182 |
2019-02-09 | DRI | 2019-02-15 | 95 | Put | 0 | 0.1 | 0.2476 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DRI | 2019-02-15 | 100 | Call | 9.2 | 9.9 | 0.2608 | 0.9942 | 0.0042 | -0.0116 | 0.0025 | 0.019 |
2019-02-09 | DRI | 2019-02-15 | 100 | Put | 0.05 | 0.15 | 0.2476 | -0.004 | 0.0031 | -0.0031 | 0.0018 | -0.0001 |
2019-02-09 | DRI | 2019-02-15 | 105 | Call | 4.4 | 5 | 0.2608 | 0.8793 | 0.0509 | -0.0631 | 0.0304 | 0.0175 |
2019-02-09 | DRI | 2019-02-15 | 105 | Put | 0.15 | 0.25 | 0.2476 | -0.109 | 0.0498 | -0.0492 | 0.0283 | -0.0023 |
2019-02-09 | DRI | 2019-02-15 | 110 | Call | 0.85 | 1.05 | 0.1979 | 0.4346 | 0.1313 | -0.0876 | 0.0596 | 0.0089 |
2019-02-09 | DRI | 2019-02-15 | 110 | Put | 1.45 | 1.7 | 0.212 | -0.5624 | 0.1241 | -0.087 | 0.06 | -0.0101 |
2019-02-09 | DRI | 2019-02-15 | 115 | Call | 0.05 | 0.15 | 0.1979 | 0.037 | 0.027 | -0.0176 | 0.0122 | 0.0008 |
2019-02-09 | DRI | 2019-02-15 | 115 | Put | 5.1 | 6.2 | 0.212 | -0.9605 | 0.0323 | -0.0161 | 0.0141 | -0.0078 |
2019-02-09 | DRI | 2019-02-15 | 120 | Call | 0 | 0.05 | 0.1979 | 0.0004 | 0.0005 | -0.0003 | 0.0002 | 0 |
2019-02-09 | DRI | 2019-02-15 | 120 | Put | 9.7 | 11.1 | 0.212 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DRI | 2019-02-15 | 125 | Call | 0 | 0.05 | 0.1979 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DRI | 2019-02-15 | 125 | Put | 14.6 | 16.1 | 0.212 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DRI | 2019-03-15 | 95 | Call | 14.3 | 15.3 | 0.273 | 0.9593 | 0.0094 | -0.0179 | 0.0296 | 0.0863 |
2019-02-09 | DRI | 2019-03-15 | 95 | Put | 0.2 | 0.35 | 0.3069 | -0.0593 | 0.0114 | -0.0171 | 0.04 | -0.0065 |
2019-02-09 | DRI | 2019-03-15 | 100 | Call | 9.8 | 10.5 | 0.2556 | 0.8864 | 0.0222 | -0.0299 | 0.0652 | 0.0832 |
2019-02-09 | DRI | 2019-03-15 | 100 | Put | 0.5 | 0.6 | 0.2638 | -0.1205 | 0.0226 | -0.0248 | 0.0719 | -0.0121 |
2019-02-09 | DRI | 2019-03-15 | 105 | Call | 5.7 | 6.1 | 0.2276 | 0.7435 | 0.0418 | -0.0408 | 0.109 | 0.0723 |
2019-02-09 | DRI | 2019-03-15 | 105 | Put | 1.2 | 1.4 | 0.233 | -0.2623 | 0.0417 | -0.035 | 0.1116 | -0.0255 |
2019-02-09 | DRI | 2019-03-15 | 110 | Call | 2.55 | 2.75 | 0.2076 | 0.4947 | 0.0568 | -0.0437 | 0.1351 | 0.0493 |
2019-02-09 | DRI | 2019-03-15 | 110 | Put | 2.9 | 3.1 | 0.2081 | -0.51 | 0.0578 | -0.0369 | 0.1352 | -0.0455 |
2019-02-09 | DRI | 2019-03-15 | 115 | Call | 0.8 | 0.95 | 0.199 | 0.2301 | 0.0451 | -0.031 | 0.1028 | 0.0233 |
2019-02-09 | DRI | 2019-03-15 | 115 | Put | 5.9 | 6.5 | 0.1944 | -0.7882 | 0.0475 | -0.0229 | 0.0981 | -0.0544 |
2019-02-09 | DRI | 2019-03-15 | 120 | Call | 0.15 | 0.3 | 0.199 | 0.0764 | 0.0213 | -0.0144 | 0.0486 | 0.0078 |
2019-02-09 | DRI | 2019-03-15 | 120 | Put | 10.1 | 11.2 | 0.1944 | -0.9523 | 0.0234 | -0.0064 | 0.0362 | -0.0278 |
2019-02-09 | DRI | 2019-03-15 | 125 | Call | 0 | 0.2 | 0.199 | 0.0182 | 0.0066 | -0.0044 | 0.0151 | 0.0019 |
2019-02-09 | DRI | 2019-03-15 | 125 | Put | 14.4 | 16.3 | 0.1944 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DRI | 2019-04-18 | 95 | Call | 15.3 | 16 | 0.3089 | 0.8843 | 0.014 | -0.0275 | 0.0928 | 0.1316 |
2019-02-09 | DRI | 2019-04-18 | 95 | Put | 0.95 | 1.15 | 0.3107 | -0.1344 | 0.0149 | -0.0222 | 0.1063 | -0.0273 |
2019-02-09 | DRI | 2019-04-18 | 100 | Call | 11.1 | 11.6 | 0.286 | 0.8019 | 0.0215 | -0.034 | 0.1314 | 0.1247 |
2019-02-09 | DRI | 2019-04-18 | 100 | Put | 1.75 | 1.95 | 0.2895 | -0.2223 | 0.0221 | -0.028 | 0.1411 | -0.0451 |
2019-02-09 | DRI | 2019-04-18 | 105 | Call | 7.4 | 7.8 | 0.2692 | 0.6764 | 0.0295 | -0.0393 | 0.1686 | 0.1098 |
2019-02-09 | DRI | 2019-04-18 | 105 | Put | 2.85 | 3.3 | 0.2656 | -0.3462 | 0.0299 | -0.0311 | 0.1755 | -0.0696 |
2019-02-09 | DRI | 2019-04-18 | 110 | Call | 4.5 | 4.8 | 0.2584 | 0.5159 | 0.0339 | -0.0404 | 0.1847 | 0.0868 |
2019-02-09 | DRI | 2019-04-18 | 110 | Put | 5.1 | 5.5 | 0.2594 | -0.506 | 0.0331 | -0.0316 | 0.1862 | -0.1019 |
2019-02-09 | DRI | 2019-04-18 | 115 | Call | 2.35 | 2.7 | 0.2481 | 0.3477 | 0.0326 | -0.0351 | 0.1708 | 0.0604 |
2019-02-09 | DRI | 2019-04-18 | 115 | Put | 8 | 8.4 | 0.2462 | -0.6708 | 0.0316 | -0.0251 | 0.1684 | -0.1355 |
2019-02-09 | DRI | 2019-04-18 | 120 | Call | 1.1 | 1.4 | 0.2433 | 0.2066 | 0.0256 | -0.026 | 0.1329 | 0.0373 |
2019-02-09 | DRI | 2019-04-18 | 120 | Put | 11.7 | 12.4 | 0.247 | -0.8003 | 0.0244 | -0.0168 | 0.1317 | -0.1636 |
2019-02-09 | DRI | 2019-04-18 | 125 | Call | 0.45 | 0.65 | 0.239 | 0.1074 | 0.0168 | -0.0163 | 0.0878 | 0.0199 |
2019-02-09 | DRI | 2019-04-18 | 125 | Put | 16 | 16.8 | 0.2485 | -0.8892 | 0.0164 | -0.0081 | 0.0948 | -0.1848 |
2019-02-09 | DTE | 2019-02-15 | 100 | Call | 16.1 | 21 | 0.1523 | 1 | 0 | -0.007 | 0 | 0.0191 |
2019-02-09 | DTE | 2019-02-15 | 100 | Put | 0 | 2.2 | 0.1523 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 105 | Call | 11 | 15.9 | 0.1523 | 1 | 0 | -0.0073 | 0 | 0.0201 |
2019-02-09 | DTE | 2019-02-15 | 105 | Put | 0 | 1.15 | 0.1523 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 110 | Call | 6.7 | 11 | 0.1523 | 0.9998 | 0.0003 | -0.0078 | 0.0001 | 0.0211 |
2019-02-09 | DTE | 2019-02-15 | 110 | Put | 0 | 0.15 | 0.1523 | -0.0002 | 0.0003 | -0.0001 | 0.0001 | 0 |
2019-02-09 | DTE | 2019-02-15 | 115 | Call | 3 | 4.6 | 0.1523 | 0.9305 | 0.0534 | -0.0313 | 0.0219 | 0.0204 |
2019-02-09 | DTE | 2019-02-15 | 115 | Put | 0 | 0.2 | 0.1523 | -0.0693 | 0.0534 | -0.0233 | 0.0234 | -0.0015 |
2019-02-09 | DTE | 2019-02-15 | 120 | Call | 0.15 | 0.6 | 0.1523 | 0.295 | 0.138 | -0.0641 | 0.0566 | 0.0066 |
2019-02-09 | DTE | 2019-02-15 | 120 | Put | 1.5 | 2.2 | 0.1523 | -0.7097 | 0.1404 | -0.0567 | 0.0569 | -0.0123 |
2019-02-09 | DTE | 2019-02-15 | 125 | Call | 0 | 0.2 | 0.1523 | 0.0067 | 0.0075 | -0.0034 | 0.0031 | 0.0002 |
2019-02-09 | DTE | 2019-02-15 | 125 | Put | 5.9 | 9.4 | 0.1523 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 130 | Call | 0 | 1.15 | 0.1523 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 130 | Put | 10.2 | 14.5 | 0.1523 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 135 | Call | 0 | 1.15 | 0.1523 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-02-15 | 135 | Put | 14.5 | 19 | 0.1523 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | DTE | 2019-03-15 | 100 | Call | 16.9 | 21 | 0.1913 | 0.9988 | 0.0006 | -0.0073 | 0.0019 | 0.0925 |
2019-02-09 | DTE | 2019-03-15 | 100 | Put | 0 | 0.7 | 0.1804 | -0.0014 | 0.0007 | -0.0004 | 0.0017 | -0.0002 |
2019-02-09 | DTE | 2019-03-15 | 105 | Call | 11.5 | 15.5 | 0.1913 | 0.9853 | 0.0054 | -0.0109 | 0.0154 | 0.0956 |
2019-02-09 | DTE | 2019-03-15 | 105 | Put | 0.05 | 0.75 | 0.1804 | -0.0176 | 0.0066 | -0.0039 | 0.0158 | -0.002 |
2019-02-09 | DTE | 2019-03-15 | 110 | Call | 8.4 | 9.8 | 0.1913 | 0.9142 | 0.0229 | -0.0228 | 0.059 | 0.0923 |
2019-02-09 | DTE | 2019-03-15 | 110 | Put | 0.25 | 0.4 | 0.1804 | -0.1018 | 0.0271 | -0.0158 | 0.0647 | -0.0118 |
2019-02-09 | DTE | 2019-03-15 | 115 | Call | 4 | 4.7 | 0.1298 | 0.8043 | 0.0595 | -0.0254 | 0.1006 | 0.0848 |
2019-02-09 | DTE | 2019-03-15 | 115 | Put | 0.95 | 1.15 | 0.1533 | -0.2917 | 0.0618 | -0.025 | 0.1266 | -0.0329 |
2019-02-09 | DTE | 2019-03-15 | 120 | Call | 1.15 | 1.45 | 0.1264 | 0.4072 | 0.0859 | -0.0293 | 0.1391 | 0.0441 |
2019-02-09 | DTE | 2019-03-15 | 120 | Put | 3 | 3.5 | 0.1386 | -0.6523 | 0.0735 | -0.0212 | 0.1356 | -0.0746 |
2019-02-09 | DTE | 2019-03-15 | 125 | Call | 0.1 | 0.25 | 0.1264 | 0.096 | 0.0376 | -0.0122 | 0.0656 | 0.0106 |
2019-02-09 | DTE | 2019-03-15 | 125 | Put | 6.3 | 7.9 | 0.1386 | -0.911 | 0.032 | -0.0036 | 0.0627 | -0.1069 |
2019-02-09 | DTE | 2019-03-15 | 130 | Call | 0 | 0.25 | 0.1264 | 0.0096 | 0.0057 | -0.0018 | 0.0116 | 0.0011 |
2019-02-09 | DTE | 2019-03-15 | 130 | Put | 11 | 15 | 0.1386 | -0.9884 | 0.006 | 0 | 0.0134 | -0.12 |
2019-02-09 | DTE | 2019-03-15 | 135 | Call | 0 | 0.7 | 0.1264 | 0.0004 | 0.0003 | -0.0001 | 0.0009 | 0 |
2019-02-09 | DTE | 2019-03-15 | 135 | Put | 15.3 | 20 | 0.1386 | -0.9992 | 0.0005 | 0 | 0.0014 | -0.1258 |
2019-02-09 | DTE | 2019-04-18 | 100 | Call | 16.3 | 21 | 0.1932 | 0.9938 | 0.0023 | -0.0088 | 0.0097 | 0.092 |
2019-02-09 | DTE | 2019-04-18 | 100 | Put | 0 | 0.75 | 0.1932 | -0.0203 | 0.005 | -0.0034 | 0.0249 | -0.0046 |
2019-02-09 | DTE | 2019-04-18 | 105 | Call | 11.2 | 16 | 0.1932 | 0.9586 | 0.0112 | -0.0151 | 0.0442 | 0.0988 |
2019-02-09 | DTE | 2019-04-18 | 105 | Put | 0.25 | 0.4 | 0.1932 | -0.072 | 0.0141 | -0.0093 | 0.073 | -0.015 |
2019-02-09 | DTE | 2019-04-18 | 110 | Call | 8.6 | 9.3 | 0.132 | 0.9463 | 0.0205 | -0.0142 | 0.0586 | 0.1029 |
2019-02-09 | DTE | 2019-04-18 | 110 | Put | 0.65 | 0.85 | 0.172 | -0.1586 | 0.028 | -0.0143 | 0.1287 | -0.0321 |
2019-02-09 | DTE | 2019-04-18 | 115 | Call | 4.6 | 5.5 | 0.1514 | 0.7113 | 0.0509 | -0.0278 | 0.169 | 0.1039 |
2019-02-09 | DTE | 2019-04-18 | 115 | Put | 1.6 | 1.9 | 0.1531 | -0.3323 | 0.0477 | -0.0182 | 0.1838 | -0.0637 |
2019-02-09 | DTE | 2019-04-18 | 120 | Call | 1.75 | 2.15 | 0.1328 | 0.4225 | 0.0625 | -0.0244 | 0.1956 | 0.0757 |
2019-02-09 | DTE | 2019-04-18 | 120 | Put | 3.7 | 4.4 | 0.147 | -0.5952 | 0.0542 | -0.0168 | 0.195 | -0.1024 |
2019-02-09 | DTE | 2019-04-18 | 125 | Call | 0.45 | 0.65 | 0.1284 | 0.1642 | 0.0388 | -0.0135 | 0.1312 | 0.0345 |
2019-02-09 | DTE | 2019-04-18 | 125 | Put | 6.9 | 8.2 | 0.1337 | -0.8478 | 0.0379 | -0.005 | 0.1223 | -0.1226 |
2019-02-09 | DTE | 2019-04-18 | 130 | Call | 0 | 0.75 | 0.1284 | 0.0456 | 0.0147 | -0.005 | 0.0486 | 0.0098 |
2019-02-09 | DTE | 2019-04-18 | 130 | Put | 10.2 | 14.5 | 0.1337 | -0.9633 | 0.0135 | 0 | 0.0456 | -0.1243 |
2019-02-09 | DTE | 2019-04-18 | 135 | Call | 0 | 1.2 | 0.1284 | 0.0089 | 0.0037 | -0.0012 | 0.0122 | 0.0019 |
2019-02-09 | DTE | 2019-04-18 | 135 | Put | 15.5 | 20 | 0.1337 | -0.9949 | 0.0026 | 0 | 0.0097 | -0.1253 |
2019-02-09 | DUK | 2019-02-15 | 75 | Call | 15.1 | 15.6 | 0.1846 | 1 | 0 | -0.0052 | 0 | 0.0102 |
2019-02-09 | DUK | 2019-02-15 | 75 | Put | 0 | 0.05 | 0.1846 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | DUK | 2019-02-15 | 82.5 | Call | 7.6 | 7.9 | 0.1846 | 1 | 0 | -0.0057 | 0 | 0.0112 |
2019-02-09 | DUK | 2019-02-15 | 82.5 | Put | 0 | 0.05 | 0.1846 | -0.0008 | 0.0012 | -0.0004 | 0.0003 | 0 |
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