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 | EL | 2019-02-15 | 165 | Call | 0 | 0.05 | 0.195 | 0.0093 | 0.006 | -0.0076 | 0.0053 | 0.0003 |
2019-02-09 | EL | 2019-02-15 | 165 | Put | 10 | 10.8 | 0.2163 | -0.9933 | 0.01 | -0.0039 | 0.0052 | -0.0024 |
2019-02-09 | EL | 2019-02-15 | 170 | Call | 0 | 0.05 | 0.195 | 0.0003 | 0.0002 | -0.0003 | 0.0002 | 0 |
2019-02-09 | EL | 2019-02-15 | 170 | Put | 14.9 | 15.8 | 0.2163 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EL | 2019-03-15 | 130 | Call | 24.3 | 25.1 | 0.3267 | 0.9702 | 0.0049 | -0.0258 | 0.0349 | 0.0714 |
2019-02-09 | EL | 2019-03-15 | 130 | Put | 0.2 | 0.3 | 0.3267 | -0.0385 | 0.0054 | -0.0182 | 0.0399 | -0.0059 |
2019-02-09 | EL | 2019-03-15 | 140 | Call | 15.3 | 15.6 | 0.2716 | 0.901 | 0.0146 | -0.0438 | 0.0824 | 0.0824 |
2019-02-09 | EL | 2019-03-15 | 140 | Put | 0.7 | 0.85 | 0.2781 | -0.1151 | 0.0147 | -0.0358 | 0.0953 | -0.0165 |
2019-02-09 | EL | 2019-03-15 | 145 | Call | 10.6 | 11.1 | 0.2366 | 0.8312 | 0.0239 | -0.0518 | 0.1204 | 0.0861 |
2019-02-09 | EL | 2019-03-15 | 145 | Put | 1.3 | 1.5 | 0.2565 | -0.1977 | 0.0229 | -0.0468 | 0.136 | -0.0277 |
2019-02-09 | EL | 2019-03-15 | 150 | Call | 7 | 7.2 | 0.2322 | 0.6842 | 0.0333 | -0.0655 | 0.1718 | 0.0806 |
2019-02-09 | EL | 2019-03-15 | 150 | Put | 2.4 | 2.75 | 0.2403 | -0.3288 | 0.0318 | -0.0562 | 0.1745 | -0.0446 |
2019-02-09 | EL | 2019-03-15 | 155 | Call | 3.9 | 4.1 | 0.2179 | 0.5029 | 0.0391 | -0.0657 | 0.1904 | 0.0665 |
2019-02-09 | EL | 2019-03-15 | 155 | Put | 4.3 | 4.8 | 0.228 | -0.5023 | 0.0372 | -0.0573 | 0.1906 | -0.065 |
2019-02-09 | EL | 2019-03-15 | 160 | Call | 1.85 | 2.05 | 0.2099 | 0.3124 | 0.0356 | -0.0544 | 0.1699 | 0.0438 |
2019-02-09 | EL | 2019-03-15 | 160 | Put | 7.1 | 7.7 | 0.214 | -0.6911 | 0.0354 | -0.0449 | 0.168 | -0.0821 |
2019-02-09 | EL | 2019-03-15 | 165 | Call | 0.7 | 0.9 | 0.2041 | 0.1599 | 0.0251 | -0.0357 | 0.1177 | 0.0231 |
2019-02-09 | EL | 2019-03-15 | 165 | Put | 11.1 | 11.6 | 0.2162 | -0.8338 | 0.0252 | -0.0286 | 0.1235 | -0.0905 |
2019-02-09 | EL | 2019-03-15 | 170 | Call | 0.2 | 0.35 | 0.2 | 0.0672 | 0.0136 | -0.0185 | 0.0621 | 0.0097 |
2019-02-09 | EL | 2019-03-15 | 170 | Put | 15.4 | 16.3 | 0.2205 | -0.9204 | 0.0149 | -0.0126 | 0.074 | -0.0924 |
2019-02-09 | EL | 2019-04-18 | 130 | Call | 25.4 | 25.7 | 0.289 | 0.93 | 0.007 | -0.0276 | 0.0894 | 0.2195 |
2019-02-09 | EL | 2019-04-18 | 130 | Put | 0.65 | 0.8 | 0.2995 | -0.0766 | 0.0073 | -0.0203 | 0.1004 | -0.0217 |
2019-02-09 | EL | 2019-04-18 | 140 | Call | 16.4 | 16.7 | 0.2573 | 0.8355 | 0.0145 | -0.0395 | 0.1689 | 0.2097 |
2019-02-09 | EL | 2019-04-18 | 140 | Put | 1.6 | 1.8 | 0.264 | -0.1713 | 0.0146 | -0.0311 | 0.1698 | -0.0471 |
2019-02-09 | EL | 2019-04-18 | 145 | Call | 12.3 | 12.6 | 0.242 | 0.7564 | 0.0195 | -0.0449 | 0.2145 | 0.1948 |
2019-02-09 | EL | 2019-04-18 | 145 | Put | 2.45 | 2.8 | 0.2492 | -0.2513 | 0.0194 | -0.0363 | 0.2153 | -0.0676 |
2019-02-09 | EL | 2019-04-18 | 150 | Call | 8.7 | 9 | 0.2299 | 0.6492 | 0.0243 | -0.0486 | 0.2494 | 0.171 |
2019-02-09 | EL | 2019-04-18 | 150 | Put | 3.8 | 4.3 | 0.2375 | -0.3579 | 0.024 | -0.0398 | 0.25 | -0.0931 |
2019-02-09 | EL | 2019-04-18 | 155 | Call | 5.7 | 6 | 0.2192 | 0.52 | 0.0274 | -0.0484 | 0.2655 | 0.1396 |
2019-02-09 | EL | 2019-04-18 | 155 | Put | 5.8 | 6.3 | 0.2263 | -0.4858 | 0.0272 | -0.0394 | 0.265 | -0.1198 |
2019-02-09 | EL | 2019-04-18 | 160 | Call | 3.4 | 3.7 | 0.2105 | 0.3818 | 0.0272 | -0.0434 | 0.2538 | 0.103 |
2019-02-09 | EL | 2019-04-18 | 160 | Put | 8.6 | 9.1 | 0.2209 | -0.6217 | 0.027 | -0.0354 | 0.2549 | -0.1409 |
2019-02-09 | EL | 2019-04-18 | 165 | Call | 1.95 | 2.2 | 0.2084 | 0.2585 | 0.0234 | -0.0359 | 0.2146 | 0.0713 |
2019-02-09 | EL | 2019-04-18 | 165 | Put | 12 | 12.6 | 0.2154 | -0.7492 | 0.024 | -0.027 | 0.2117 | -0.149 |
2019-02-09 | EL | 2019-04-18 | 170 | Call | 1 | 1.15 | 0.2034 | 0.1575 | 0.0178 | -0.0257 | 0.1603 | 0.0432 |
2019-02-09 | EL | 2019-04-18 | 170 | Put | 16.1 | 16.7 | 0.2146 | -0.8487 | 0.0186 | -0.0172 | 0.155 | -0.1433 |
2019-02-09 | EL | 2019-04-18 | 180 | Call | 0.15 | 0.3 | 0.2387 | 0.0811 | 0.0095 | -0.0184 | 0.1 | 0.0223 |
2019-02-09 | EL | 2019-04-18 | 180 | Put | 25.3 | 26.3 | 0.2387 | -0.9395 | 0.0092 | -0.0047 | 0.0842 | -0.1253 |
2019-02-09 | EMN | 2019-02-15 | 67.5 | Call | 11.1 | 12.2 | 0.2385 | 1 | 0 | -0.0047 | 0 | 0.0129 |
2019-02-09 | EMN | 2019-02-15 | 67.5 | Put | 0 | 0.1 | 0.2827 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EMN | 2019-02-15 | 70 | Call | 8.8 | 9.7 | 0.2385 | 0.9999 | 0.0001 | -0.005 | 0 | 0.0134 |
2019-02-09 | EMN | 2019-02-15 | 70 | Put | 0 | 0.1 | 0.2827 | -0.0008 | 0.0009 | -0.0006 | 0.0003 | 0 |
2019-02-09 | EMN | 2019-02-15 | 72.5 | Call | 6.2 | 7.2 | 0.2385 | 0.9962 | 0.0043 | -0.0071 | 0.0012 | 0.0138 |
2019-02-09 | EMN | 2019-02-15 | 72.5 | Put | 0 | 0.15 | 0.2827 | -0.012 | 0.0101 | -0.0068 | 0.0034 | -0.0002 |
2019-02-09 | EMN | 2019-02-15 | 75 | Call | 4 | 4.7 | 0.2385 | 0.9499 | 0.0396 | -0.0242 | 0.0113 | 0.0136 |
2019-02-09 | EMN | 2019-02-15 | 75 | Put | 0.1 | 0.2 | 0.2827 | -0.0819 | 0.0489 | -0.033 | 0.0166 | -0.0013 |
2019-02-09 | EMN | 2019-02-15 | 77.5 | Call | 1.85 | 2.25 | 0.2385 | 0.7423 | 0.1237 | -0.0642 | 0.0353 | 0.0109 |
2019-02-09 | EMN | 2019-02-15 | 77.5 | Put | 0.5 | 0.65 | 0.2827 | -0.29 | 0.1112 | -0.0745 | 0.037 | -0.0041 |
2019-02-09 | EMN | 2019-02-15 | 80 | Call | 0.6 | 0.75 | 0.2391 | 0.378 | 0.1452 | -0.0732 | 0.0416 | 0.0056 |
2019-02-09 | EMN | 2019-02-15 | 80 | Put | 1.5 | 1.7 | 0.2534 | -0.6165 | 0.1391 | -0.0731 | 0.0415 | -0.0079 |
2019-02-09 | EMN | 2019-02-15 | 85 | Call | 0 | 0.1 | 0.2391 | 0.0161 | 0.0153 | -0.0076 | 0.0044 | 0.0002 |
2019-02-09 | EMN | 2019-02-15 | 85 | Put | 5.5 | 6.3 | 0.2534 | -0.9865 | 0.0202 | -0.0052 | 0.0042 | -0.003 |
2019-02-09 | EMN | 2019-02-15 | 90 | Call | 0 | 0.05 | 0.2391 | 0.0001 | 0.0001 | 0 | 0 | 0 |
2019-02-09 | EMN | 2019-02-15 | 90 | Put | 10.4 | 11.4 | 0.2534 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EMN | 2019-03-15 | 67.5 | Call | 11.4 | 12.1 | 0.3239 | 0.9561 | 0.0121 | -0.0152 | 0.0243 | 0.0574 |
2019-02-09 | EMN | 2019-03-15 | 67.5 | Put | 0.15 | 0.25 | 0.3239 | -0.0572 | 0.0146 | -0.0126 | 0.0279 | -0.0045 |
2019-02-09 | EMN | 2019-03-15 | 70 | Call | 9 | 9.7 | 0.2393 | 0.9622 | 0.0145 | -0.0117 | 0.021 | 0.0601 |
2019-02-09 | EMN | 2019-03-15 | 70 | Put | 0.3 | 0.4 | 0.302 | -0.0971 | 0.0235 | -0.0175 | 0.0426 | -0.0074 |
2019-02-09 | EMN | 2019-03-15 | 72.5 | Call | 6.9 | 7.6 | 0.2827 | 0.8637 | 0.0327 | -0.0263 | 0.0552 | 0.0551 |
2019-02-09 | EMN | 2019-03-15 | 72.5 | Put | 0.55 | 0.7 | 0.2833 | -0.1644 | 0.0362 | -0.0235 | 0.0632 | -0.0125 |
2019-02-09 | EMN | 2019-03-15 | 75 | Call | 4.8 | 5.2 | 0.2436 | 0.787 | 0.0504 | -0.0292 | 0.0701 | 0.0517 |
2019-02-09 | EMN | 2019-03-15 | 75 | Put | 0.95 | 1.2 | 0.2628 | -0.2651 | 0.0515 | -0.0285 | 0.08 | -0.0202 |
2019-02-09 | EMN | 2019-03-15 | 77.5 | Call | 3.1 | 3.5 | 0.2453 | 0.6349 | 0.0647 | -0.0361 | 0.0911 | 0.0425 |
2019-02-09 | EMN | 2019-03-15 | 77.5 | Put | 1.6 | 2 | 0.2427 | -0.4067 | 0.0661 | -0.0305 | 0.0946 | -0.031 |
2019-02-09 | EMN | 2019-03-15 | 80 | Call | 1.75 | 2 | 0.2321 | 0.4622 | 0.0722 | -0.0353 | 0.0956 | 0.0315 |
2019-02-09 | EMN | 2019-03-15 | 80 | Put | 2.95 | 3.2 | 0.2402 | -0.5753 | 0.0675 | -0.0295 | 0.0955 | -0.0441 |
2019-02-09 | EMN | 2019-03-15 | 82.5 | Call | 0.85 | 1.05 | 0.2263 | 0.2904 | 0.0639 | -0.0291 | 0.0843 | 0.0201 |
2019-02-09 | EMN | 2019-03-15 | 82.5 | Put | 4.3 | 5 | 0.2252 | -0.7423 | 0.0593 | -0.021 | 0.0796 | -0.0574 |
2019-02-09 | EMN | 2019-03-15 | 85 | Call | 0.3 | 0.45 | 0.2141 | 0.1464 | 0.0452 | -0.0182 | 0.0575 | 0.0103 |
2019-02-09 | EMN | 2019-03-15 | 85 | Put | 6.5 | 7 | 0.234 | -0.8503 | 0.0412 | -0.0139 | 0.0598 | -0.0669 |
2019-02-09 | EMN | 2019-03-15 | 87.5 | Call | 0.1 | 0.2 | 0.2468 | 0.0982 | 0.0295 | -0.0157 | 0.0433 | 0.0069 |
2019-02-09 | EMN | 2019-03-15 | 87.5 | Put | 8.7 | 9.4 | 0.2468 | -0.9132 | 0.0265 | -0.0079 | 0.04 | -0.0733 |
2019-02-09 | EMN | 2019-03-15 | 90 | Call | 0.05 | 0.15 | 0.2634 | 0.0593 | 0.0188 | -0.0113 | 0.0302 | 0.0042 |
2019-02-09 | EMN | 2019-03-15 | 90 | Put | 11 | 11.9 | 0.2634 | -0.9472 | 0.0169 | -0.0039 | 0.0276 | -0.0779 |
2019-02-09 | EMR | 2019-02-22 | 57 | Call | 8.8 | 10.2 | 0.2312 | 1 | 0 | -0.0039 | 0 | 0.0077 |
2019-02-09 | EMR | 2019-02-22 | 57 | Put | 0 | 0.2 | 0.2356 | -0.0005 | 0.0006 | -0.0002 | 0.0002 | 0 |
2019-02-09 | EMR | 2019-02-22 | 60 | Call | 6.3 | 7.1 | 0.2312 | 0.9997 | 0.0006 | -0.0043 | 0.0001 | 0.0081 |
2019-02-09 | EMR | 2019-02-22 | 60 | Put | 0 | 0.15 | 0.2356 | -0.0142 | 0.0118 | -0.0039 | 0.0047 | -0.0004 |
2019-02-09 | EMR | 2019-02-22 | 62 | Call | 4.1 | 5 | 0.2312 | 0.9873 | 0.0168 | -0.0096 | 0.0044 | 0.0087 |
2019-02-09 | EMR | 2019-02-22 | 62 | Put | 0.05 | 0.15 | 0.2356 | -0.069 | 0.0436 | -0.0142 | 0.0179 | -0.0017 |
2019-02-09 | EMR | 2019-02-22 | 64 | Call | 2.6 | 2.95 | 0.156 | 0.9741 | 0.0462 | -0.0111 | 0.0078 | 0.0087 |
2019-02-09 | EMR | 2019-02-22 | 64 | Put | 0.25 | 0.4 | 0.2206 | -0.1994 | 0.0983 | -0.0278 | 0.0377 | -0.0047 |
2019-02-09 | EMR | 2019-02-22 | 65 | Call | 1.9 | 2.1 | 0.2093 | 0.7839 | 0.149 | -0.0427 | 0.0372 | 0.0106 |
2019-02-09 | EMR | 2019-02-22 | 65 | Put | 0.45 | 0.65 | 0.2107 | -0.3075 | 0.1296 | -0.0331 | 0.0459 | -0.0072 |
2019-02-09 | EMR | 2019-02-22 | 67 | Call | 0.55 | 0.75 | 0.1776 | 0.4269 | 0.2043 | -0.0407 | 0.0484 | 0.0081 |
2019-02-09 | EMR | 2019-02-22 | 67 | Put | 1.25 | 1.5 | 0.1901 | -0.6056 | 0.159 | -0.0317 | 0.0504 | -0.0127 |
2019-02-09 | EMR | 2019-02-22 | 68 | Call | 0.25 | 0.45 | 0.1831 | 0.2574 | 0.1481 | -0.031 | 0.0417 | 0.0057 |
2019-02-09 | EMR | 2019-02-22 | 68 | Put | 1.9 | 2.25 | 0.192 | -0.7478 | 0.1322 | -0.0257 | 0.0426 | -0.0142 |
2019-02-09 | EMR | 2019-02-22 | 69 | Call | 0 | 0.15 | 0.1776 | 0.1315 | 0.0953 | -0.0187 | 0.0282 | 0.0032 |
2019-02-09 | EMR | 2019-02-22 | 69 | Put | 2.5 | 3.2 | 0.1776 | -0.8784 | 0.0934 | -0.0134 | 0.0268 | -0.0139 |
2019-02-09 | EMR | 2019-02-22 | 71 | Call | 0 | 0.1 | 0.2609 | 0.095 | 0.0499 | -0.0209 | 0.0219 | 0.0024 |
2019-02-09 | EMR | 2019-02-22 | 71 | Put | 4.6 | 5.1 | 0.2609 | -0.9114 | 0.0503 | -0.016 | 0.021 | -0.0143 |
2019-02-09 | EMR | 2019-02-22 | 73 | Call | 0 | 0.1 | 0.3623 | 0.0937 | 0.0356 | -0.0285 | 0.0217 | 0.0023 |
2019-02-09 | EMR | 2019-02-22 | 73 | Put | 6.3 | 7.5 | 0.3623 | -0.9111 | 0.0358 | -0.0236 | 0.0214 | -0.0153 |
2019-02-09 | EMR | 2019-02-22 | 75 | Call | 0 | 0.1 | 0.4608 | 0.0936 | 0.028 | -0.0361 | 0.0217 | 0.0023 |
2019-02-09 | EMR | 2019-02-22 | 75 | Put | 8.5 | 9.4 | 0.4608 | -0.9103 | 0.0281 | -0.0311 | 0.0217 | -0.0161 |
2019-02-09 | EMR | 2019-03-08 | 57 | Call | 8.9 | 11 | 0.2147 | 1 | 0 | -0.0039 | 0 | 0.0075 |
2019-02-09 | EMR | 2019-03-08 | 57 | Put | 0 | 0.2 | 0.237 | -0.0093 | 0.0057 | -0.0019 | 0.0046 | -0.0005 |
2019-02-09 | EMR | 2019-03-08 | 60 | Call | 5.8 | 7.1 | 0.2147 | 0.9981 | 0.0032 | -0.005 | 0.0013 | 0.008 |
2019-02-09 | EMR | 2019-03-08 | 60 | Put | 0.1 | 0.25 | 0.237 | -0.0579 | 0.0267 | -0.0087 | 0.0213 | -0.003 |
Subsets and Splits
No community queries yet
The top public SQL queries from the community will appear here once available.