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 | EW | 2019-03-29 | 146 | Call | 26.7 | 28.6 | 0.378 | 0.8989 | 0.0074 | -0.0521 | 0.1114 | 0.1702 |
2019-02-09 | EW | 2019-03-29 | 146 | Put | 0.6 | 1.55 | 0.378 | -0.101 | 0.0075 | -0.0419 | 0.1154 | -0.0231 |
2019-02-09 | EW | 2019-03-29 | 155 | Call | 18.6 | 21.7 | 0.3692 | 0.8052 | 0.0119 | -0.0739 | 0.1735 | 0.1586 |
2019-02-09 | EW | 2019-03-29 | 155 | Put | 0.9 | 3.6 | 0.3692 | -0.1954 | 0.012 | -0.0634 | 0.1761 | -0.0442 |
2019-02-09 | EW | 2019-03-29 | 160 | Call | 15.6 | 16.8 | 0.3533 | 0.7413 | 0.0145 | -0.0815 | 0.2037 | 0.1492 |
2019-02-09 | EW | 2019-03-29 | 160 | Put | 3.3 | 5 | 0.3737 | -0.2688 | 0.0141 | -0.0763 | 0.2052 | -0.0603 |
2019-02-09 | EW | 2019-03-29 | 165 | Call | 12 | 13.2 | 0.3386 | 0.6635 | 0.0171 | -0.0867 | 0.2298 | 0.1361 |
2019-02-09 | EW | 2019-03-29 | 165 | Put | 4.6 | 5.8 | 0.342 | -0.3393 | 0.0172 | -0.0768 | 0.229 | -0.0743 |
2019-02-09 | EW | 2019-03-29 | 167.5 | Call | 10.4 | 11.5 | 0.3315 | 0.6196 | 0.0182 | -0.088 | 0.2398 | 0.1282 |
2019-02-09 | EW | 2019-03-29 | 167.5 | Put | 5.8 | 6.9 | 0.3476 | -0.3856 | 0.0177 | -0.0813 | 0.2397 | -0.0837 |
2019-02-09 | EW | 2019-03-29 | 172.5 | Call | 7.6 | 8.5 | 0.3201 | 0.524 | 0.0198 | -0.0878 | 0.2507 | 0.11 |
2019-02-09 | EW | 2019-03-29 | 172.5 | Put | 7.7 | 9.5 | 0.3413 | -0.4776 | 0.0188 | -0.0822 | 0.2506 | -0.1008 |
2019-02-09 | EW | 2019-03-29 | 175 | Call | 6.3 | 8.1 | 0.3312 | 0.4775 | 0.0191 | -0.0902 | 0.2508 | 0.1004 |
2019-02-09 | EW | 2019-03-29 | 175 | Put | 9.2 | 10.3 | 0.3324 | -0.526 | 0.0193 | -0.0794 | 0.2505 | -0.1088 |
2019-02-09 | EW | 2019-03-29 | 180 | Call | 4.3 | 5.2 | 0.3089 | 0.3752 | 0.0195 | -0.0796 | 0.2388 | 0.0801 |
2019-02-09 | EW | 2019-03-29 | 180 | Put | 11.9 | 13.3 | 0.3227 | -0.6232 | 0.0192 | -0.0723 | 0.242 | -0.1225 |
2019-02-09 | EW | 2019-03-29 | 185 | Call | 1.5 | 4.9 | 0.2902 | 0.2731 | 0.0182 | -0.0652 | 0.2094 | 0.0591 |
2019-02-09 | EW | 2019-03-29 | 185 | Put | 14.2 | 16.7 | 0.2902 | -0.7357 | 0.0188 | -0.0539 | 0.2105 | -0.1294 |
2019-02-09 | EW | 2019-03-29 | 190 | Call | 0.9 | 3.5 | 0.3008 | 0.206 | 0.015 | -0.0575 | 0.1794 | 0.0447 |
2019-02-09 | EW | 2019-03-29 | 190 | Put | 17.9 | 20.5 | 0.2961 | -0.8093 | 0.0157 | -0.0444 | 0.1723 | -0.1286 |
2019-02-09 | EW | 2019-03-29 | 197.5 | Call | 0.4 | 2.65 | 0.277 | 0.1 | 0.0101 | -0.0324 | 0.1105 | 0.022 |
2019-02-09 | EW | 2019-03-29 | 197.5 | Put | 24.7 | 27.3 | 0.2627 | -0.9326 | 0.0106 | -0.0163 | 0.083 | -0.0843 |
2019-02-09 | EXC | 2019-02-15 | 41 | Call | 6.3 | 7.1 | 0.1522 | 1 | 0 | -0.0029 | 0 | 0.0078 |
2019-02-09 | EXC | 2019-02-15 | 41 | Put | 0 | 0.05 | 0.1728 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXC | 2019-02-15 | 43 | Call | 4.5 | 5.1 | 0.1522 | 1 | 0 | -0.003 | 0 | 0.0082 |
2019-02-09 | EXC | 2019-02-15 | 43 | Put | 0 | 0.05 | 0.1728 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXC | 2019-02-15 | 44 | Call | 3.5 | 3.8 | 0.1522 | 0.9999 | 0.0002 | -0.0031 | 0 | 0.0084 |
2019-02-09 | EXC | 2019-02-15 | 44 | Put | 0 | 0.1 | 0.1728 | -0.0003 | 0.001 | -0.0001 | 0.0001 | 0 |
2019-02-09 | EXC | 2019-02-15 | 46 | Call | 1.65 | 1.85 | 0.1522 | 0.9621 | 0.082 | -0.009 | 0.0054 | 0.0085 |
2019-02-09 | EXC | 2019-02-15 | 46 | Put | 0.05 | 0.1 | 0.1728 | -0.0586 | 0.1024 | -0.0093 | 0.0077 | -0.0005 |
2019-02-09 | EXC | 2019-02-15 | 47 | Call | 0.8 | 0.95 | 0.1522 | 0.775 | 0.2983 | -0.0241 | 0.0198 | 0.0069 |
2019-02-09 | EXC | 2019-02-15 | 47 | Put | 0.15 | 0.2 | 0.1728 | -0.2527 | 0.2816 | -0.0254 | 0.021 | -0.0021 |
2019-02-09 | EXC | 2019-02-15 | 48 | Call | 0.2 | 0.3 | 0.1378 | 0.3929 | 0.4226 | -0.0263 | 0.0254 | 0.0035 |
2019-02-09 | EXC | 2019-02-15 | 48 | Put | 0.45 | 0.7 | 0.1636 | -0.5921 | 0.3645 | -0.0284 | 0.0257 | -0.0045 |
2019-02-09 | EXC | 2019-02-15 | 49 | Call | 0 | 0.05 | 0.1378 | 0.088 | 0.1755 | -0.0107 | 0.0105 | 0.0008 |
2019-02-09 | EXC | 2019-02-15 | 49 | Put | 1.2 | 1.4 | 0.1636 | -0.8796 | 0.1992 | -0.0136 | 0.0136 | -0.0048 |
2019-02-09 | EXC | 2019-02-15 | 50 | Call | 0 | 0.05 | 0.1378 | 0.0079 | 0.0239 | -0.0014 | 0.0014 | 0.0001 |
2019-02-09 | EXC | 2019-02-15 | 50 | Put | 2.15 | 2.6 | 0.1636 | -0.9924 | 0.0517 | -0.0009 | 0.0019 | -0.0006 |
2019-02-09 | EXC | 2019-02-15 | 55 | Call | 0 | 0.05 | 0.1378 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXC | 2019-02-15 | 55 | Put | 5.9 | 9.2 | 0.1636 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EXC | 2019-03-15 | 41 | Call | 6.3 | 7 | 0.1895 | 1 | 0 | -0.0029 | 0 | 0.0077 |
2019-02-09 | EXC | 2019-03-15 | 41 | Put | 0 | 0.05 | 0.185 | -0.0048 | 0.0052 | -0.0005 | 0.002 | -0.0002 |
2019-02-09 | EXC | 2019-03-15 | 43 | Call | 4.5 | 5 | 0.1895 | 0.997 | 0.0065 | -0.0037 | 0.0016 | 0.0084 |
2019-02-09 | EXC | 2019-03-15 | 43 | Put | 0.05 | 0.15 | 0.185 | -0.0394 | 0.0314 | -0.0032 | 0.0125 | -0.0018 |
2019-02-09 | EXC | 2019-03-15 | 44 | Call | 3.7 | 3.9 | 0.1895 | 0.9737 | 0.0405 | -0.0074 | 0.0089 | 0.0106 |
2019-02-09 | EXC | 2019-03-15 | 44 | Put | 0.1 | 0.2 | 0.185 | -0.0877 | 0.059 | -0.0059 | 0.0244 | -0.0038 |
2019-02-09 | EXC | 2019-03-15 | 46 | Call | 1.8 | 2 | 0.1619 | 0.8054 | 0.1751 | -0.0166 | 0.039 | 0.0195 |
2019-02-09 | EXC | 2019-03-15 | 46 | Put | 0.35 | 0.45 | 0.1664 | -0.2638 | 0.1355 | -0.0106 | 0.0483 | -0.0108 |
2019-02-09 | EXC | 2019-03-15 | 47 | Call | 1.1 | 1.25 | 0.1556 | 0.6152 | 0.2051 | -0.0172 | 0.0548 | 0.0222 |
2019-02-09 | EXC | 2019-03-15 | 47 | Put | 0.65 | 0.75 | 0.1564 | -0.4132 | 0.1732 | -0.0116 | 0.0571 | -0.0161 |
2019-02-09 | EXC | 2019-03-15 | 48 | Call | 0.55 | 0.7 | 0.1464 | 0.4159 | 0.191 | -0.0139 | 0.0577 | 0.0179 |
2019-02-09 | EXC | 2019-03-15 | 48 | Put | 1.1 | 1.35 | 0.1575 | -0.5886 | 0.1747 | -0.0113 | 0.0573 | -0.021 |
2019-02-09 | EXC | 2019-03-15 | 49 | Call | 0.25 | 0.3 | 0.1383 | 0.2364 | 0.1521 | -0.0097 | 0.0452 | 0.0105 |
2019-02-09 | EXC | 2019-03-15 | 49 | Put | 1.75 | 2 | 0.1496 | -0.7611 | 0.1537 | -0.0079 | 0.0456 | -0.0225 |
2019-02-09 | EXC | 2019-03-15 | 50 | Call | 0.05 | 0.15 | 0.1454 | 0.1292 | 0.0989 | -0.0068 | 0.0309 | 0.0057 |
2019-02-09 | EXC | 2019-03-15 | 50 | Put | 2.6 | 2.8 | 0.1454 | -0.894 | 0.1038 | -0.0036 | 0.0281 | -0.0189 |
2019-02-09 | EXC | 2019-03-15 | 55 | Call | 0 | 0.05 | 0.1454 | 0.0006 | 0.001 | -0.0001 | 0.0003 | 0 |
2019-02-09 | EXC | 2019-03-15 | 55 | Put | 7.2 | 8 | 0.1454 | -1 | 0 | 0 | 0 | -0.0104 |
2019-02-09 | EXC | 2019-04-18 | 41 | Call | 6.3 | 6.9 | 0.1851 | 0.999 | 0.0023 | -0.0032 | 0.0007 | 0.0091 |
2019-02-09 | EXC | 2019-04-18 | 41 | Put | 0.05 | 0.15 | 0.1871 | -0.0295 | 0.0176 | -0.0018 | 0.0137 | -0.0027 |
2019-02-09 | EXC | 2019-04-18 | 43 | Call | 4.7 | 4.9 | 0.1851 | 0.942 | 0.0569 | -0.0089 | 0.0232 | 0.0388 |
2019-02-09 | EXC | 2019-04-18 | 43 | Put | 0.15 | 0.3 | 0.1871 | -0.0976 | 0.0455 | -0.0045 | 0.0373 | -0.0081 |
2019-02-09 | EXC | 2019-04-18 | 44 | Call | 3.8 | 4 | 0.1851 | 0.8635 | 0.0799 | -0.0111 | 0.0468 | 0.0576 |
2019-02-09 | EXC | 2019-04-18 | 44 | Put | 0.25 | 0.4 | 0.1871 | -0.1568 | 0.0635 | -0.0063 | 0.0513 | -0.0129 |
2019-02-09 | EXC | 2019-04-18 | 46 | Call | 2.1 | 2.35 | 0.1595 | 0.7027 | 0.1095 | -0.0108 | 0.0703 | 0.0577 |
2019-02-09 | EXC | 2019-04-18 | 46 | Put | 0.65 | 0.75 | 0.1669 | -0.31 | 0.1056 | -0.0079 | 0.0732 | -0.0241 |
2019-02-09 | EXC | 2019-04-18 | 47 | Call | 1.45 | 1.65 | 0.1521 | 0.5885 | 0.1258 | -0.0109 | 0.0793 | 0.0495 |
2019-02-09 | EXC | 2019-04-18 | 47 | Put | 0.95 | 1.1 | 0.1585 | -0.4219 | 0.1246 | -0.0081 | 0.0795 | -0.0311 |
2019-02-09 | EXC | 2019-04-18 | 48 | Call | 0.95 | 1.1 | 0.1486 | 0.4596 | 0.1313 | -0.0104 | 0.0808 | 0.0391 |
2019-02-09 | EXC | 2019-04-18 | 48 | Put | 1.4 | 1.65 | 0.1573 | -0.5492 | 0.1295 | -0.0078 | 0.081 | -0.0376 |
2019-02-09 | EXC | 2019-04-18 | 49 | Call | 0.55 | 0.7 | 0.1446 | 0.3312 | 0.1232 | -0.009 | 0.0738 | 0.0285 |
2019-02-09 | EXC | 2019-04-18 | 49 | Put | 2 | 2.3 | 0.156 | -0.6743 | 0.1231 | -0.0067 | 0.0741 | -0.041 |
2019-02-09 | EXC | 2019-04-18 | 50 | Call | 0.25 | 0.4 | 0.1371 | 0.2106 | 0.103 | -0.0067 | 0.059 | 0.018 |
2019-02-09 | EXC | 2019-04-18 | 50 | Put | 2.7 | 3 | 0.1472 | -0.8019 | 0.1111 | -0.0044 | 0.0565 | -0.038 |
2019-02-09 | EXC | 2019-04-18 | 55 | Call | 0 | 0.05 | 0.2597 | 0.1085 | 0.0351 | -0.0076 | 0.038 | 0.0091 |
2019-02-09 | EXC | 2019-04-18 | 55 | Put | 7.5 | 8 | 0.2597 | -0.9152 | 0.0381 | -0.0042 | 0.0324 | -0.0348 |
2019-02-09 | EXPD | 2019-02-15 | 60 | Call | 10.6 | 11.6 | 0.2332 | 1 | 0 | -0.0042 | 0 | 0.0115 |
2019-02-09 | EXPD | 2019-02-15 | 60 | Put | 0 | 0.1 | 0.2627 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXPD | 2019-02-15 | 65 | Call | 5.3 | 6.4 | 0.2332 | 0.9976 | 0.0033 | -0.0058 | 0.0007 | 0.0124 |
2019-02-09 | EXPD | 2019-02-15 | 65 | Put | 0.05 | 0.2 | 0.2627 | -0.0061 | 0.0067 | -0.0032 | 0.0017 | -0.0001 |
2019-02-09 | EXPD | 2019-02-15 | 70 | Call | 1.45 | 1.75 | 0.2332 | 0.6995 | 0.1515 | -0.0605 | 0.0343 | 0.0092 |
2019-02-09 | EXPD | 2019-02-15 | 70 | Put | 0.45 | 0.65 | 0.2627 | -0.3204 | 0.1391 | -0.0649 | 0.0351 | -0.004 |
2019-02-09 | EXPD | 2019-02-15 | 75 | Call | 0 | 0.15 | 0.2332 | 0.0533 | 0.0472 | -0.0181 | 0.0107 | 0.0007 |
2019-02-09 | EXPD | 2019-02-15 | 75 | Put | 3.2 | 5.1 | 0.2627 | -0.929 | 0.0569 | -0.0223 | 0.0136 | -0.0069 |
2019-02-09 | EXPD | 2019-02-15 | 80 | Call | 0 | 0.1 | 0.2332 | 0.0002 | 0.0003 | -0.0001 | 0.0001 | 0 |
2019-02-09 | EXPD | 2019-02-15 | 80 | Put | 7.9 | 9.8 | 0.2627 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EXPD | 2019-03-15 | 60 | Call | 10.2 | 13.3 | 0.23 | 0.993 | 0.0038 | -0.0056 | 0.0043 | 0.0568 |
2019-02-09 | EXPD | 2019-03-15 | 60 | Put | 0.05 | 0.4 | 0.318 | -0.0358 | 0.0112 | -0.0077 | 0.0173 | -0.0025 |
2019-02-09 | EXPD | 2019-03-15 | 65 | Call | 5.9 | 7.1 | 0.23 | 0.9089 | 0.0324 | -0.0159 | 0.036 | 0.0557 |
2019-02-09 | EXPD | 2019-03-15 | 65 | Put | 0.5 | 0.75 | 0.318 | -0.1616 | 0.0352 | -0.0238 | 0.0555 | -0.0107 |
2019-02-09 | EXPD | 2019-03-15 | 70 | Call | 2.9 | 3.3 | 0.2758 | 0.6016 | 0.0636 | -0.0363 | 0.0849 | 0.038 |
2019-02-09 | EXPD | 2019-03-15 | 70 | Put | 1.8 | 2 | 0.2854 | -0.4028 | 0.0623 | -0.033 | 0.0856 | -0.0251 |
2019-02-09 | EXPD | 2019-03-15 | 75 | Call | 0.75 | 1.05 | 0.2542 | 0.2727 | 0.0594 | -0.0279 | 0.0731 | 0.0177 |
2019-02-09 | EXPD | 2019-03-15 | 75 | Put | 4.5 | 5.1 | 0.2775 | -0.7145 | 0.0576 | -0.0268 | 0.0738 | -0.038 |
2019-02-09 | EXPD | 2019-03-15 | 80 | Call | 0.05 | 0.25 | 0.2542 | 0.0771 | 0.0258 | -0.0119 | 0.0318 | 0.0051 |
2019-02-09 | EXPD | 2019-03-15 | 80 | Put | 7.5 | 10.1 | 0.2775 | -0.9168 | 0.0299 | -0.0107 | 0.0345 | -0.0305 |
2019-02-09 | EXPE | 2019-02-22 | 111 | Call | 19.5 | 20.3 | 0.2917 | 0.9999 | 0.0001 | -0.0079 | 0.0001 | 0.015 |
2019-02-09 | EXPE | 2019-02-22 | 111 | Put | 0 | 0.1 | 0.2862 | -0.0017 | 0.0007 | -0.0014 | 0.0014 | -0.0001 |
2019-02-09 | EXPE | 2019-02-22 | 118 | Call | 12.6 | 13.2 | 0.2917 | 0.9816 | 0.0081 | -0.0241 | 0.0127 | 0.019 |
2019-02-09 | EXPE | 2019-02-22 | 118 | Put | 0.05 | 0.2 | 0.2862 | -0.0329 | 0.01 | -0.0189 | 0.0188 | -0.0017 |
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