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 | EFX | 2019-02-22 | 121 | Call | 0 | 1.85 | 0.373 | 0.0451 | 0.0123 | -0.027 | 0.0202 | 0.0017 |
2019-02-09 | EFX | 2019-02-22 | 121 | Put | 12.7 | 16.6 | 0.373 | -0.9564 | 0.0119 | -0.0177 | 0.0196 | -0.0386 |
2019-02-09 | EFX | 2019-03-08 | 90 | Call | 15.1 | 18.6 | 0.3769 | 0.968 | 0.0078 | -0.0232 | 0.0229 | 0.0352 |
2019-02-09 | EFX | 2019-03-08 | 90 | Put | 0.1 | 0.85 | 0.3769 | -0.0462 | 0.0087 | -0.0189 | 0.0286 | -0.0039 |
2019-02-09 | EFX | 2019-03-08 | 96 | Call | 9.6 | 13.4 | 0.3769 | 0.8695 | 0.0212 | -0.0523 | 0.0647 | 0.0439 |
2019-02-09 | EFX | 2019-03-08 | 96 | Put | 0.55 | 1.45 | 0.3769 | -0.1435 | 0.0205 | -0.044 | 0.0697 | -0.0115 |
2019-02-09 | EFX | 2019-03-08 | 99.5 | Call | 7.9 | 9 | 0.3309 | 0.8021 | 0.0309 | -0.058 | 0.0809 | 0.0452 |
2019-02-09 | EFX | 2019-03-08 | 99.5 | Put | 1 | 2.05 | 0.3309 | -0.21 | 0.0297 | -0.0489 | 0.0845 | -0.0165 |
2019-02-09 | EFX | 2019-03-08 | 103 | Call | 5.2 | 6.3 | 0.3099 | 0.6821 | 0.041 | -0.0658 | 0.1066 | 0.0451 |
2019-02-09 | EFX | 2019-03-08 | 103 | Put | 1.9 | 3 | 0.3477 | -0.3404 | 0.036 | -0.0649 | 0.108 | -0.0263 |
2019-02-09 | EFX | 2019-03-08 | 105 | Call | 3.9 | 4.9 | 0.2975 | 0.5977 | 0.0456 | -0.0669 | 0.1144 | 0.0418 |
2019-02-09 | EFX | 2019-03-08 | 105 | Put | 2.6 | 3.7 | 0.3364 | -0.415 | 0.0396 | -0.0664 | 0.1151 | -0.0315 |
2019-02-09 | EFX | 2019-03-08 | 107 | Call | 2.75 | 3.7 | 0.2855 | 0.504 | 0.0484 | -0.0649 | 0.1177 | 0.0368 |
2019-02-09 | EFX | 2019-03-08 | 107 | Put | 3.5 | 4.5 | 0.3251 | -0.4968 | 0.0421 | -0.0651 | 0.1177 | -0.0368 |
2019-02-09 | EFX | 2019-03-08 | 109 | Call | 1.85 | 2.85 | 0.2836 | 0.409 | 0.0471 | -0.0618 | 0.116 | 0.0308 |
2019-02-09 | EFX | 2019-03-08 | 109 | Put | 4.6 | 5.6 | 0.3212 | -0.5805 | 0.0418 | -0.0624 | 0.1156 | -0.0417 |
2019-02-09 | EFX | 2019-03-08 | 111 | Call | 1.05 | 2.15 | 0.3163 | 0.3421 | 0.0397 | -0.0641 | 0.1095 | 0.0261 |
2019-02-09 | EFX | 2019-03-08 | 111 | Put | 5.8 | 6.9 | 0.3163 | -0.6622 | 0.0399 | -0.0567 | 0.1089 | -0.0458 |
2019-02-09 | EFX | 2019-03-08 | 114 | Call | 0.45 | 1.35 | 0.29 | 0.2163 | 0.0344 | -0.0465 | 0.0864 | 0.0169 |
2019-02-09 | EFX | 2019-03-08 | 114 | Put | 7.6 | 9.1 | 0.29 | -0.7895 | 0.0348 | -0.039 | 0.085 | -0.0494 |
2019-02-09 | EFX | 2019-03-08 | 118 | Call | 0.05 | 0.7 | 0.29 | 0.1125 | 0.0223 | -0.03 | 0.0563 | 0.0088 |
2019-02-09 | EFX | 2019-03-08 | 118 | Put | 10 | 14.1 | 0.29 | -0.8949 | 0.0225 | -0.0218 | 0.0555 | -0.0494 |
2019-02-09 | EFX | 2019-03-08 | 121 | Call | 0 | 0.4 | 0.29 | 0.0635 | 0.0146 | -0.0195 | 0.0367 | 0.005 |
2019-02-09 | EFX | 2019-03-08 | 121 | Put | 12.9 | 16.7 | 0.29 | -0.944 | 0.0142 | -0.0106 | 0.0354 | -0.0476 |
2019-02-09 | EFX | 2019-03-29 | 96.5 | Call | 11.3 | 12.1 | 0.3312 | 0.8177 | 0.0209 | -0.041 | 0.1042 | 0.0986 |
2019-02-09 | EFX | 2019-03-29 | 96.5 | Put | 1.45 | 1.7 | 0.3499 | -0.1954 | 0.0204 | -0.0371 | 0.1092 | -0.0272 |
2019-02-09 | EFX | 2019-03-29 | 99.5 | Call | 9 | 9.6 | 0.3169 | 0.7501 | 0.026 | -0.0455 | 0.1266 | 0.0942 |
2019-02-09 | EFX | 2019-03-29 | 99.5 | Put | 1.95 | 2.3 | 0.3291 | -0.2582 | 0.0254 | -0.0406 | 0.127 | -0.0354 |
2019-02-09 | EFX | 2019-03-29 | 103 | Call | 6.4 | 7.1 | 0.2993 | 0.6522 | 0.0319 | -0.0488 | 0.1454 | 0.0843 |
2019-02-09 | EFX | 2019-03-29 | 103 | Put | 2.9 | 3.3 | 0.312 | -0.3542 | 0.0309 | -0.0438 | 0.1467 | -0.0473 |
2019-02-09 | EFX | 2019-03-29 | 105 | Call | 5.2 | 5.8 | 0.2923 | 0.5862 | 0.0343 | -0.0496 | 0.1517 | 0.0767 |
2019-02-09 | EFX | 2019-03-29 | 105 | Put | 3.6 | 4.1 | 0.3047 | -0.4183 | 0.0333 | -0.0446 | 0.1518 | -0.0549 |
2019-02-09 | EFX | 2019-03-29 | 107 | Call | 4.2 | 4.6 | 0.2868 | 0.516 | 0.0358 | -0.0493 | 0.1556 | 0.0682 |
2019-02-09 | EFX | 2019-03-29 | 107 | Put | 4.5 | 4.9 | 0.2956 | -0.4869 | 0.0352 | -0.0437 | 0.1554 | -0.0623 |
2019-02-09 | EFX | 2019-03-29 | 109 | Call | 3.1 | 3.6 | 0.2755 | 0.4419 | 0.0369 | -0.0466 | 0.1534 | 0.059 |
2019-02-09 | EFX | 2019-03-29 | 109 | Put | 5.4 | 6.1 | 0.2908 | -0.5577 | 0.0356 | -0.0421 | 0.1528 | -0.069 |
2019-02-09 | EFX | 2019-03-29 | 111 | Call | 2.35 | 2.7 | 0.2694 | 0.3684 | 0.036 | -0.0433 | 0.1452 | 0.0496 |
2019-02-09 | EFX | 2019-03-29 | 111 | Put | 6.7 | 7.2 | 0.2869 | -0.6277 | 0.0348 | -0.0392 | 0.1495 | -0.0747 |
2019-02-09 | EFX | 2019-03-29 | 114 | Call | 1.4 | 1.75 | 0.262 | 0.2657 | 0.0321 | -0.0361 | 0.1279 | 0.0358 |
2019-02-09 | EFX | 2019-03-29 | 114 | Put | 8.7 | 9.3 | 0.2805 | -0.7271 | 0.0318 | -0.0327 | 0.1305 | -0.0798 |
2019-02-09 | EFX | 2019-03-29 | 118 | Call | 0.65 | 0.95 | 0.2579 | 0.1581 | 0.024 | -0.0259 | 0.0941 | 0.0215 |
2019-02-09 | EFX | 2019-03-29 | 118 | Put | 10.9 | 12.6 | 0.2234 | -0.8967 | 0.0238 | -0.0108 | 0.0704 | -0.0678 |
2019-02-09 | EFX | 2019-03-29 | 121 | Call | 0.35 | 0.55 | 0.2548 | 0.0995 | 0.0176 | -0.0185 | 0.0682 | 0.0136 |
2019-02-09 | EFX | 2019-03-29 | 121 | Put | 14.1 | 16.3 | 0.3208 | -0.8524 | 0.02 | -0.0244 | 0.093 | -0.0807 |
2019-02-09 | EIX | 2019-02-15 | 50 | Call | 7.8 | 8.5 | 0.1957 | 1 | 0 | -0.0035 | 0 | 0.0096 |
2019-02-09 | EIX | 2019-02-15 | 50 | Put | 0.1 | 0.4 | 0.2803 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | EIX | 2019-02-15 | 52.5 | Call | 5.2 | 5.9 | 0.1957 | 0.9999 | 0.0002 | -0.0037 | 0 | 0.0101 |
2019-02-09 | EIX | 2019-02-15 | 52.5 | Put | 0.1 | 0.2 | 0.2803 | -0.0042 | 0.0055 | -0.002 | 0.001 | 0 |
2019-02-09 | EIX | 2019-02-15 | 55 | Call | 2.85 | 3.4 | 0.1957 | 0.9795 | 0.0315 | -0.0093 | 0.004 | 0.0103 |
2019-02-09 | EIX | 2019-02-15 | 55 | Put | 0.1 | 0.3 | 0.2803 | -0.0755 | 0.0631 | -0.0226 | 0.0114 | -0.0009 |
2019-02-09 | EIX | 2019-02-15 | 57.5 | Call | 0.7 | 1.25 | 0.1957 | 0.6562 | 0.2339 | -0.044 | 0.0296 | 0.0071 |
2019-02-09 | EIX | 2019-02-15 | 57.5 | Put | 0.45 | 0.8 | 0.2803 | -0.3864 | 0.1708 | -0.0604 | 0.0309 | -0.0039 |
2019-02-09 | EIX | 2019-02-15 | 60 | Call | 0.05 | 0.2 | 0.1957 | 0.1212 | 0.128 | -0.0231 | 0.0162 | 0.0013 |
2019-02-09 | EIX | 2019-02-15 | 60 | Put | 1.9 | 2.4 | 0.2803 | -0.7929 | 0.1294 | -0.0436 | 0.0228 | -0.0067 |
2019-02-09 | EIX | 2019-02-15 | 62.5 | Call | 0 | 0.15 | 0.1957 | 0.0037 | 0.0071 | -0.0013 | 0.0009 | 0 |
2019-02-09 | EIX | 2019-02-15 | 62.5 | Put | 4.3 | 4.9 | 0.2803 | -0.9752 | 0.0328 | -0.0077 | 0.0051 | -0.0036 |
2019-02-09 | EIX | 2019-02-15 | 65 | Call | 0 | 0.2 | 0.1957 | 0 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | EIX | 2019-02-15 | 65 | Put | 6.3 | 7.4 | 0.2803 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EIX | 2019-03-15 | 50 | Call | 8.1 | 8.8 | 0.3642 | 0.9203 | 0.0226 | -0.017 | 0.0266 | 0.0431 |
2019-02-09 | EIX | 2019-03-15 | 50 | Put | 0.3 | 0.8 | 0.3642 | -0.0797 | 0.0226 | -0.0135 | 0.0266 | -0.0047 |
2019-02-09 | EIX | 2019-03-15 | 52.5 | Call | 6 | 6.4 | 0.3383 | 0.851 | 0.0382 | -0.0232 | 0.0417 | 0.0414 |
2019-02-09 | EIX | 2019-03-15 | 52.5 | Put | 0.5 | 0.6 | 0.3517 | -0.1576 | 0.0383 | -0.0212 | 0.0429 | -0.0086 |
2019-02-09 | EIX | 2019-03-15 | 55 | Call | 3.7 | 4.2 | 0.2772 | 0.7601 | 0.0624 | -0.025 | 0.0559 | 0.0385 |
2019-02-09 | EIX | 2019-03-15 | 55 | Put | 0.8 | 1.05 | 0.3097 | -0.2613 | 0.0589 | -0.0249 | 0.0591 | -0.0138 |
2019-02-09 | EIX | 2019-03-15 | 57.5 | Call | 2.2 | 2.4 | 0.2692 | 0.576 | 0.0809 | -0.0293 | 0.0704 | 0.0298 |
2019-02-09 | EIX | 2019-03-15 | 57.5 | Put | 1.5 | 1.75 | 0.2745 | -0.4274 | 0.0805 | -0.0262 | 0.0703 | -0.0215 |
2019-02-09 | EIX | 2019-03-15 | 60 | Call | 0.9 | 1.1 | 0.2398 | 0.3564 | 0.0865 | -0.0244 | 0.067 | 0.0189 |
2019-02-09 | EIX | 2019-03-15 | 60 | Put | 2.7 | 3 | 0.2483 | -0.6439 | 0.0859 | -0.0216 | 0.0662 | -0.029 |
2019-02-09 | EIX | 2019-03-15 | 62.5 | Call | 0.25 | 0.4 | 0.2223 | 0.1595 | 0.0608 | -0.0145 | 0.0437 | 0.0086 |
2019-02-09 | EIX | 2019-03-15 | 62.5 | Put | 4.5 | 4.9 | 0.2374 | -0.8355 | 0.0634 | -0.0128 | 0.0462 | -0.0293 |
2019-02-09 | EIX | 2019-03-15 | 65 | Call | 0 | 0.35 | 0.2223 | 0.0586 | 0.0293 | -0.0069 | 0.021 | 0.0032 |
2019-02-09 | EIX | 2019-03-15 | 65 | Put | 6.7 | 7.4 | 0.2374 | -0.9469 | 0.0352 | -0.0048 | 0.0206 | -0.018 |
2019-02-09 | EIX | 2019-04-18 | 50 | Call | 8.5 | 9 | 0.3474 | 0.8783 | 0.0257 | -0.0171 | 0.0497 | 0.0584 |
2019-02-09 | EIX | 2019-04-18 | 50 | Put | 0.65 | 0.95 | 0.3611 | -0.1582 | 0.0272 | -0.0153 | 0.0622 | -0.0169 |
2019-02-09 | EIX | 2019-04-18 | 52.5 | Call | 6.2 | 6.9 | 0.3156 | 0.8104 | 0.0377 | -0.0199 | 0.0662 | 0.0569 |
2019-02-09 | EIX | 2019-04-18 | 52.5 | Put | 1.05 | 1.25 | 0.3262 | -0.2283 | 0.0377 | -0.0171 | 0.0747 | -0.0241 |
2019-02-09 | EIX | 2019-04-18 | 55 | Call | 4.3 | 4.8 | 0.2881 | 0.7074 | 0.052 | -0.0221 | 0.0838 | 0.0531 |
2019-02-09 | EIX | 2019-04-18 | 55 | Put | 1.6 | 2.05 | 0.3094 | -0.3347 | 0.0479 | -0.0192 | 0.0897 | -0.0347 |
2019-02-09 | EIX | 2019-04-18 | 57.5 | Call | 2.7 | 3.1 | 0.2695 | 0.5649 | 0.063 | -0.0228 | 0.0965 | 0.0459 |
2019-02-09 | EIX | 2019-04-18 | 57.5 | Put | 2.5 | 2.85 | 0.282 | -0.4649 | 0.0576 | -0.0186 | 0.0984 | -0.0469 |
2019-02-09 | EIX | 2019-04-18 | 60 | Call | 1.35 | 1.8 | 0.2457 | 0.3978 | 0.0668 | -0.0198 | 0.095 | 0.034 |
2019-02-09 | EIX | 2019-04-18 | 60 | Put | 3.7 | 4.2 | 0.2633 | -0.6152 | 0.0595 | -0.0158 | 0.0957 | -0.0604 |
2019-02-09 | EIX | 2019-04-18 | 62.5 | Call | 0.6 | 0.95 | 0.2346 | 0.2417 | 0.0558 | -0.0148 | 0.0766 | 0.0224 |
2019-02-09 | EIX | 2019-04-18 | 62.5 | Put | 5.4 | 6 | 0.2576 | -0.7502 | 0.0508 | -0.0117 | 0.0791 | -0.0719 |
2019-02-09 | EIX | 2019-04-18 | 65 | Call | 0.25 | 0.45 | 0.2296 | 0.1294 | 0.038 | -0.0096 | 0.0527 | 0.0126 |
2019-02-09 | EIX | 2019-04-18 | 65 | Put | 7.3 | 8.1 | 0.2452 | -0.8635 | 0.037 | -0.0059 | 0.0552 | -0.0807 |
2019-02-09 | EIX | 2019-04-18 | 67.5 | Call | 0.05 | 0.4 | 0.2511 | 0.0837 | 0.0251 | -0.0075 | 0.04 | 0.0084 |
2019-02-09 | EIX | 2019-04-18 | 67.5 | Put | 9.7 | 10.3 | 0.2511 | -0.9233 | 0.0239 | -0.0022 | 0.0376 | -0.0862 |
2019-02-09 | EL | 2019-02-15 | 130 | Call | 23.9 | 24.9 | 0.2102 | 1 | 0 | -0.0091 | 0 | 0.0249 |
2019-02-09 | EL | 2019-02-15 | 130 | Put | 0 | 0.05 | 0.2413 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EL | 2019-02-15 | 140 | Call | 14.2 | 15 | 0.2102 | 0.9997 | 0.0002 | -0.0101 | 0.0002 | 0.0268 |
2019-02-09 | EL | 2019-02-15 | 140 | Put | 0.05 | 0.15 | 0.2413 | -0.0013 | 0.0008 | -0.0015 | 0.0009 | 0 |
2019-02-09 | EL | 2019-02-15 | 145 | Call | 9.2 | 10 | 0.2102 | 0.9881 | 0.0069 | -0.02 | 0.0067 | 0.0274 |
2019-02-09 | EL | 2019-02-15 | 145 | Put | 0.1 | 0.2 | 0.2413 | -0.0243 | 0.011 | -0.0208 | 0.0122 | -0.0007 |
2019-02-09 | EL | 2019-02-15 | 150 | Call | 4.9 | 5.3 | 0.2102 | 0.863 | 0.0487 | -0.0796 | 0.047 | 0.0246 |
2019-02-09 | EL | 2019-02-15 | 150 | Put | 0.4 | 0.55 | 0.2413 | -0.1692 | 0.0491 | -0.0918 | 0.0551 | -0.0048 |
2019-02-09 | EL | 2019-02-15 | 155 | Call | 1.6 | 1.8 | 0.2112 | 0.4869 | 0.0882 | -0.1341 | 0.0854 | 0.0141 |
2019-02-09 | EL | 2019-02-15 | 155 | Put | 2 | 2.3 | 0.2379 | -0.5116 | 0.0789 | -0.1408 | 0.0855 | -0.0133 |
2019-02-09 | EL | 2019-02-15 | 160 | Call | 0.2 | 0.25 | 0.195 | 0.1124 | 0.0457 | -0.0582 | 0.0409 | 0.0033 |
2019-02-09 | EL | 2019-02-15 | 160 | Put | 5.2 | 5.9 | 0.2163 | -0.8679 | 0.0484 | -0.0644 | 0.0476 | -0.0167 |
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