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 | ES | 2019-03-15 | 70 | Call | 1 | 1.2 | 0.1341 | 0.521 | 0.1571 | -0.0212 | 0.0823 | 0.025 |
2019-02-09 | ES | 2019-03-15 | 70 | Put | 1.3 | 1.6 | 0.1479 | -0.5364 | 0.1274 | -0.0157 | 0.0854 | -0.0302 |
2019-02-09 | ES | 2019-03-15 | 75 | Call | 0 | 1 | 0.211 | 0.1399 | 0.0504 | -0.0155 | 0.0483 | 0.0085 |
2019-02-09 | ES | 2019-03-15 | 75 | Put | 5 | 6.3 | 0.211 | -0.8701 | 0.0483 | -0.0096 | 0.0462 | -0.0445 |
2019-02-09 | ES | 2019-03-15 | 80 | Call | 0 | 4.9 | 0.211 | 0.0187 | 0.0101 | -0.0031 | 0.0098 | 0.0012 |
2019-02-09 | ES | 2019-03-15 | 80 | Put | 9.6 | 11.7 | 0.211 | -0.9852 | 0.0088 | 0 | 0.0092 | -0.0469 |
2019-02-09 | ES | 2019-04-18 | 60 | Call | 9.4 | 10.4 | 0.1387 | 0.9999 | 0.0001 | -0.0043 | 0.0001 | 0.0337 |
2019-02-09 | ES | 2019-04-18 | 60 | Put | 0 | 4.9 | 0.1627 | -0.0138 | 0.0072 | -0.0012 | 0.0106 | -0.0018 |
2019-02-09 | ES | 2019-04-18 | 65 | Call | 5 | 5.6 | 0.1387 | 0.939 | 0.0417 | -0.0097 | 0.0395 | 0.0509 |
2019-02-09 | ES | 2019-04-18 | 65 | Put | 0.15 | 2.35 | 0.1627 | -0.1456 | 0.0473 | -0.0075 | 0.0698 | -0.0174 |
2019-02-09 | ES | 2019-04-18 | 70 | Call | 1.45 | 1.75 | 0.1387 | 0.5043 | 0.1011 | -0.0153 | 0.1186 | 0.0588 |
2019-02-09 | ES | 2019-04-18 | 70 | Put | 1.65 | 2.45 | 0.1627 | -0.5078 | 0.085 | -0.0122 | 0.1195 | -0.053 |
2019-02-09 | ES | 2019-04-18 | 75 | Call | 0 | 1.55 | 0.1775 | 0.1872 | 0.0505 | -0.0114 | 0.0807 | 0.0232 |
2019-02-09 | ES | 2019-04-18 | 75 | Put | 5.2 | 6.3 | 0.1775 | -0.8358 | 0.0526 | -0.0063 | 0.0762 | -0.0638 |
2019-02-09 | ES | 2019-04-18 | 80 | Call | 0 | 4.9 | 0.2424 | 0.1068 | 0.0253 | -0.0104 | 0.0552 | 0.0132 |
2019-02-09 | ES | 2019-04-18 | 80 | Put | 8.8 | 12.5 | 0.2424 | -0.9119 | 0.0255 | -0.0045 | 0.0491 | -0.0641 |
2019-02-09 | ESS | 2019-02-15 | 240 | Call | 35.5 | 40.4 | 0.168 | 1 | 0 | -0.0168 | 0 | 0.046 |
2019-02-09 | ESS | 2019-02-15 | 240 | Put | 0 | 0.25 | 0.1921 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 250 | Call | 25.8 | 30.5 | 0.168 | 1 | 0 | -0.0175 | 0 | 0.0479 |
2019-02-09 | ESS | 2019-02-15 | 250 | Put | 0 | 0.25 | 0.1921 | 0 | 0 | -0.0001 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 260 | Call | 16.1 | 20.2 | 0.168 | 0.9983 | 0.0009 | -0.0207 | 0.0022 | 0.0497 |
2019-02-09 | ESS | 2019-02-15 | 260 | Put | 0 | 0.25 | 0.1921 | -0.0053 | 0.002 | -0.0079 | 0.0058 | -0.0003 |
2019-02-09 | ESS | 2019-02-15 | 270 | Call | 7.7 | 9.3 | 0.168 | 0.903 | 0.0265 | -0.0963 | 0.0661 | 0.0465 |
2019-02-09 | ESS | 2019-02-15 | 270 | Put | 0.35 | 0.6 | 0.1921 | -0.1273 | 0.0282 | -0.1077 | 0.0803 | -0.0069 |
2019-02-09 | ESS | 2019-02-15 | 280 | Call | 1.45 | 1.8 | 0.1568 | 0.3878 | 0.0634 | -0.1727 | 0.1475 | 0.0204 |
2019-02-09 | ESS | 2019-02-15 | 280 | Put | 3.2 | 3.9 | 0.1649 | -0.6097 | 0.0614 | -0.1648 | 0.1493 | -0.0267 |
2019-02-09 | ESS | 2019-02-15 | 290 | Call | 0 | 0.25 | 0.1568 | 0.0286 | 0.0108 | -0.0288 | 0.0252 | 0.0015 |
2019-02-09 | ESS | 2019-02-15 | 290 | Put | 10.7 | 15 | 0.1649 | -0.9766 | 0.0133 | -0.0184 | 0.0244 | -0.0123 |
2019-02-09 | ESS | 2019-02-15 | 300 | Call | 0 | 0.25 | 0.1568 | 0.0003 | 0.0002 | -0.0004 | 0.0004 | 0 |
2019-02-09 | ESS | 2019-02-15 | 300 | Put | 20.6 | 24.8 | 0.1649 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 310 | Call | 0 | 0.25 | 0.1568 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 310 | Put | 30.2 | 35 | 0.1649 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 320 | Call | 0 | 0.25 | 0.1568 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-02-15 | 320 | Put | 40.1 | 45 | 0.1649 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-03-15 | 240 | Call | 36.1 | 41 | 0.2312 | 0.9833 | 0.0021 | -0.0283 | 0.0357 | 0.2247 |
2019-02-09 | ESS | 2019-03-15 | 240 | Put | 0 | 0.4 | 0.2312 | -0.0167 | 0.0021 | -0.0115 | 0.0357 | -0.0046 |
2019-02-09 | ESS | 2019-03-15 | 250 | Call | 26 | 30 | 0.2312 | 0.9403 | 0.006 | -0.0501 | 0.1021 | 0.2224 |
2019-02-09 | ESS | 2019-03-15 | 250 | Put | 0.4 | 0.65 | 0.2312 | -0.0597 | 0.006 | -0.0325 | 0.1021 | -0.0164 |
2019-02-09 | ESS | 2019-03-15 | 260 | Call | 18.8 | 20.5 | 0.1917 | 0.8856 | 0.0117 | -0.0615 | 0.1664 | 0.217 |
2019-02-09 | ESS | 2019-03-15 | 260 | Put | 1 | 1.3 | 0.2033 | -0.1279 | 0.012 | -0.0501 | 0.1836 | -0.0322 |
2019-02-09 | ESS | 2019-03-15 | 270 | Call | 10.5 | 12 | 0.1741 | 0.7321 | 0.022 | -0.0841 | 0.2834 | 0.1842 |
2019-02-09 | ESS | 2019-03-15 | 270 | Put | 2.6 | 2.9 | 0.1815 | -0.2776 | 0.0217 | -0.0701 | 0.2886 | -0.0671 |
2019-02-09 | ESS | 2019-03-15 | 280 | Call | 4.8 | 5.1 | 0.1613 | 0.4743 | 0.0287 | -0.088 | 0.3426 | 0.1216 |
2019-02-09 | ESS | 2019-03-15 | 280 | Put | 6.2 | 6.7 | 0.1669 | -0.5308 | 0.0284 | -0.0731 | 0.3411 | -0.1158 |
2019-02-09 | ESS | 2019-03-15 | 290 | Call | 1.3 | 1.7 | 0.1524 | 0.2075 | 0.0218 | -0.0576 | 0.2462 | 0.0538 |
2019-02-09 | ESS | 2019-03-15 | 290 | Put | 12 | 13.7 | 0.1502 | -0.8151 | 0.0234 | -0.039 | 0.2379 | -0.1256 |
2019-02-09 | ESS | 2019-03-15 | 300 | Call | 0.2 | 0.4 | 0.1524 | 0.0625 | 0.0094 | -0.0243 | 0.1058 | 0.0163 |
2019-02-09 | ESS | 2019-03-15 | 300 | Put | 20.1 | 25 | 0.1502 | -0.9756 | 0.0113 | -0.0064 | 0.0591 | -0.0294 |
2019-02-09 | ESS | 2019-03-15 | 310 | Call | 0 | 0.25 | 0.1524 | 0.0129 | 0.0025 | -0.0065 | 0.0286 | 0.0034 |
2019-02-09 | ESS | 2019-03-15 | 310 | Put | 30.2 | 35 | 0.1502 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-03-15 | 320 | Call | 0 | 0.25 | 0.1524 | 0.0018 | 0.0004 | -0.0011 | 0.0051 | 0.0005 |
2019-02-09 | ESS | 2019-03-15 | 320 | Put | 40.1 | 45 | 0.1502 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ESS | 2019-04-18 | 240 | Call | 36.5 | 41.3 | 0.2295 | 0.9535 | 0.0039 | -0.0378 | 0.1215 | 0.3095 |
2019-02-09 | ESS | 2019-04-18 | 240 | Put | 0.7 | 0.9 | 0.2295 | -0.0644 | 0.0046 | -0.0241 | 0.159 | -0.0322 |
2019-02-09 | ESS | 2019-04-18 | 250 | Call | 27 | 31.1 | 0.1346 | 0.9828 | 0.003 | -0.0233 | 0.0573 | 0.329 |
2019-02-09 | ESS | 2019-04-18 | 250 | Put | 1.1 | 1.65 | 0.206 | -0.1113 | 0.0078 | -0.0322 | 0.2377 | -0.0548 |
2019-02-09 | ESS | 2019-04-18 | 260 | Call | 20.1 | 21.9 | 0.191 | 0.828 | 0.0121 | -0.0613 | 0.2986 | 0.2993 |
2019-02-09 | ESS | 2019-04-18 | 260 | Put | 2.65 | 3.1 | 0.1963 | -0.2091 | 0.0124 | -0.0455 | 0.3519 | -0.1013 |
2019-02-09 | ESS | 2019-04-18 | 270 | Call | 13 | 13.8 | 0.183 | 0.6808 | 0.0175 | -0.074 | 0.4256 | 0.2642 |
2019-02-09 | ESS | 2019-04-18 | 270 | Put | 5.1 | 5.7 | 0.1834 | -0.3521 | 0.0172 | -0.053 | 0.4469 | -0.1664 |
2019-02-09 | ESS | 2019-04-18 | 280 | Call | 7 | 7.6 | 0.1711 | 0.4897 | 0.0206 | -0.0725 | 0.4716 | 0.2023 |
2019-02-09 | ESS | 2019-04-18 | 280 | Put | 9.3 | 10 | 0.1735 | -0.5377 | 0.0195 | -0.05 | 0.4752 | -0.247 |
2019-02-09 | ESS | 2019-04-18 | 290 | Call | 2.95 | 3.3 | 0.1579 | 0.2826 | 0.0187 | -0.0542 | 0.4093 | 0.125 |
2019-02-09 | ESS | 2019-04-18 | 290 | Put | 15.3 | 16.5 | 0.1663 | -0.7258 | 0.0172 | -0.034 | 0.4039 | -0.3231 |
2019-02-09 | ESS | 2019-04-18 | 300 | Call | 0.9 | 1.2 | 0.1494 | 0.1236 | 0.0118 | -0.0299 | 0.2509 | 0.0589 |
2019-02-09 | ESS | 2019-04-18 | 300 | Put | 22.9 | 24.8 | 0.1592 | -0.8727 | 0.0113 | -0.0107 | 0.2615 | -0.3781 |
2019-02-09 | ESS | 2019-04-18 | 310 | Call | 0.05 | 0.55 | 0.1494 | 0.0464 | 0.0055 | -0.0136 | 0.1158 | 0.0232 |
2019-02-09 | ESS | 2019-04-18 | 310 | Put | 31.8 | 36 | 0.1592 | -0.949 | 0.0057 | 0 | 0.1356 | -0.409 |
2019-02-09 | ESS | 2019-04-18 | 320 | Call | 0 | 0.3 | 0.1494 | 0.0149 | 0.0021 | -0.0052 | 0.0448 | 0.0075 |
2019-02-09 | ESS | 2019-04-18 | 320 | Put | 40.9 | 45.5 | 0.1592 | -0.9831 | 0.0023 | 0 | 0.058 | -0.4278 |
2019-02-09 | ETFC | 2019-02-22 | 39 | Call | 6.65 | 7.15 | 0.4059 | 0.9826 | 0.0118 | -0.0083 | 0.0039 | 0.0146 |
2019-02-09 | ETFC | 2019-02-22 | 39 | Put | 0 | 0.09 | 0.4302 | -0.023 | 0.0141 | -0.0075 | 0.0049 | -0.0004 |
2019-02-09 | ETFC | 2019-02-22 | 41.5 | Call | 4.45 | 4.65 | 0.3415 | 0.9412 | 0.0382 | -0.0156 | 0.0105 | 0.0148 |
2019-02-09 | ETFC | 2019-02-22 | 41.5 | Put | 0.11 | 0.17 | 0.3909 | -0.0843 | 0.044 | -0.0192 | 0.0139 | -0.0015 |
2019-02-09 | ETFC | 2019-02-22 | 42.5 | Call | 3.55 | 3.9 | 0.3841 | 0.8606 | 0.0643 | -0.0299 | 0.02 | 0.0137 |
2019-02-09 | ETFC | 2019-02-22 | 42.5 | Put | 0.16 | 0.23 | 0.3533 | -0.1206 | 0.0635 | -0.0225 | 0.0185 | -0.0021 |
2019-02-09 | ETFC | 2019-02-22 | 44 | Call | 2.26 | 2.42 | 0.3073 | 0.7763 | 0.1082 | -0.0318 | 0.0269 | 0.0128 |
2019-02-09 | ETFC | 2019-02-22 | 44 | Put | 0.33 | 0.39 | 0.3044 | -0.2219 | 0.1093 | -0.0285 | 0.0268 | -0.0037 |
2019-02-09 | ETFC | 2019-02-22 | 45 | Call | 1.51 | 1.65 | 0.2874 | 0.6588 | 0.142 | -0.0359 | 0.033 | 0.011 |
2019-02-09 | ETFC | 2019-02-22 | 45 | Put | 0.54 | 0.64 | 0.2819 | -0.3396 | 0.1455 | -0.0323 | 0.0332 | -0.0055 |
2019-02-09 | ETFC | 2019-02-22 | 46 | Call | 0.9 | 1 | 0.2683 | 0.5063 | 0.1654 | -0.036 | 0.0359 | 0.0085 |
2019-02-09 | ETFC | 2019-02-22 | 46 | Put | 0.92 | 1.03 | 0.2672 | -0.4956 | 0.1677 | -0.0329 | 0.0359 | -0.0077 |
2019-02-09 | ETFC | 2019-02-22 | 47 | Call | 0.48 | 0.59 | 0.2651 | 0.345 | 0.1545 | -0.0325 | 0.0331 | 0.0059 |
2019-02-09 | ETFC | 2019-02-22 | 47 | Put | 1.47 | 1.68 | 0.2681 | -0.6563 | 0.1551 | -0.03 | 0.0329 | -0.0096 |
2019-02-09 | ETFC | 2019-02-22 | 48 | Call | 0.24 | 0.28 | 0.2584 | 0.2042 | 0.122 | -0.0242 | 0.0255 | 0.0035 |
2019-02-09 | ETFC | 2019-02-22 | 48 | Put | 2.24 | 2.38 | 0.2651 | -0.7943 | 0.1232 | -0.0223 | 0.0256 | -0.0103 |
2019-02-09 | ETFC | 2019-02-22 | 49 | Call | 0.08 | 0.17 | 0.2839 | 0.1316 | 0.0836 | -0.0199 | 0.0192 | 0.0023 |
2019-02-09 | ETFC | 2019-02-22 | 49 | Put | 3.1 | 3.3 | 0.2839 | -0.8745 | 0.0855 | -0.0169 | 0.0188 | -0.0099 |
2019-02-09 | ETFC | 2019-02-22 | 50.5 | Call | 0 | 0.08 | 0.275 | 0.043 | 0.037 | -0.0082 | 0.0082 | 0.0007 |
2019-02-09 | ETFC | 2019-02-22 | 50.5 | Put | 4.5 | 4.8 | 0.2997 | -0.9502 | 0.0449 | -0.0083 | 0.0097 | -0.0075 |
2019-02-09 | ETFC | 2019-02-22 | 53 | Call | 0 | 0.04 | 0.275 | 0.0045 | 0.0053 | -0.0012 | 0.0012 | 0.0001 |
2019-02-09 | ETFC | 2019-02-22 | 53 | Put | 6.85 | 7.5 | 0.2997 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ETFC | 2019-03-08 | 40 | Call | 5.9 | 7.95 | 0.463 | 0.8765 | 0.0347 | -0.0238 | 0.026 | 0.026 |
2019-02-09 | ETFC | 2019-03-08 | 40 | Put | 0.12 | 0.61 | 0.463 | -0.1234 | 0.0348 | -0.0211 | 0.0268 | -0.0043 |
2019-02-09 | ETFC | 2019-03-08 | 41.5 | Call | 4.6 | 5.75 | 0.463 | 0.808 | 0.0464 | -0.031 | 0.0347 | 0.0245 |
2019-02-09 | ETFC | 2019-03-08 | 41.5 | Put | 0.2 | 0.78 | 0.463 | -0.1921 | 0.0467 | -0.0282 | 0.0359 | -0.0067 |
2019-02-09 | ETFC | 2019-03-08 | 42.5 | Call | 3.65 | 4.85 | 0.4159 | 0.7729 | 0.057 | -0.0307 | 0.0383 | 0.024 |
2019-02-09 | ETFC | 2019-03-08 | 42.5 | Put | 0.33 | 0.53 | 0.3303 | -0.1803 | 0.0628 | -0.0192 | 0.0334 | -0.0061 |
2019-02-09 | ETFC | 2019-03-08 | 44 | Call | 2.53 | 2.79 | 0.2887 | 0.7262 | 0.0907 | -0.024 | 0.0423 | 0.0235 |
2019-02-09 | ETFC | 2019-03-08 | 44 | Put | 0.56 | 0.71 | 0.2858 | -0.273 | 0.0921 | -0.0208 | 0.0421 | -0.0091 |
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