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 | EBAY | 2019-02-22 | 33 | Call | 2.36 | 2.78 | 0.3938 | 0.8187 | 0.097 | -0.0274 | 0.0182 | 0.0101 |
2019-02-09 | EBAY | 2019-02-22 | 33 | Put | 0.07 | 0.14 | 0.3938 | -0.1814 | 0.0974 | -0.0253 | 0.0184 | -0.0024 |
2019-02-09 | EBAY | 2019-02-22 | 34 | Call | 1.33 | 1.69 | 0.2499 | 0.7847 | 0.1695 | -0.0199 | 0.0202 | 0.01 |
2019-02-09 | EBAY | 2019-02-22 | 34 | Put | 0.22 | 0.27 | 0.2634 | -0.2268 | 0.1667 | -0.0191 | 0.0215 | -0.0029 |
2019-02-09 | EBAY | 2019-02-22 | 35 | Call | 0.78 | 0.86 | 0.2416 | 0.5796 | 0.2344 | -0.0247 | 0.027 | 0.0075 |
2019-02-09 | EBAY | 2019-02-22 | 35 | Put | 0.49 | 0.67 | 0.2607 | -0.4263 | 0.2197 | -0.0243 | 0.0271 | -0.0052 |
2019-02-09 | EBAY | 2019-02-22 | 36 | Call | 0.32 | 0.39 | 0.2327 | 0.3403 | 0.2281 | -0.0219 | 0.0253 | 0.0045 |
2019-02-09 | EBAY | 2019-02-22 | 36 | Put | 1.03 | 1.22 | 0.2566 | -0.6471 | 0.2132 | -0.0222 | 0.0254 | -0.0072 |
2019-02-09 | EBAY | 2019-02-22 | 37 | Call | 0.09 | 0.17 | 0.234 | 0.1569 | 0.1487 | -0.0142 | 0.0166 | 0.0021 |
2019-02-09 | EBAY | 2019-02-22 | 37 | Put | 1.81 | 2.58 | 0.4049 | -0.7134 | 0.1236 | -0.0326 | 0.0235 | -0.0081 |
2019-02-09 | EBAY | 2019-02-22 | 38 | Call | 0.03 | 0.06 | 0.234 | 0.056 | 0.0698 | -0.0066 | 0.0078 | 0.0007 |
2019-02-09 | EBAY | 2019-02-22 | 38 | Put | 2.62 | 2.99 | 0.4049 | -0.8173 | 0.0971 | -0.0249 | 0.0182 | -0.0085 |
2019-02-09 | EBAY | 2019-02-22 | 39 | Call | 0 | 0.06 | 0.234 | 0.0155 | 0.0241 | -0.0023 | 0.0027 | 0.0002 |
2019-02-09 | EBAY | 2019-02-22 | 39 | Put | 3.65 | 4 | 0.4049 | -0.8933 | 0.069 | -0.0168 | 0.013 | -0.0081 |
2019-02-09 | EBAY | 2019-02-22 | 41 | Call | 0 | 0.03 | 0.234 | 0.0006 | 0.0013 | -0.0001 | 0.0001 | 0 |
2019-02-09 | EBAY | 2019-02-22 | 41 | Put | 5.6 | 5.95 | 0.4049 | -0.9752 | 0.0269 | -0.0047 | 0.0044 | -0.0046 |
2019-02-09 | EBAY | 2019-03-08 | 30 | Call | 5.05 | 5.6 | 0.2663 | 0.9927 | 0.0088 | -0.0031 | 0.0021 | 0.0155 |
2019-02-09 | EBAY | 2019-03-08 | 30 | Put | 0.05 | 0.11 | 0.3199 | -0.0325 | 0.0234 | -0.004 | 0.0071 | -0.0009 |
2019-02-09 | EBAY | 2019-03-08 | 32 | Call | 3.2 | 3.55 | 0.2614 | 0.9304 | 0.0577 | -0.0087 | 0.0132 | 0.0159 |
2019-02-09 | EBAY | 2019-03-08 | 32 | Put | 0.13 | 0.24 | 0.3051 | -0.1216 | 0.0684 | -0.0104 | 0.0208 | -0.0032 |
2019-02-09 | EBAY | 2019-03-08 | 33 | Call | 1.92 | 2.99 | 0.2408 | 0.8641 | 0.1011 | -0.0119 | 0.0209 | 0.0158 |
2019-02-09 | EBAY | 2019-03-08 | 33 | Put | 0.26 | 0.34 | 0.2792 | -0.1926 | 0.1014 | -0.0129 | 0.0275 | -0.005 |
2019-02-09 | EBAY | 2019-03-08 | 34 | Call | 1.57 | 1.81 | 0.2459 | 0.7266 | 0.1483 | -0.0168 | 0.032 | 0.0142 |
2019-02-09 | EBAY | 2019-03-08 | 34 | Put | 0.5 | 0.57 | 0.2668 | -0.309 | 0.1368 | -0.0156 | 0.0341 | -0.0078 |
2019-02-09 | EBAY | 2019-03-08 | 35 | Call | 1.05 | 1.16 | 0.2548 | 0.559 | 0.1667 | -0.0196 | 0.0382 | 0.0122 |
2019-02-09 | EBAY | 2019-03-08 | 35 | Put | 0.87 | 0.98 | 0.2615 | -0.4582 | 0.1574 | -0.017 | 0.0386 | -0.0113 |
2019-02-09 | EBAY | 2019-03-08 | 36 | Call | 0.59 | 0.69 | 0.2502 | 0.3926 | 0.1632 | -0.0182 | 0.0373 | 0.0091 |
2019-02-09 | EBAY | 2019-03-08 | 36 | Put | 1.4 | 1.53 | 0.2552 | -0.6163 | 0.1557 | -0.0155 | 0.0372 | -0.0148 |
2019-02-09 | EBAY | 2019-03-08 | 37 | Call | 0.32 | 0.36 | 0.2483 | 0.2469 | 0.1335 | -0.0145 | 0.0307 | 0.006 |
2019-02-09 | EBAY | 2019-03-08 | 37 | Put | 1.97 | 2.21 | 0.2264 | -0.7839 | 0.1355 | -0.0097 | 0.0283 | -0.0178 |
2019-02-09 | EBAY | 2019-03-08 | 38 | Call | 0.14 | 0.25 | 0.2608 | 0.1529 | 0.0943 | -0.0112 | 0.024 | 0.0038 |
2019-02-09 | EBAY | 2019-03-08 | 38 | Put | 2.8 | 3.4 | 0.2966 | -0.8184 | 0.093 | -0.0116 | 0.0259 | -0.019 |
2019-02-09 | EBAY | 2019-03-08 | 39 | Call | 0.06 | 0.1 | 0.2518 | 0.075 | 0.0578 | -0.0064 | 0.0138 | 0.002 |
2019-02-09 | EBAY | 2019-03-08 | 39 | Put | 3.7 | 4.2 | 0.284 | -0.9017 | 0.0641 | -0.0062 | 0.0174 | -0.0203 |
2019-02-09 | EBAY | 2019-03-08 | 41 | Call | 0 | 0.08 | 0.3554 | 0.0663 | 0.0373 | -0.0081 | 0.0125 | 0.0017 |
2019-02-09 | EBAY | 2019-03-08 | 41 | Put | 5.6 | 6.2 | 0.3661 | -0.9306 | 0.0382 | -0.006 | 0.0135 | -0.0216 |
2019-02-09 | EBAY | 2019-03-29 | 30 | Call | 4.75 | 7.35 | 0.2683 | 0.9673 | 0.0257 | -0.0052 | 0.0096 | 0.02 |
2019-02-09 | EBAY | 2019-03-29 | 30 | Put | 0.04 | 0.33 | 0.2745 | -0.0492 | 0.0289 | -0.0035 | 0.0131 | -0.0024 |
2019-02-09 | EBAY | 2019-03-29 | 32 | Call | 1.56 | 5.6 | 0.2683 | 0.8581 | 0.071 | -0.0105 | 0.0289 | 0.0275 |
2019-02-09 | EBAY | 2019-03-29 | 32 | Put | 0.25 | 0.59 | 0.2745 | -0.1566 | 0.0684 | -0.0083 | 0.0313 | -0.0071 |
2019-02-09 | EBAY | 2019-03-29 | 33 | Call | 2.59 | 2.9 | 0.2683 | 0.769 | 0.0925 | -0.013 | 0.0385 | 0.0286 |
2019-02-09 | EBAY | 2019-03-29 | 33 | Put | 0.43 | 0.63 | 0.2745 | -0.2418 | 0.0892 | -0.0107 | 0.0398 | -0.0108 |
2019-02-09 | EBAY | 2019-03-29 | 34 | Call | 1.84 | 2.2 | 0.2589 | 0.6676 | 0.1119 | -0.0142 | 0.0466 | 0.027 |
2019-02-09 | EBAY | 2019-03-29 | 34 | Put | 0.75 | 0.92 | 0.2699 | -0.3422 | 0.107 | -0.0123 | 0.0469 | -0.0149 |
2019-02-09 | EBAY | 2019-03-29 | 35 | Call | 1.38 | 1.59 | 0.2657 | 0.5484 | 0.1172 | -0.0152 | 0.051 | 0.0235 |
2019-02-09 | EBAY | 2019-03-29 | 35 | Put | 1.07 | 1.33 | 0.256 | -0.4559 | 0.1224 | -0.0123 | 0.051 | -0.0191 |
2019-02-09 | EBAY | 2019-03-29 | 36 | Call | 0.95 | 1.1 | 0.2638 | 0.432 | 0.1166 | -0.0147 | 0.0507 | 0.019 |
2019-02-09 | EBAY | 2019-03-29 | 36 | Put | 1.56 | 2.07 | 0.2684 | -0.5718 | 0.1163 | -0.0126 | 0.0505 | -0.0231 |
2019-02-09 | EBAY | 2019-03-29 | 37 | Call | 0.7 | 0.73 | 0.2704 | 0.3291 | 0.1045 | -0.0137 | 0.046 | 0.0146 |
2019-02-09 | EBAY | 2019-03-29 | 37 | Put | 2.26 | 2.49 | 0.2463 | -0.6981 | 0.1143 | -0.0098 | 0.0454 | -0.0258 |
2019-02-09 | EBAY | 2019-03-29 | 38 | Call | 0.24 | 0.48 | 0.2221 | 0.1876 | 0.0945 | -0.0083 | 0.0352 | 0.0086 |
2019-02-09 | EBAY | 2019-03-29 | 38 | Put | 2.83 | 3.3 | 0.2221 | -0.8248 | 0.0966 | -0.0058 | 0.0336 | -0.0264 |
2019-02-09 | EBAY | 2019-03-29 | 39 | Call | 0.07 | 0.39 | 0.2221 | 0.1142 | 0.0676 | -0.0059 | 0.0248 | 0.0052 |
2019-02-09 | EBAY | 2019-03-29 | 39 | Put | 2.81 | 5.75 | 0.2221 | -0.9 | 0.0678 | -0.0031 | 0.0236 | -0.0257 |
2019-02-09 | EBAY | 2019-03-29 | 41 | Call | 0 | 0.21 | 0.2221 | 0.0344 | 0.0267 | -0.0023 | 0.0098 | 0.0016 |
2019-02-09 | EBAY | 2019-03-29 | 41 | Put | 5.25 | 8 | 0.2221 | -0.9766 | 0.0229 | 0 | 0.0079 | -0.0232 |
2019-02-09 | ECL | 2019-02-22 | 135 | Call | 22.7 | 25.1 | 0.2095 | 1 | 0 | -0.0094 | 0 | 0.0517 |
2019-02-09 | ECL | 2019-02-22 | 135 | Put | 0 | 0.75 | 0.319 | -0.0036 | 0.0011 | -0.0038 | 0.0034 | -0.0002 |
2019-02-09 | ECL | 2019-02-22 | 143 | Call | 15.4 | 17.4 | 0.2095 | 0.996 | 0.0018 | -0.0127 | 0.0037 | 0.0545 |
2019-02-09 | ECL | 2019-02-22 | 143 | Put | 0.15 | 0.4 | 0.319 | -0.039 | 0.0085 | -0.0296 | 0.0263 | -0.0024 |
2019-02-09 | ECL | 2019-02-22 | 148 | Call | 10.6 | 12.1 | 0.1798 | 0.9827 | 0.0076 | -0.0187 | 0.0134 | 0.0556 |
2019-02-09 | ECL | 2019-02-22 | 148 | Put | 0.15 | 0.65 | 0.3039 | -0.102 | 0.0189 | -0.0593 | 0.0567 | -0.006 |
2019-02-09 | ECL | 2019-02-22 | 152.5 | Call | 6.7 | 7.9 | 0.2115 | 0.8595 | 0.0338 | -0.0616 | 0.0695 | 0.0496 |
2019-02-09 | ECL | 2019-02-22 | 152.5 | Put | 0.7 | 1 | 0.2589 | -0.1872 | 0.0335 | -0.0758 | 0.0835 | -0.0108 |
2019-02-09 | ECL | 2019-02-22 | 155 | Call | 4.9 | 6 | 0.2258 | 0.7404 | 0.046 | -0.0894 | 0.101 | 0.0431 |
2019-02-09 | ECL | 2019-02-22 | 155 | Put | 1.15 | 1.6 | 0.2492 | -0.2788 | 0.0435 | -0.0906 | 0.1044 | -0.0158 |
2019-02-09 | ECL | 2019-02-22 | 160 | Call | 2.1 | 2.6 | 0.2146 | 0.4683 | 0.0595 | -0.1001 | 0.1239 | 0.0277 |
2019-02-09 | ECL | 2019-02-22 | 160 | Put | 2.8 | 3.6 | 0.2277 | -0.5314 | 0.0567 | -0.096 | 0.1235 | -0.028 |
2019-02-09 | ECL | 2019-02-22 | 162.5 | Call | 0.9 | 1.45 | 0.1943 | 0.3087 | 0.0582 | -0.0796 | 0.1097 | 0.0184 |
2019-02-09 | ECL | 2019-02-22 | 162.5 | Put | 4.1 | 5.2 | 0.2197 | -0.6732 | 0.0538 | -0.0823 | 0.114 | -0.0329 |
2019-02-09 | ECL | 2019-02-22 | 165 | Call | 0.45 | 0.8 | 0.1977 | 0.1882 | 0.0438 | -0.0614 | 0.0841 | 0.0112 |
2019-02-09 | ECL | 2019-02-22 | 165 | Put | 6.2 | 7.2 | 0.2394 | -0.7704 | 0.0419 | -0.0744 | 0.0957 | -0.035 |
2019-02-09 | ECL | 2019-02-22 | 170 | Call | 0 | 0.75 | 0.1977 | 0.0489 | 0.0164 | -0.0228 | 0.0316 | 0.0029 |
2019-02-09 | ECL | 2019-02-22 | 170 | Put | 9.4 | 13.4 | 0.2394 | -0.9223 | 0.022 | -0.0328 | 0.0481 | -0.0286 |
2019-02-09 | ECL | 2019-02-22 | 175 | Call | 0 | 0.75 | 0.1977 | 0.0081 | 0.0036 | -0.005 | 0.0069 | 0.0005 |
2019-02-09 | ECL | 2019-02-22 | 175 | Put | 14.6 | 18.4 | 0.2394 | -0.9897 | 0.0086 | -0.005 | 0.0101 | -0.0066 |
2019-02-09 | ECL | 2019-02-22 | 182.5 | Call | 0 | 0.5 | 0.1977 | 0.0002 | 0.0001 | -0.0002 | 0.0003 | 0 |
2019-02-09 | ECL | 2019-02-22 | 182.5 | Put | 21.9 | 25.8 | 0.2394 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ECL | 2019-03-08 | 135 | Call | 22.1 | 26 | 0.2951 | 0.9813 | 0.0035 | -0.0198 | 0.0202 | 0.101 |
2019-02-09 | ECL | 2019-03-08 | 135 | Put | 0 | 2.35 | 0.2668 | -0.0109 | 0.0025 | -0.0059 | 0.0127 | -0.0014 |
2019-02-09 | ECL | 2019-03-08 | 143 | Call | 15.4 | 18.8 | 0.2951 | 0.9156 | 0.0119 | -0.045 | 0.0683 | 0.0987 |
2019-02-09 | ECL | 2019-03-08 | 143 | Put | 0.05 | 0.55 | 0.2668 | -0.065 | 0.0108 | -0.026 | 0.0564 | -0.0077 |
2019-02-09 | ECL | 2019-03-08 | 148 | Call | 10.9 | 13.8 | 0.2698 | 0.8502 | 0.0196 | -0.0581 | 0.1027 | 0.0943 |
2019-02-09 | ECL | 2019-03-08 | 148 | Put | 0.3 | 0.85 | 0.2435 | -0.127 | 0.0195 | -0.0387 | 0.0947 | -0.0148 |
2019-02-09 | ECL | 2019-03-08 | 152.5 | Call | 7.3 | 9.6 | 0.2354 | 0.764 | 0.0297 | -0.065 | 0.1358 | 0.0868 |
2019-02-09 | ECL | 2019-03-08 | 152.5 | Put | 0.85 | 1.4 | 0.2077 | -0.2108 | 0.0318 | -0.0452 | 0.127 | -0.024 |
2019-02-09 | ECL | 2019-03-08 | 155 | Call | 5.3 | 7.9 | 0.229 | 0.6848 | 0.0352 | -0.0712 | 0.1566 | 0.0785 |
2019-02-09 | ECL | 2019-03-08 | 155 | Put | 1.4 | 2 | 0.2006 | -0.296 | 0.0395 | -0.0517 | 0.1544 | -0.0329 |
2019-02-09 | ECL | 2019-03-08 | 160 | Call | 2.45 | 3.5 | 0.1832 | 0.4846 | 0.0494 | -0.0627 | 0.1757 | 0.0569 |
2019-02-09 | ECL | 2019-03-08 | 160 | Put | 3 | 4.1 | 0.1851 | -0.5199 | 0.0499 | -0.0533 | 0.1756 | -0.0532 |
2019-02-09 | ECL | 2019-03-08 | 162.5 | Call | 1.4 | 2 | 0.1671 | 0.3512 | 0.0503 | -0.0526 | 0.1635 | 0.0416 |
2019-02-09 | ECL | 2019-03-08 | 162.5 | Put | 4.5 | 5.7 | 0.1882 | -0.6378 | 0.0467 | -0.0499 | 0.1675 | -0.0611 |
2019-02-09 | ECL | 2019-03-08 | 165 | Call | 0.85 | 1.2 | 0.1683 | 0.24 | 0.0419 | -0.0438 | 0.137 | 0.0285 |
2019-02-09 | ECL | 2019-03-08 | 165 | Put | 5.3 | 7.5 | 0.1526 | -0.7982 | 0.0459 | -0.0278 | 0.124 | -0.0606 |
2019-02-09 | ECL | 2019-03-08 | 170 | Call | 0.2 | 0.4 | 0.1636 | 0.0828 | 0.0211 | -0.0206 | 0.0672 | 0.0099 |
2019-02-09 | ECL | 2019-03-08 | 170 | Put | 10.2 | 13.6 | 0.1944 | -0.8925 | 0.0253 | -0.0225 | 0.0844 | -0.0547 |
2019-02-09 | ECL | 2019-03-08 | 175 | Call | 0 | 2.2 | 0.1636 | 0.0214 | 0.0071 | -0.0068 | 0.0226 | 0.0026 |
2019-02-09 | ECL | 2019-03-08 | 175 | Put | 14.3 | 18.4 | 0.1944 | -0.9791 | 0.0129 | -0.005 | 0.0256 | -0.0165 |
2019-02-09 | ECL | 2019-03-08 | 182.5 | Call | 0 | 3.2 | 0.1636 | 0.0016 | 0.0007 | -0.0007 | 0.0023 | 0.0002 |
2019-02-09 | ECL | 2019-03-08 | 182.5 | Put | 21.8 | 25.8 | 0.1944 | -1 | 0 | 0 | 0 | 0 |
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