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 | ECL | 2019-03-29 | 140 | Call | 17.6 | 21.9 | 0.2248 | 0.9549 | 0.0077 | -0.0229 | 0.0592 | 0.1311 |
2019-02-09 | ECL | 2019-03-29 | 140 | Put | 0.45 | 0.7 | 0.2601 | -0.0805 | 0.0099 | -0.0222 | 0.0926 | -0.0167 |
2019-02-09 | ECL | 2019-03-29 | 143 | Call | 15.8 | 18.3 | 0.2337 | 0.9138 | 0.0122 | -0.0322 | 0.0944 | 0.1308 |
2019-02-09 | ECL | 2019-03-29 | 143 | Put | 0.55 | 0.85 | 0.2396 | -0.1018 | 0.0128 | -0.0242 | 0.1082 | -0.0209 |
2019-02-09 | ECL | 2019-03-29 | 148 | Call | 11.4 | 13.4 | 0.2058 | 0.8562 | 0.0199 | -0.0379 | 0.134 | 0.1303 |
2019-02-09 | ECL | 2019-03-29 | 148 | Put | 1 | 1.4 | 0.2185 | -0.1702 | 0.0201 | -0.0311 | 0.1503 | -0.0344 |
2019-02-09 | ECL | 2019-03-29 | 152.5 | Call | 7.8 | 9.5 | 0.1922 | 0.7548 | 0.0293 | -0.0453 | 0.1841 | 0.1228 |
2019-02-09 | ECL | 2019-03-29 | 152.5 | Put | 1.4 | 2.3 | 0.1944 | -0.2613 | 0.029 | -0.0348 | 0.1903 | -0.0518 |
2019-02-09 | ECL | 2019-03-29 | 155 | Call | 6.1 | 7.4 | 0.1835 | 0.6802 | 0.0348 | -0.0476 | 0.2078 | 0.1152 |
2019-02-09 | ECL | 2019-03-29 | 155 | Put | 1.8 | 2.9 | 0.1796 | -0.3309 | 0.0351 | -0.0352 | 0.2115 | -0.0645 |
2019-02-09 | ECL | 2019-03-29 | 160 | Call | 3.1 | 4.2 | 0.1705 | 0.4903 | 0.0413 | -0.0467 | 0.2304 | 0.089 |
2019-02-09 | ECL | 2019-03-29 | 160 | Put | 4.1 | 5.1 | 0.18 | -0.5197 | 0.0387 | -0.037 | 0.2308 | -0.0985 |
2019-02-09 | ECL | 2019-03-29 | 162.5 | Call | 2.05 | 3 | 0.1666 | 0.3873 | 0.0404 | -0.0429 | 0.2247 | 0.0729 |
2019-02-09 | ECL | 2019-03-29 | 162.5 | Put | 5.5 | 6.5 | 0.1765 | -0.6159 | 0.0379 | -0.0333 | 0.2231 | -0.1148 |
2019-02-09 | ECL | 2019-03-29 | 165 | Call | 1.3 | 2.1 | 0.165 | 0.2922 | 0.0364 | -0.0374 | 0.1985 | 0.0568 |
2019-02-09 | ECL | 2019-03-29 | 165 | Put | 7.2 | 8.3 | 0.179 | -0.7008 | 0.0341 | -0.0292 | 0.2061 | -0.1288 |
2019-02-09 | ECL | 2019-03-29 | 170 | Call | 0.45 | 0.7 | 0.1546 | 0.1307 | 0.0239 | -0.0211 | 0.1299 | 0.0266 |
2019-02-09 | ECL | 2019-03-29 | 170 | Put | 10.5 | 12.6 | 0.1679 | -0.8562 | 0.0239 | -0.0127 | 0.1381 | -0.1516 |
2019-02-09 | ECL | 2019-03-29 | 175 | Call | 0 | 3.1 | 0.1562 | 0.0528 | 0.0119 | -0.0106 | 0.0626 | 0.011 |
2019-02-09 | ECL | 2019-03-29 | 175 | Put | 15.3 | 18.4 | 0.2291 | -0.8659 | 0.0166 | -0.0191 | 0.1278 | -0.159 |
2019-02-09 | ECL | 2019-03-29 | 182.5 | Call | 0 | 4.4 | 0.1562 | 0.0093 | 0.0028 | -0.0024 | 0.0146 | 0.0019 |
2019-02-09 | ECL | 2019-03-29 | 182.5 | Put | 21.9 | 25.8 | 0.2291 | -0.9476 | 0.0083 | -0.0026 | 0.0646 | -0.1643 |
2019-02-09 | ED | 2019-02-22 | 68.5 | Call | 8.2 | 11.2 | 0.166 | 1 | 0 | -0.0047 | 0 | 0.0055 |
2019-02-09 | ED | 2019-02-22 | 68.5 | Put | 0 | 0.5 | 0.166 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ED | 2019-02-22 | 71 | Call | 6.1 | 8.6 | 0.166 | 1 | 0 | -0.0049 | 0 | 0.0057 |
2019-02-09 | ED | 2019-02-22 | 71 | Put | 0 | 0.5 | 0.166 | -0.0013 | 0.0017 | -0.0004 | 0.0007 | 0 |
2019-02-09 | ED | 2019-02-22 | 73.5 | Call | 3.5 | 5.9 | 0.166 | 1 | 0 | -0.0051 | 0 | 0.0059 |
2019-02-09 | ED | 2019-02-22 | 73.5 | Put | 0 | 0.2 | 0.166 | -0.0256 | 0.0235 | -0.0053 | 0.0091 | -0.0008 |
2019-02-09 | ED | 2019-02-22 | 76 | Call | 2.5 | 3.3 | 0.166 | 0.9744 | 0.0469 | -0.0159 | 0.0091 | 0.0064 |
2019-02-09 | ED | 2019-02-22 | 76 | Put | 0.2 | 0.65 | 0.166 | -0.1792 | 0.1036 | -0.0229 | 0.041 | -0.005 |
2019-02-09 | ED | 2019-02-22 | 77.5 | Call | 1.35 | 1.7 | 0.1368 | 0.8576 | 0.2075 | -0.0371 | 0.0316 | 0.0082 |
2019-02-09 | ED | 2019-02-22 | 77.5 | Put | 0.5 | 0.95 | 0.1744 | -0.3821 | 0.1443 | -0.0346 | 0.0586 | -0.0102 |
2019-02-09 | ED | 2019-02-22 | 79 | Call | 0.55 | 0.75 | 0.153 | 0.4364 | 0.2351 | -0.0484 | 0.0551 | 0.0087 |
2019-02-09 | ED | 2019-02-22 | 79 | Put | 1.2 | 1.7 | 0.1686 | -0.6096 | 0.1519 | -0.0327 | 0.0586 | -0.0148 |
2019-02-09 | ED | 2019-02-22 | 80.5 | Call | 0 | 0.5 | 0.2156 | 0.2619 | 0.1035 | -0.0417 | 0.051 | 0.0074 |
2019-02-09 | ED | 2019-02-22 | 80.5 | Put | 2.2 | 3.3 | 0.2156 | -0.7461 | 0.1 | -0.0347 | 0.0503 | -0.0169 |
2019-02-09 | ED | 2019-02-22 | 82 | Call | 0 | 0.5 | 0.2487 | 0.1752 | 0.0683 | -0.0363 | 0.0405 | 0.0051 |
2019-02-09 | ED | 2019-02-22 | 82 | Put | 3.6 | 4.6 | 0.2487 | -0.8306 | 0.0692 | -0.031 | 0.0396 | -0.0173 |
2019-02-09 | ED | 2019-02-22 | 84 | Call | 0 | 0.5 | 0.3933 | 0.1891 | 0.0451 | -0.0594 | 0.0407 | 0.0055 |
2019-02-09 | ED | 2019-02-22 | 84 | Put | 5.3 | 7.4 | 0.3933 | -0.814 | 0.0456 | -0.0542 | 0.0403 | -0.0188 |
2019-02-09 | ED | 2019-02-22 | 85 | Call | 0 | 0.5 | 0.4704 | 0.1977 | 0.0386 | -0.0726 | 0.0426 | 0.0056 |
2019-02-09 | ED | 2019-02-22 | 85 | Put | 6.6 | 8.4 | 0.4704 | -0.8055 | 0.039 | -0.0674 | 0.0437 | -0.0194 |
2019-02-09 | ED | 2019-03-08 | 68.5 | Call | 8.2 | 12.1 | 0.1382 | 1 | 0 | -0.0047 | 0 | 0.0053 |
2019-02-09 | ED | 2019-03-08 | 68.5 | Put | 0 | 0.15 | 0.1782 | -0.003 | 0.0024 | -0.0006 | 0.002 | -0.0002 |
2019-02-09 | ED | 2019-03-08 | 71 | Call | 5.7 | 9.6 | 0.1382 | 1 | 0 | -0.0049 | 0 | 0.0055 |
2019-02-09 | ED | 2019-03-08 | 71 | Put | 0 | 0.25 | 0.1782 | -0.0217 | 0.0135 | -0.0035 | 0.0112 | -0.0013 |
2019-02-09 | ED | 2019-03-08 | 73.5 | Call | 3.2 | 7.1 | 0.1382 | 1 | 0 | -0.0051 | 0 | 0.0057 |
2019-02-09 | ED | 2019-03-08 | 73.5 | Put | 0.1 | 0.4 | 0.1782 | -0.094 | 0.0437 | -0.0111 | 0.0375 | -0.0053 |
2019-02-09 | ED | 2019-03-08 | 76 | Call | 2.85 | 3.2 | 0.1632 | 0.8886 | 0.1263 | -0.0328 | 0.038 | 0.0175 |
2019-02-09 | ED | 2019-03-08 | 76 | Put | 0.45 | 0.7 | 0.1706 | -0.2541 | 0.0877 | -0.0199 | 0.0714 | -0.0139 |
2019-02-09 | ED | 2019-03-08 | 77.5 | Call | 1.65 | 2.05 | 0.158 | 0.654 | 0.1727 | -0.0395 | 0.0769 | 0.0283 |
2019-02-09 | ED | 2019-03-08 | 77.5 | Put | 0.85 | 1.15 | 0.1598 | -0.3985 | 0.1135 | -0.022 | 0.0843 | -0.0207 |
2019-02-09 | ED | 2019-03-08 | 79 | Call | 0.8 | 1.15 | 0.1468 | 0.4297 | 0.1322 | -0.0261 | 0.0848 | 0.0246 |
2019-02-09 | ED | 2019-03-08 | 79 | Put | 1.55 | 1.85 | 0.1533 | -0.577 | 0.1216 | -0.0206 | 0.0845 | -0.0276 |
2019-02-09 | ED | 2019-03-08 | 80.5 | Call | 0.3 | 0.6 | 0.1512 | 0.2652 | 0.1001 | -0.0206 | 0.0709 | 0.0155 |
2019-02-09 | ED | 2019-03-08 | 80.5 | Put | 2.5 | 2.9 | 0.1512 | -0.7477 | 0.1044 | -0.0157 | 0.0708 | -0.0303 |
2019-02-09 | ED | 2019-03-08 | 82 | Call | 0.05 | 0.35 | 0.142 | 0.127 | 0.0677 | -0.0121 | 0.0451 | 0.0075 |
2019-02-09 | ED | 2019-03-08 | 82 | Put | 3.7 | 4.1 | 0.142 | -0.8956 | 0.0734 | -0.0072 | 0.0412 | -0.0238 |
2019-02-09 | ED | 2019-03-08 | 84 | Call | 0 | 0.15 | 0.2277 | 0.1414 | 0.0454 | -0.0205 | 0.0485 | 0.0082 |
2019-02-09 | ED | 2019-03-08 | 84 | Put | 4.7 | 8.2 | 0.2277 | -0.8706 | 0.0476 | -0.0155 | 0.0465 | -0.0303 |
2019-02-09 | ED | 2019-03-08 | 85 | Call | 0 | 0.1 | 0.2868 | 0.1615 | 0.0395 | -0.0281 | 0.053 | 0.0094 |
2019-02-09 | ED | 2019-03-08 | 85 | Put | 6.3 | 8.1 | 0.2868 | -0.8467 | 0.0407 | -0.0229 | 0.0512 | -0.0336 |
2019-02-09 | ED | 2019-03-29 | 70.5 | Call | 7.6 | 8.8 | 0.1682 | 1 | 0 | -0.005 | 0 | 0.0057 |
2019-02-09 | ED | 2019-03-29 | 70.5 | Put | 0.05 | 0.35 | 0.1776 | -0.0467 | 0.0192 | -0.0048 | 0.0279 | -0.005 |
2019-02-09 | ED | 2019-03-29 | 71 | Call | 5.7 | 9.7 | 0.1682 | 1 | 0 | -0.005 | 0 | 0.0057 |
2019-02-09 | ED | 2019-03-29 | 71 | Put | 0.05 | 0.4 | 0.1776 | -0.0583 | 0.023 | -0.0057 | 0.0351 | -0.0058 |
2019-02-09 | ED | 2019-03-29 | 73.5 | Call | 5.3 | 5.7 | 0.1682 | 0.9656 | 0.0502 | -0.0169 | 0.025 | 0.0221 |
2019-02-09 | ED | 2019-03-29 | 73.5 | Put | 0.25 | 0.65 | 0.1776 | -0.1508 | 0.0464 | -0.0114 | 0.0679 | -0.0147 |
2019-02-09 | ED | 2019-03-29 | 76 | Call | 3.1 | 3.6 | 0.1653 | 0.7284 | 0.0974 | -0.0261 | 0.0934 | 0.0621 |
2019-02-09 | ED | 2019-03-29 | 76 | Put | 0.7 | 1.15 | 0.1686 | -0.2953 | 0.0726 | -0.0155 | 0.0993 | -0.0276 |
2019-02-09 | ED | 2019-03-29 | 77.5 | Call | 2.1 | 2.5 | 0.1565 | 0.5964 | 0.0868 | -0.021 | 0.1112 | 0.0599 |
2019-02-09 | ED | 2019-03-29 | 77.5 | Put | 1.2 | 1.65 | 0.1628 | -0.4121 | 0.0854 | -0.0166 | 0.1113 | -0.0369 |
2019-02-09 | ED | 2019-03-29 | 79 | Call | 1.2 | 1.6 | 0.1442 | 0.4589 | 0.0965 | -0.0193 | 0.1146 | 0.0468 |
2019-02-09 | ED | 2019-03-29 | 79 | Put | 1.85 | 2.25 | 0.152 | -0.5478 | 0.0947 | -0.0151 | 0.1136 | -0.0453 |
2019-02-09 | ED | 2019-03-29 | 80.5 | Call | 0.6 | 1.1 | 0.1444 | 0.3232 | 0.0871 | -0.017 | 0.1027 | 0.0332 |
2019-02-09 | ED | 2019-03-29 | 80.5 | Put | 2.75 | 3.2 | 0.1492 | -0.6867 | 0.0894 | -0.0126 | 0.1004 | -0.05 |
2019-02-09 | ED | 2019-03-29 | 82 | Call | 0.25 | 0.7 | 0.1468 | 0.2133 | 0.0694 | -0.0137 | 0.0857 | 0.0221 |
2019-02-09 | ED | 2019-03-29 | 82 | Put | 3.9 | 4.3 | 0.1468 | -0.8105 | 0.0753 | -0.0088 | 0.0791 | -0.047 |
2019-02-09 | ED | 2019-03-29 | 84.5 | Call | 0 | 0.3 | 0.1935 | 0.1562 | 0.0432 | -0.0144 | 0.0686 | 0.0158 |
2019-02-09 | ED | 2019-03-29 | 84.5 | Put | 5.9 | 7.2 | 0.1935 | -0.8652 | 0.0468 | -0.0094 | 0.0644 | -0.0466 |
2019-02-09 | EFX | 2019-02-22 | 91 | Call | 13.7 | 17.2 | 0.393 | 0.9871 | 0.0042 | -0.0164 | 0.007 | 0.0292 |
2019-02-09 | EFX | 2019-02-22 | 91 | Put | 0 | 2.45 | 0.393 | -0.0181 | 0.0054 | -0.0129 | 0.0093 | -0.0008 |
2019-02-09 | EFX | 2019-02-22 | 96 | Call | 9.1 | 12.6 | 0.393 | 0.9325 | 0.0166 | -0.046 | 0.0271 | 0.0291 |
2019-02-09 | EFX | 2019-02-22 | 96 | Put | 0 | 2.55 | 0.393 | -0.0809 | 0.0183 | -0.0433 | 0.0313 | -0.0034 |
2019-02-09 | EFX | 2019-02-22 | 99.5 | Call | 5.9 | 9.4 | 0.393 | 0.8431 | 0.0304 | -0.0787 | 0.0514 | 0.0273 |
2019-02-09 | EFX | 2019-02-22 | 99.5 | Put | 0.5 | 2.15 | 0.393 | -0.1752 | 0.0316 | -0.0745 | 0.0554 | -0.007 |
2019-02-09 | EFX | 2019-02-22 | 103 | Call | 4.9 | 6.2 | 0.4001 | 0.7025 | 0.0429 | -0.1115 | 0.0707 | 0.0234 |
2019-02-09 | EFX | 2019-02-22 | 103 | Put | 1.15 | 2.6 | 0.4001 | -0.3169 | 0.0429 | -0.1042 | 0.0735 | -0.0127 |
2019-02-09 | EFX | 2019-02-22 | 105 | Call | 3.6 | 4.5 | 0.3693 | 0.6164 | 0.0512 | -0.1129 | 0.0795 | 0.0209 |
2019-02-09 | EFX | 2019-02-22 | 105 | Put | 1.6 | 3.4 | 0.3693 | -0.4039 | 0.0506 | -0.104 | 0.0815 | -0.016 |
2019-02-09 | EFX | 2019-02-22 | 107 | Call | 2.4 | 3.4 | 0.3592 | 0.5102 | 0.0548 | -0.1135 | 0.0827 | 0.0177 |
2019-02-09 | EFX | 2019-02-22 | 107 | Put | 2.5 | 3.5 | 0.3343 | -0.5109 | 0.0575 | -0.0959 | 0.0834 | -0.0202 |
2019-02-09 | EFX | 2019-02-22 | 109 | Call | 1.5 | 2.55 | 0.3571 | 0.4024 | 0.0534 | -0.1086 | 0.0798 | 0.0143 |
2019-02-09 | EFX | 2019-02-22 | 109 | Put | 3.5 | 5.6 | 0.3804 | -0.6044 | 0.0489 | -0.105 | 0.0794 | -0.024 |
2019-02-09 | EFX | 2019-02-22 | 111 | Call | 0.75 | 1.9 | 0.373 | 0.3125 | 0.0466 | -0.1029 | 0.0742 | 0.0112 |
2019-02-09 | EFX | 2019-02-22 | 111 | Put | 3.9 | 7.4 | 0.373 | -0.6988 | 0.045 | -0.0917 | 0.0734 | -0.0277 |
2019-02-09 | EFX | 2019-02-22 | 114 | Call | 0 | 2.75 | 0.373 | 0.1943 | 0.0361 | -0.0793 | 0.0563 | 0.0071 |
2019-02-09 | EFX | 2019-02-22 | 114 | Put | 6.5 | 10 | 0.373 | -0.8127 | 0.0348 | -0.0686 | 0.0553 | -0.0322 |
2019-02-09 | EFX | 2019-02-22 | 118 | Call | 0 | 2.35 | 0.373 | 0.0893 | 0.0211 | -0.0462 | 0.0354 | 0.0034 |
2019-02-09 | EFX | 2019-02-22 | 118 | Put | 9.8 | 13.7 | 0.373 | -0.9137 | 0.0203 | -0.0364 | 0.0347 | -0.0364 |
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