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 | ADSK | 2019-02-22 | 177.5 | Call | 0 | 0.04 | 0.25 | 0.0024 | 0.001 | -0.0021 | 0.0023 | 0.0001 |
2019-02-09 | ADSK | 2019-02-22 | 177.5 | Put | 22.3 | 24.3 | 0.2703 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ADSK | 2019-03-08 | 131 | Call | 24.3 | 25.5 | 0.5284 | 0.886 | 0.0085 | -0.0856 | 0.0824 | 0.0857 |
2019-02-09 | ADSK | 2019-03-08 | 131 | Put | 1.4 | 1.71 | 0.554 | -0.1235 | 0.0087 | -0.0852 | 0.0889 | -0.0148 |
2019-02-09 | ADSK | 2019-03-08 | 139 | Call | 17.8 | 18.85 | 0.5145 | 0.7934 | 0.013 | -0.1194 | 0.122 | 0.0798 |
2019-02-09 | ADSK | 2019-03-08 | 139 | Put | 2.76 | 3.05 | 0.5272 | -0.2113 | 0.0129 | -0.1146 | 0.1218 | -0.025 |
2019-02-09 | ADSK | 2019-03-08 | 144 | Call | 14.2 | 14.95 | 0.4997 | 0.7201 | 0.0158 | -0.1351 | 0.1438 | 0.074 |
2019-02-09 | ADSK | 2019-03-08 | 144 | Put | 3.25 | 4.4 | 0.4881 | -0.2767 | 0.0162 | -0.1223 | 0.1415 | -0.0323 |
2019-02-09 | ADSK | 2019-03-08 | 148 | Call | 11.65 | 12.2 | 0.4924 | 0.6513 | 0.0176 | -0.1452 | 0.1581 | 0.0679 |
2019-02-09 | ADSK | 2019-03-08 | 148 | Put | 5.3 | 5.6 | 0.4996 | -0.3508 | 0.0175 | -0.1383 | 0.1607 | -0.0405 |
2019-02-09 | ADSK | 2019-03-08 | 150 | Call | 10.4 | 10.9 | 0.4853 | 0.6151 | 0.0184 | -0.1475 | 0.1633 | 0.0646 |
2019-02-09 | ADSK | 2019-03-08 | 150 | Put | 6.05 | 6.4 | 0.4953 | -0.387 | 0.0182 | -0.1413 | 0.1623 | -0.0445 |
2019-02-09 | ADSK | 2019-03-08 | 155 | Call | 7.65 | 8.15 | 0.4744 | 0.5186 | 0.0197 | -0.1494 | 0.1703 | 0.0553 |
2019-02-09 | ADSK | 2019-03-08 | 155 | Put | 8.25 | 8.6 | 0.4809 | -0.4824 | 0.0196 | -0.1418 | 0.1703 | -0.0543 |
2019-02-09 | ADSK | 2019-03-08 | 157.5 | Call | 6.35 | 6.95 | 0.4658 | 0.4685 | 0.02 | -0.146 | 0.1699 | 0.0503 |
2019-02-09 | ADSK | 2019-03-08 | 157.5 | Put | 9.55 | 10.05 | 0.4796 | -0.5308 | 0.0196 | -0.1406 | 0.1702 | -0.059 |
2019-02-09 | ADSK | 2019-03-08 | 160 | Call | 5.5 | 5.8 | 0.4648 | 0.42 | 0.0197 | -0.1428 | 0.167 | 0.0454 |
2019-02-09 | ADSK | 2019-03-08 | 160 | Put | 11 | 11.55 | 0.4775 | -0.5786 | 0.0194 | -0.1372 | 0.1683 | -0.0634 |
2019-02-09 | ADSK | 2019-03-08 | 165 | Call | 3.65 | 4.05 | 0.4537 | 0.3246 | 0.0186 | -0.1278 | 0.1537 | 0.0355 |
2019-02-09 | ADSK | 2019-03-08 | 165 | Put | 13.65 | 15.05 | 0.4593 | -0.6758 | 0.0186 | -0.1198 | 0.1518 | -0.0705 |
2019-02-09 | ADSK | 2019-03-08 | 170 | Call | 2.44 | 2.89 | 0.4556 | 0.2454 | 0.0162 | -0.1119 | 0.1345 | 0.027 |
2019-02-09 | ADSK | 2019-03-08 | 170 | Put | 17.35 | 18.65 | 0.4494 | -0.7622 | 0.0165 | -0.0993 | 0.1349 | -0.0746 |
2019-02-09 | ADSK | 2019-03-08 | 177.5 | Call | 1.15 | 1.4 | 0.4381 | 0.1407 | 0.0119 | -0.0761 | 0.0954 | 0.0157 |
2019-02-09 | ADSK | 2019-03-08 | 177.5 | Put | 23.9 | 25.25 | 0.475 | -0.8425 | 0.0123 | -0.0801 | 0.1044 | -0.0758 |
2019-02-09 | ADSK | 2019-03-29 | 137 | Call | 20.35 | 21.9 | 0.4605 | 0.7912 | 0.011 | -0.0836 | 0.1623 | 0.1354 |
2019-02-09 | ADSK | 2019-03-29 | 137 | Put | 3.15 | 3.45 | 0.4577 | -0.208 | 0.0112 | -0.0737 | 0.1646 | -0.0431 |
2019-02-09 | ADSK | 2019-03-29 | 139 | Call | 18.85 | 19.85 | 0.4413 | 0.7731 | 0.0121 | -0.0839 | 0.1703 | 0.134 |
2019-02-09 | ADSK | 2019-03-29 | 139 | Put | 3.5 | 3.85 | 0.4473 | -0.23 | 0.0121 | -0.0761 | 0.1704 | -0.0475 |
2019-02-09 | ADSK | 2019-03-29 | 144 | Call | 14.85 | 16.05 | 0.4158 | 0.7099 | 0.0146 | -0.0889 | 0.1934 | 0.1262 |
2019-02-09 | ADSK | 2019-03-29 | 144 | Put | 4.65 | 5.1 | 0.4268 | -0.2947 | 0.0144 | -0.082 | 0.1943 | -0.06 |
2019-02-09 | ADSK | 2019-03-29 | 148 | Call | 12.65 | 13.4 | 0.4184 | 0.645 | 0.0157 | -0.0961 | 0.2104 | 0.116 |
2019-02-09 | ADSK | 2019-03-29 | 148 | Put | 6.3 | 6.6 | 0.4288 | -0.3584 | 0.0156 | -0.0889 | 0.2121 | -0.0722 |
2019-02-09 | ADSK | 2019-03-29 | 150 | Call | 11.5 | 12.1 | 0.4142 | 0.6124 | 0.0164 | -0.0975 | 0.2164 | 0.1109 |
2019-02-09 | ADSK | 2019-03-29 | 150 | Put | 7 | 7.35 | 0.4223 | -0.3903 | 0.0162 | -0.0897 | 0.2181 | -0.0779 |
2019-02-09 | ADSK | 2019-03-29 | 155 | Call | 8.35 | 9.25 | 0.3938 | 0.5261 | 0.0179 | -0.0957 | 0.225 | 0.0971 |
2019-02-09 | ADSK | 2019-03-29 | 155 | Put | 9.15 | 9.7 | 0.4129 | -0.4749 | 0.0173 | -0.0902 | 0.2249 | -0.0927 |
2019-02-09 | ADSK | 2019-03-29 | 157.5 | Call | 7.35 | 8.05 | 0.3944 | 0.4819 | 0.0179 | -0.0955 | 0.2252 | 0.0894 |
2019-02-09 | ADSK | 2019-03-29 | 157.5 | Put | 10.25 | 11 | 0.4046 | -0.5191 | 0.0177 | -0.0879 | 0.2249 | -0.0997 |
2019-02-09 | ADSK | 2019-03-29 | 160 | Call | 6.45 | 7 | 0.3957 | 0.4391 | 0.0176 | -0.0944 | 0.2228 | 0.0818 |
2019-02-09 | ADSK | 2019-03-29 | 160 | Put | 11.75 | 12.4 | 0.4027 | -0.5624 | 0.0176 | -0.086 | 0.2225 | -0.1063 |
2019-02-09 | ADSK | 2019-03-29 | 165 | Call | 4.65 | 5.1 | 0.389 | 0.3541 | 0.0169 | -0.0871 | 0.2102 | 0.0667 |
2019-02-09 | ADSK | 2019-03-29 | 165 | Put | 14.95 | 15.45 | 0.3951 | -0.6477 | 0.017 | -0.0784 | 0.2109 | -0.1173 |
2019-02-09 | ADSK | 2019-03-29 | 170 | Call | 3.2 | 3.8 | 0.3868 | 0.2782 | 0.0154 | -0.0777 | 0.1896 | 0.0529 |
2019-02-09 | ADSK | 2019-03-29 | 170 | Put | 18.05 | 19.2 | 0.3827 | -0.731 | 0.0158 | -0.0662 | 0.1911 | -0.1235 |
2019-02-09 | ADSK | 2019-03-29 | 177.5 | Call | 1.65 | 2.36 | 0.3815 | 0.1821 | 0.0123 | -0.0601 | 0.1494 | 0.035 |
2019-02-09 | ADSK | 2019-03-29 | 177.5 | Put | 24 | 25.3 | 0.3755 | -0.8316 | 0.0127 | -0.0475 | 0.1412 | -0.122 |
2019-02-09 | AEE | 2019-02-15 | 60 | Call | 9.9 | 10.8 | 0.179 | 1 | 0 | -0.0042 | 0 | 0.0115 |
2019-02-09 | AEE | 2019-02-15 | 60 | Put | 0 | 0.35 | 0.1929 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEE | 2019-02-15 | 65 | Call | 5 | 5.9 | 0.179 | 0.9995 | 0.001 | -0.0048 | 0.0002 | 0.0124 |
2019-02-09 | AEE | 2019-02-15 | 65 | Put | 0.05 | 0.25 | 0.1929 | -0.0011 | 0.002 | -0.0005 | 0.0004 | 0 |
2019-02-09 | AEE | 2019-02-15 | 70 | Call | 0.9 | 1.05 | 0.179 | 0.6188 | 0.2183 | -0.0506 | 0.0372 | 0.0082 |
2019-02-09 | AEE | 2019-02-15 | 70 | Put | 0.4 | 0.65 | 0.1929 | -0.3901 | 0.2054 | -0.0501 | 0.0375 | -0.0047 |
2019-02-09 | AEE | 2019-02-15 | 75 | Call | 0 | 0.4 | 0.179 | 0.0065 | 0.0105 | -0.0023 | 0.0018 | 0.0001 |
2019-02-09 | AEE | 2019-02-15 | 75 | Put | 4.2 | 5.1 | 0.1929 | -1 | 0.0041 | 0 | 0.0002 | 0 |
2019-02-09 | AEE | 2019-02-15 | 80 | Call | 0 | 0.4 | 0.179 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEE | 2019-02-15 | 80 | Put | 8.8 | 10.6 | 0.1929 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AEE | 2019-03-15 | 60 | Call | 10 | 11 | 0.2069 | 0.9974 | 0.0019 | -0.0047 | 0.002 | 0.0457 |
2019-02-09 | AEE | 2019-03-15 | 60 | Put | 0 | 1 | 0.1953 | -0.0044 | 0.003 | -0.0008 | 0.0028 | -0.0003 |
2019-02-09 | AEE | 2019-03-15 | 65 | Call | 5.3 | 6.2 | 0.2069 | 0.9211 | 0.0354 | -0.0143 | 0.0324 | 0.0459 |
2019-02-09 | AEE | 2019-03-15 | 65 | Put | 0.15 | 0.25 | 0.1953 | -0.0976 | 0.0409 | -0.01 | 0.0391 | -0.0063 |
2019-02-09 | AEE | 2019-03-15 | 70 | Call | 1.45 | 1.7 | 0.1543 | 0.5831 | 0.1252 | -0.0228 | 0.083 | 0.0319 |
2019-02-09 | AEE | 2019-03-15 | 70 | Put | 1.15 | 1.45 | 0.1592 | -0.474 | 0.1167 | -0.0174 | 0.0862 | -0.0293 |
2019-02-09 | AEE | 2019-03-15 | 75 | Call | 0.05 | 0.15 | 0.2161 | 0.1783 | 0.0577 | -0.0189 | 0.0565 | 0.0105 |
2019-02-09 | AEE | 2019-03-15 | 75 | Put | 4.7 | 5.8 | 0.2161 | -0.8356 | 0.0535 | -0.0123 | 0.0542 | -0.0515 |
2019-02-09 | AEE | 2019-03-15 | 80 | Call | 0 | 0.15 | 0.2161 | 0.0273 | 0.0137 | -0.0044 | 0.0149 | 0.0017 |
2019-02-09 | AEE | 2019-03-15 | 80 | Put | 9.4 | 10.8 | 0.2161 | -0.9751 | 0.0126 | 0 | 0.0139 | -0.0608 |
2019-02-09 | AEP | 2019-02-15 | 67.5 | Call | 12.3 | 12.6 | 0.1177 | 1 | 0 | -0.0047 | 0 | 0.0129 |
2019-02-09 | AEP | 2019-02-15 | 67.5 | Put | 0 | 0.05 | 0.1361 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 72.5 | Call | 7.3 | 7.8 | 0.1177 | 1 | 0 | -0.0051 | 0 | 0.0139 |
2019-02-09 | AEP | 2019-02-15 | 72.5 | Put | 0 | 0.1 | 0.1361 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 75 | Call | 4.9 | 5.5 | 0.1177 | 1 | 0.0001 | -0.0053 | 0 | 0.0144 |
2019-02-09 | AEP | 2019-02-15 | 75 | Put | 0 | 0.1 | 0.1361 | -0.0003 | 0.0006 | -0.0001 | 0.0001 | 0 |
2019-02-09 | AEP | 2019-02-15 | 77.5 | Call | 2.45 | 2.7 | 0.1177 | 0.9774 | 0.0412 | -0.0103 | 0.006 | 0.0145 |
2019-02-09 | AEP | 2019-02-15 | 77.5 | Put | 0.05 | 0.15 | 0.1361 | -0.0415 | 0.0589 | -0.0093 | 0.0098 | -0.0006 |
2019-02-09 | AEP | 2019-02-15 | 80 | Call | 0.5 | 0.6 | 0.1177 | 0.5213 | 0.3056 | -0.04 | 0.0441 | 0.0079 |
2019-02-09 | AEP | 2019-02-15 | 80 | Put | 0.5 | 0.65 | 0.1361 | -0.4832 | 0.2676 | -0.0408 | 0.0441 | -0.0063 |
2019-02-09 | AEP | 2019-02-15 | 82.5 | Call | 0 | 0.1 | 0.1177 | 0.0332 | 0.0568 | -0.0071 | 0.0082 | 0.0005 |
2019-02-09 | AEP | 2019-02-15 | 82.5 | Put | 2.4 | 2.65 | 0.1361 | -0.9566 | 0.0809 | -0.0076 | 0.0113 | -0.0049 |
2019-02-09 | AEP | 2019-02-15 | 85 | Call | 0 | 0.05 | 0.1177 | 0.0001 | 0.0004 | 0 | 0.0001 | 0 |
2019-02-09 | AEP | 2019-02-15 | 85 | Put | 4.9 | 5.2 | 0.1361 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 87.5 | Call | 0 | 0.05 | 0.1177 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 87.5 | Put | 7.4 | 7.7 | 0.1361 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 90 | Call | 0 | 0.05 | 0.1177 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-02-15 | 90 | Put | 9.9 | 10.2 | 0.1361 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AEP | 2019-03-15 | 67.5 | Call | 12.5 | 12.8 | 0.1766 | 0.9993 | 0.0006 | -0.0049 | 0.0006 | 0.0644 |
2019-02-09 | AEP | 2019-03-15 | 67.5 | Put | 0 | 0.15 | 0.1766 | -0.0007 | 0.0006 | -0.0002 | 0.0006 | -0.0001 |
2019-02-09 | AEP | 2019-03-15 | 72.5 | Call | 7.6 | 7.9 | 0.1766 | 0.9698 | 0.0156 | -0.0092 | 0.0169 | 0.0669 |
2019-02-09 | AEP | 2019-03-15 | 72.5 | Put | 0.05 | 0.15 | 0.1766 | -0.0302 | 0.0156 | -0.0041 | 0.0169 | -0.0024 |
2019-02-09 | AEP | 2019-03-15 | 75 | Call | 5.3 | 5.5 | 0.1705 | 0.9034 | 0.0405 | -0.015 | 0.0424 | 0.0641 |
2019-02-09 | AEP | 2019-03-15 | 75 | Put | 0.2 | 0.3 | 0.1823 | -0.1115 | 0.0423 | -0.0117 | 0.0487 | -0.0081 |
2019-02-09 | AEP | 2019-03-15 | 77.5 | Call | 3 | 3.3 | 0.1438 | 0.7872 | 0.0816 | -0.019 | 0.0719 | 0.0573 |
2019-02-09 | AEP | 2019-03-15 | 77.5 | Put | 0.45 | 0.6 | 0.1547 | -0.2305 | 0.0802 | -0.0155 | 0.0763 | -0.016 |
2019-02-09 | AEP | 2019-03-15 | 80 | Call | 1.4 | 1.5 | 0.1357 | 0.534 | 0.1182 | -0.022 | 0.0984 | 0.0395 |
2019-02-09 | AEP | 2019-03-15 | 80 | Put | 1.25 | 1.35 | 0.141 | -0.4734 | 0.1171 | -0.0177 | 0.0983 | -0.0299 |
2019-02-09 | AEP | 2019-03-15 | 82.5 | Call | 0.4 | 0.5 | 0.1277 | 0.2449 | 0.0994 | -0.0156 | 0.0778 | 0.0183 |
2019-02-09 | AEP | 2019-03-15 | 82.5 | Put | 2.65 | 2.9 | 0.1277 | -0.775 | 0.1062 | -0.0106 | 0.075 | -0.0359 |
2019-02-09 | AEP | 2019-03-15 | 85 | Call | 0.05 | 0.15 | 0.1277 | 0.074 | 0.0443 | -0.0067 | 0.0347 | 0.0056 |
2019-02-09 | AEP | 2019-03-15 | 85 | Put | 4.9 | 5.2 | 0.1277 | -0.966 | 0.0542 | -0.002 | 0.022 | -0.0104 |
2019-02-09 | AEP | 2019-03-15 | 90 | Call | 0 | 0.05 | 0.1277 | 0.0019 | 0.0019 | -0.0003 | 0.0015 | 0.0001 |
2019-02-09 | AEP | 2019-03-15 | 90 | Put | 9.9 | 10.2 | 0.1277 | -1 | 0 | 0 | 0 | 0 |
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