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 | ETFC | 2019-03-08 | 45 | Call | 1.79 | 2.1 | 0.2744 | 0.6304 | 0.1081 | -0.0254 | 0.048 | 0.0207 |
2019-02-09 | ETFC | 2019-03-08 | 45 | Put | 0.86 | 1.02 | 0.2761 | -0.3719 | 0.1087 | -0.0227 | 0.0483 | -0.012 |
2019-02-09 | ETFC | 2019-03-08 | 46 | Call | 1.22 | 1.5 | 0.2662 | 0.517 | 0.1177 | -0.0257 | 0.0507 | 0.0172 |
2019-02-09 | ETFC | 2019-03-08 | 46 | Put | 1.28 | 1.46 | 0.2707 | -0.4855 | 0.1173 | -0.0232 | 0.0507 | -0.0152 |
2019-02-09 | ETFC | 2019-03-08 | 47 | Call | 0.8 | 1.02 | 0.2619 | 0.3996 | 0.1159 | -0.0242 | 0.0491 | 0.0134 |
2019-02-09 | ETFC | 2019-03-08 | 47 | Put | 1.83 | 2.1 | 0.2757 | -0.5981 | 0.1125 | -0.0226 | 0.0497 | -0.0179 |
2019-02-09 | ETFC | 2019-03-08 | 48 | Call | 0.51 | 0.61 | 0.2546 | 0.287 | 0.1052 | -0.0206 | 0.0433 | 0.0097 |
2019-02-09 | ETFC | 2019-03-08 | 48 | Put | 2.42 | 2.75 | 0.2625 | -0.7127 | 0.1054 | -0.0185 | 0.0438 | -0.0196 |
2019-02-09 | ETFC | 2019-03-08 | 49 | Call | 0.29 | 0.41 | 0.257 | 0.1987 | 0.0853 | -0.0169 | 0.0355 | 0.0067 |
2019-02-09 | ETFC | 2019-03-08 | 49 | Put | 3.25 | 3.6 | 0.2789 | -0.7876 | 0.0855 | -0.0165 | 0.0365 | -0.0202 |
2019-02-09 | ETFC | 2019-03-08 | 50.5 | Call | 0.11 | 0.6 | 0.2986 | 0.1396 | 0.0585 | -0.0155 | 0.0283 | 0.0047 |
2019-02-09 | ETFC | 2019-03-08 | 50.5 | Put | 4 | 5.45 | 0.2986 | -0.8694 | 0.0605 | -0.0125 | 0.0269 | -0.0193 |
2019-02-09 | ETFC | 2019-03-08 | 53 | Call | 0 | 0.5 | 0.2986 | 0.0478 | 0.0262 | -0.0069 | 0.0127 | 0.0016 |
2019-02-09 | ETFC | 2019-03-08 | 53 | Put | 6.65 | 9.2 | 0.2986 | -0.9665 | 0.0286 | -0.0038 | 0.0101 | -0.0102 |
2019-02-09 | ETFC | 2019-03-29 | 40 | Call | 6.15 | 6.6 | 0.3297 | 0.8914 | 0.0336 | -0.013 | 0.0313 | 0.0464 |
2019-02-09 | ETFC | 2019-03-29 | 40 | Put | 0.25 | 0.41 | 0.3373 | -0.1133 | 0.034 | -0.0108 | 0.0334 | -0.0069 |
2019-02-09 | ETFC | 2019-03-29 | 41.5 | Call | 4.8 | 5.15 | 0.2915 | 0.8499 | 0.0476 | -0.0141 | 0.0392 | 0.0457 |
2019-02-09 | ETFC | 2019-03-29 | 41.5 | Put | 0.28 | 0.54 | 0.2935 | -0.152 | 0.0479 | -0.0114 | 0.0394 | -0.0091 |
2019-02-09 | ETFC | 2019-03-29 | 42.5 | Call | 4 | 4.3 | 0.2842 | 0.7971 | 0.0591 | -0.0161 | 0.0475 | 0.0435 |
2019-02-09 | ETFC | 2019-03-29 | 42.5 | Put | 0.6 | 1.56 | 0.2842 | -0.2038 | 0.0597 | -0.0132 | 0.0475 | -0.012 |
2019-02-09 | ETFC | 2019-03-29 | 44 | Call | 2.88 | 3.15 | 0.272 | 0.697 | 0.0763 | -0.0184 | 0.0587 | 0.0389 |
2019-02-09 | ETFC | 2019-03-29 | 44 | Put | 0.85 | 1.13 | 0.281 | -0.3094 | 0.0754 | -0.0161 | 0.0586 | -0.0178 |
2019-02-09 | ETFC | 2019-03-29 | 45 | Call | 2.18 | 2.68 | 0.277 | 0.6129 | 0.0822 | -0.0201 | 0.0644 | 0.0345 |
2019-02-09 | ETFC | 2019-03-29 | 45 | Put | 1.25 | 1.5 | 0.2807 | -0.3908 | 0.0824 | -0.0174 | 0.0651 | -0.022 |
2019-02-09 | ETFC | 2019-03-29 | 46 | Call | 1.68 | 1.96 | 0.2648 | 0.5274 | 0.0894 | -0.0197 | 0.0669 | 0.03 |
2019-02-09 | ETFC | 2019-03-29 | 46 | Put | 1.7 | 1.94 | 0.2765 | -0.476 | 0.0871 | -0.0176 | 0.0669 | -0.026 |
2019-02-09 | ETFC | 2019-03-29 | 47 | Call | 1.11 | 1.42 | 0.2479 | 0.4326 | 0.0943 | -0.0181 | 0.0661 | 0.0249 |
2019-02-09 | ETFC | 2019-03-29 | 47 | Put | 2.08 | 2.47 | 0.2609 | -0.568 | 0.0918 | -0.016 | 0.0659 | -0.0297 |
2019-02-09 | ETFC | 2019-03-29 | 48 | Call | 0.75 | 1.03 | 0.2442 | 0.3412 | 0.0893 | -0.0165 | 0.0617 | 0.0198 |
2019-02-09 | ETFC | 2019-03-29 | 48 | Put | 2.75 | 3.1 | 0.2616 | -0.6539 | 0.0868 | -0.0148 | 0.0622 | -0.0324 |
2019-02-09 | ETFC | 2019-03-29 | 49 | Call | 0.51 | 0.77 | 0.2477 | 0.2645 | 0.0786 | -0.0147 | 0.055 | 0.0154 |
2019-02-09 | ETFC | 2019-03-29 | 49 | Put | 3.55 | 3.85 | 0.2708 | -0.7239 | 0.0769 | -0.0137 | 0.0562 | -0.0339 |
2019-02-09 | ETFC | 2019-03-29 | 50.5 | Call | 0.34 | 0.4 | 0.2505 | 0.171 | 0.0603 | -0.0115 | 0.0427 | 0.01 |
2019-02-09 | ETFC | 2019-03-29 | 50.5 | Put | 4 | 5.1 | 0.2505 | -0.8437 | 0.0637 | -0.0084 | 0.04 | -0.0315 |
2019-02-09 | ETFC | 2019-03-29 | 53 | Call | 0.03 | 0.15 | 0.2499 | 0.0694 | 0.0317 | -0.0059 | 0.0224 | 0.0041 |
2019-02-09 | ETFC | 2019-03-29 | 53 | Put | 6.45 | 7.75 | 0.3694 | -0.8425 | 0.0418 | -0.0132 | 0.0407 | -0.0358 |
2019-02-09 | ETN | 2019-02-22 | 64.5 | Call | 10.8 | 11.7 | 0.2108 | 1 | 0 | -0.0045 | 0 | 0.0247 |
2019-02-09 | ETN | 2019-02-22 | 64.5 | Put | 0 | 0.15 | 0.2524 | -0.0005 | 0.0004 | -0.0002 | 0.0002 | 0 |
2019-02-09 | ETN | 2019-02-22 | 68 | Call | 7.3 | 8.2 | 0.2108 | 0.9964 | 0.0035 | -0.0059 | 0.0016 | 0.0259 |
2019-02-09 | ETN | 2019-02-22 | 68 | Put | 0 | 0.3 | 0.2524 | -0.0122 | 0.0085 | -0.0042 | 0.0047 | -0.0004 |
2019-02-09 | ETN | 2019-02-22 | 70.5 | Call | 4.9 | 5.8 | 0.2108 | 0.9648 | 0.0248 | -0.0134 | 0.0115 | 0.026 |
2019-02-09 | ETN | 2019-02-22 | 70.5 | Put | 0.1 | 0.2 | 0.2524 | -0.0643 | 0.0336 | -0.0165 | 0.0187 | -0.0019 |
2019-02-09 | ETN | 2019-02-22 | 73 | Call | 2.95 | 3.3 | 0.1941 | 0.8522 | 0.0801 | -0.0281 | 0.0343 | 0.0236 |
2019-02-09 | ETN | 2019-02-22 | 73 | Put | 0.3 | 0.45 | 0.234 | -0.1913 | 0.0789 | -0.033 | 0.0403 | -0.0052 |
2019-02-09 | ETN | 2019-02-22 | 74.5 | Call | 1.85 | 2.15 | 0.1989 | 0.6911 | 0.1193 | -0.0407 | 0.0523 | 0.0193 |
2019-02-09 | ETN | 2019-02-22 | 74.5 | Put | 0.6 | 0.8 | 0.2178 | -0.3241 | 0.1121 | -0.0401 | 0.0531 | -0.0086 |
2019-02-09 | ETN | 2019-02-22 | 75.5 | Call | 1.2 | 1.5 | 0.1924 | 0.5638 | 0.1378 | -0.0431 | 0.0585 | 0.0159 |
2019-02-09 | ETN | 2019-02-22 | 75.5 | Put | 0.95 | 1.2 | 0.2138 | -0.4429 | 0.1258 | -0.0429 | 0.0585 | -0.0114 |
2019-02-09 | ETN | 2019-02-22 | 77.5 | Call | 0.35 | 0.55 | 0.1775 | 0.2805 | 0.1279 | -0.0332 | 0.05 | 0.008 |
2019-02-09 | ETN | 2019-02-22 | 77.5 | Put | 2 | 2.25 | 0.1912 | -0.71 | 0.1241 | -0.0318 | 0.0517 | -0.0158 |
2019-02-09 | ETN | 2019-02-22 | 78.5 | Call | 0.15 | 0.3 | 0.2092 | 0.2117 | 0.0932 | -0.0332 | 0.043 | 0.006 |
2019-02-09 | ETN | 2019-02-22 | 78.5 | Put | 2.75 | 3.2 | 0.2092 | -0.7947 | 0.0954 | -0.0285 | 0.042 | -0.0163 |
2019-02-09 | ETN | 2019-02-22 | 81 | Call | 0 | 0.1 | 0.2092 | 0.0587 | 0.0377 | -0.0133 | 0.0174 | 0.0017 |
2019-02-09 | ETN | 2019-02-22 | 81 | Put | 4.8 | 5.7 | 0.2092 | -0.9537 | 0.0402 | -0.0084 | 0.0155 | -0.0101 |
2019-02-09 | ETN | 2019-02-22 | 83.5 | Call | 0 | 0.1 | 0.2092 | 0.0105 | 0.0089 | -0.0031 | 0.0041 | 0.0003 |
2019-02-09 | ETN | 2019-02-22 | 83.5 | Put | 7 | 8.3 | 0.2092 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ETN | 2019-02-22 | 85 | Call | 0 | 0.05 | 0.2092 | 0.003 | 0.003 | -0.001 | 0.0014 | 0.0001 |
2019-02-09 | ETN | 2019-02-22 | 85 | Put | 8.8 | 9.7 | 0.2092 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | ETN | 2019-03-08 | 64.5 | Call | 10.8 | 11.8 | 0.2936 | 0.983 | 0.007 | -0.009 | 0.0093 | 0.0464 |
2019-02-09 | ETN | 2019-03-08 | 64.5 | Put | 0 | 0.5 | 0.2936 | -0.0266 | 0.0101 | -0.0066 | 0.0128 | -0.0016 |
2019-02-09 | ETN | 2019-03-08 | 68 | Call | 7.3 | 8.4 | 0.3041 | 0.9187 | 0.0243 | -0.0216 | 0.0315 | 0.0453 |
2019-02-09 | ETN | 2019-03-08 | 68 | Put | 0.05 | 0.3 | 0.2772 | -0.0878 | 0.0277 | -0.0159 | 0.0332 | -0.0052 |
2019-02-09 | ETN | 2019-03-08 | 70.5 | Call | 5.4 | 5.8 | 0.1969 | 0.9253 | 0.0352 | -0.015 | 0.0307 | 0.0476 |
2019-02-09 | ETN | 2019-03-08 | 70.5 | Put | 0.4 | 0.5 | 0.2457 | -0.1615 | 0.0481 | -0.0215 | 0.0519 | -0.0094 |
2019-02-09 | ETN | 2019-03-08 | 73 | Call | 3.1 | 3.7 | 0.1832 | 0.7983 | 0.0756 | -0.0235 | 0.0581 | 0.0422 |
2019-02-09 | ETN | 2019-03-08 | 73 | Put | 0.85 | 1.05 | 0.2264 | -0.3051 | 0.0747 | -0.0279 | 0.0729 | -0.0178 |
2019-02-09 | ETN | 2019-03-08 | 74.5 | Call | 2.3 | 2.7 | 0.2061 | 0.6483 | 0.0886 | -0.0323 | 0.0769 | 0.0345 |
2019-02-09 | ETN | 2019-03-08 | 74.5 | Put | 1.15 | 1.55 | 0.2041 | -0.4211 | 0.0926 | -0.0275 | 0.0813 | -0.0246 |
2019-02-09 | ETN | 2019-03-08 | 76 | Call | 1.2 | 1.75 | 0.1827 | 0.5068 | 0.1075 | -0.0302 | 0.0817 | 0.0274 |
2019-02-09 | ETN | 2019-03-08 | 76 | Put | 2 | 2.25 | 0.2049 | -0.5609 | 0.093 | -0.0271 | 0.0814 | -0.0329 |
2019-02-09 | ETN | 2019-03-08 | 77 | Call | 0.95 | 1.15 | 0.1839 | 0.4024 | 0.1036 | -0.0291 | 0.0796 | 0.0219 |
2019-02-09 | ETN | 2019-03-08 | 77 | Put | 2.6 | 2.85 | 0.2015 | -0.6522 | 0.0886 | -0.0242 | 0.077 | -0.0385 |
2019-02-09 | ETN | 2019-03-08 | 78.5 | Call | 0.45 | 0.75 | 0.1866 | 0.2651 | 0.0864 | -0.0246 | 0.0688 | 0.0145 |
2019-02-09 | ETN | 2019-03-08 | 78.5 | Put | 3.6 | 4 | 0.1986 | -0.7733 | 0.0733 | -0.018 | 0.0643 | -0.046 |
2019-02-09 | ETN | 2019-03-08 | 81 | Call | 0.05 | 0.2 | 0.2679 | 0.1973 | 0.0508 | -0.0292 | 0.0575 | 0.0107 |
2019-02-09 | ETN | 2019-03-08 | 81 | Put | 5.6 | 6.9 | 0.2679 | -0.8321 | 0.0452 | -0.0203 | 0.0527 | -0.0511 |
2019-02-09 | ETN | 2019-03-08 | 83.5 | Call | 0 | 0.75 | 0.292 | 0.1229 | 0.0341 | -0.0231 | 0.0433 | 0.0067 |
2019-02-09 | ETN | 2019-03-08 | 83.5 | Put | 6.4 | 10 | 0.292 | -0.8953 | 0.03 | -0.0145 | 0.0401 | -0.0563 |
2019-02-09 | ETN | 2019-03-08 | 85 | Call | 0 | 0.5 | 0.292 | 0.0827 | 0.0255 | -0.0172 | 0.033 | 0.0045 |
2019-02-09 | ETN | 2019-03-08 | 85 | Put | 8 | 11.6 | 0.292 | -0.93 | 0.0222 | -0.009 | 0.0293 | -0.0593 |
2019-02-09 | ETN | 2019-03-29 | 70 | Call | 6 | 6.6 | 0.2271 | 0.8738 | 0.0395 | -0.02 | 0.055 | 0.0495 |
2019-02-09 | ETN | 2019-03-29 | 70 | Put | 0.65 | 0.8 | 0.2408 | -0.1907 | 0.0414 | -0.0175 | 0.0774 | -0.0182 |
2019-02-09 | ETN | 2019-03-29 | 70.5 | Call | 5.6 | 6 | 0.2138 | 0.8672 | 0.0436 | -0.0196 | 0.0591 | 0.0497 |
2019-02-09 | ETN | 2019-03-29 | 70.5 | Put | 0.75 | 0.9 | 0.239 | -0.2121 | 0.0445 | -0.0184 | 0.0809 | -0.0202 |
2019-02-09 | ETN | 2019-03-29 | 73 | Call | 3.6 | 4 | 0.2064 | 0.7274 | 0.0678 | -0.0259 | 0.0894 | 0.0475 |
2019-02-09 | ETN | 2019-03-29 | 73 | Put | 1.25 | 1.5 | 0.2176 | -0.334 | 0.0616 | -0.0206 | 0.1002 | -0.0308 |
2019-02-09 | ETN | 2019-03-29 | 74.5 | Call | 2.65 | 3 | 0.2056 | 0.6162 | 0.0765 | -0.0281 | 0.102 | 0.0432 |
2019-02-09 | ETN | 2019-03-29 | 74.5 | Put | 1.7 | 2.05 | 0.2068 | -0.4302 | 0.0703 | -0.0208 | 0.1081 | -0.0384 |
2019-02-09 | ETN | 2019-03-29 | 76 | Call | 1.7 | 2.1 | 0.1929 | 0.4978 | 0.0836 | -0.0266 | 0.1073 | 0.0374 |
2019-02-09 | ETN | 2019-03-29 | 76 | Put | 2.45 | 2.75 | 0.2027 | -0.5378 | 0.0728 | -0.02 | 0.1093 | -0.0466 |
2019-02-09 | ETN | 2019-03-29 | 77.5 | Call | 1.15 | 1.45 | 0.1943 | 0.379 | 0.0772 | -0.0244 | 0.1027 | 0.0309 |
2019-02-09 | ETN | 2019-03-29 | 77.5 | Put | 3.1 | 3.7 | 0.1904 | -0.6526 | 0.0726 | -0.0166 | 0.1016 | -0.0538 |
2019-02-09 | ETN | 2019-03-29 | 79 | Call | 0.65 | 0.9 | 0.1861 | 0.2651 | 0.068 | -0.0195 | 0.0886 | 0.0231 |
2019-02-09 | ETN | 2019-03-29 | 79 | Put | 3.9 | 4.7 | 0.1684 | -0.7814 | 0.0666 | -0.0101 | 0.082 | -0.0594 |
2019-02-09 | ETN | 2019-03-29 | 81 | Call | 0.25 | 0.4 | 0.1747 | 0.1387 | 0.0477 | -0.012 | 0.0628 | 0.0129 |
2019-02-09 | ETN | 2019-03-29 | 81 | Put | 5.8 | 6.3 | 0.1779 | -0.8714 | 0.0454 | -0.006 | 0.0589 | -0.0631 |
2019-02-09 | ETN | 2019-03-29 | 83.5 | Call | 0 | 0.15 | 0.2168 | 0.1053 | 0.0311 | -0.0118 | 0.0524 | 0.0101 |
2019-02-09 | ETN | 2019-03-29 | 83.5 | Put | 8.1 | 8.9 | 0.2168 | -0.905 | 0.03 | -0.0054 | 0.0484 | -0.0658 |
2019-02-09 | ETN | 2019-03-29 | 84 | Call | 0 | 0.15 | 0.2259 | 0.1019 | 0.0291 | -0.012 | 0.0501 | 0.0098 |
2019-02-09 | ETN | 2019-03-29 | 84 | Put | 8.6 | 9.4 | 0.2259 | -0.9079 | 0.0281 | -0.0056 | 0.0466 | -0.0663 |
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