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 | EXPE | 2019-02-22 | 122 | Call | 8.8 | 9.6 | 0.3144 | 0.8896 | 0.0274 | -0.0706 | 0.0491 | 0.026 |
2019-02-09 | EXPE | 2019-02-22 | 122 | Put | 0.25 | 0.4 | 0.2732 | -0.0965 | 0.0246 | -0.0419 | 0.044 | -0.0047 |
2019-02-09 | EXPE | 2019-02-22 | 126 | Call | 5.4 | 5.9 | 0.2712 | 0.771 | 0.048 | -0.089 | 0.0771 | 0.0287 |
2019-02-09 | EXPE | 2019-02-22 | 126 | Put | 0.7 | 0.9 | 0.2435 | -0.219 | 0.0477 | -0.064 | 0.0747 | -0.0103 |
2019-02-09 | EXPE | 2019-02-22 | 128 | Call | 3.9 | 4.3 | 0.255 | 0.6735 | 0.0588 | -0.095 | 0.0924 | 0.0273 |
2019-02-09 | EXPE | 2019-02-22 | 128 | Put | 1.15 | 1.45 | 0.2353 | -0.3234 | 0.0602 | -0.0747 | 0.0908 | -0.0149 |
2019-02-09 | EXPE | 2019-02-22 | 131 | Call | 2.1 | 2.4 | 0.2387 | 0.4855 | 0.0668 | -0.093 | 0.1021 | 0.0228 |
2019-02-09 | EXPE | 2019-02-22 | 131 | Put | 2.25 | 2.65 | 0.2194 | -0.5219 | 0.072 | -0.0759 | 0.1021 | -0.0226 |
2019-02-09 | EXPE | 2019-02-22 | 133 | Call | 1.25 | 1.5 | 0.2313 | 0.353 | 0.0635 | -0.0823 | 0.0938 | 0.0169 |
2019-02-09 | EXPE | 2019-02-22 | 133 | Put | 3.3 | 3.8 | 0.2068 | -0.67 | 0.07 | -0.0634 | 0.0935 | -0.0269 |
2019-02-09 | EXPE | 2019-02-22 | 136 | Call | 0.45 | 0.6 | 0.2183 | 0.1771 | 0.0467 | -0.0535 | 0.0676 | 0.0087 |
2019-02-09 | EXPE | 2019-02-22 | 136 | Put | 5.5 | 5.9 | 0.1766 | -0.8846 | 0.0461 | -0.0251 | 0.0524 | -0.027 |
2019-02-09 | EXPE | 2019-02-22 | 140 | Call | 0.1 | 0.2 | 0.1763 | 0.0231 | 0.0121 | -0.009 | 0.014 | 0.0011 |
2019-02-09 | EXPE | 2019-02-22 | 140 | Put | 8.9 | 9.7 | 0.1763 | -0.984 | 0.0105 | 0 | 0.0116 | -0.0214 |
2019-02-09 | EXPE | 2019-02-22 | 145 | Call | 0 | 0.1 | 0.1763 | 0.0013 | 0.001 | -0.0007 | 0.0011 | 0.0001 |
2019-02-09 | EXPE | 2019-02-22 | 145 | Put | 13.9 | 14.7 | 0.1763 | -0.9997 | 0.0003 | 0 | 0.0004 | -0.0197 |
2019-02-09 | EXPE | 2019-03-08 | 111 | Call | 18 | 21.4 | 0.3297 | 0.9767 | 0.0065 | -0.0239 | 0.0197 | 0.0439 |
2019-02-09 | EXPE | 2019-03-08 | 111 | Put | 0 | 0.4 | 0.3176 | -0.0284 | 0.0057 | -0.0131 | 0.0235 | -0.0029 |
2019-02-09 | EXPE | 2019-03-08 | 118 | Call | 12.2 | 13.7 | 0.2369 | 0.9554 | 0.0145 | -0.0267 | 0.0352 | 0.0563 |
2019-02-09 | EXPE | 2019-03-08 | 118 | Put | 0.4 | 0.55 | 0.2895 | -0.0937 | 0.016 | -0.0305 | 0.0607 | -0.0091 |
2019-02-09 | EXPE | 2019-03-08 | 122 | Call | 9.2 | 10.1 | 0.2729 | 0.8308 | 0.0262 | -0.0524 | 0.0946 | 0.0745 |
2019-02-09 | EXPE | 2019-03-08 | 122 | Put | 0.8 | 1.2 | 0.2799 | -0.1764 | 0.0258 | -0.0454 | 0.095 | -0.0169 |
2019-02-09 | EXPE | 2019-03-08 | 126 | Call | 6.2 | 6.9 | 0.2626 | 0.7068 | 0.0364 | -0.0646 | 0.1263 | 0.0658 |
2019-02-09 | EXPE | 2019-03-08 | 126 | Put | 1.6 | 1.9 | 0.2562 | -0.2905 | 0.0373 | -0.0544 | 0.1263 | -0.027 |
2019-02-09 | EXPE | 2019-03-08 | 128 | Call | 4.7 | 5.3 | 0.2428 | 0.6362 | 0.043 | -0.0646 | 0.1372 | 0.06 |
2019-02-09 | EXPE | 2019-03-08 | 128 | Put | 2.2 | 2.6 | 0.2516 | -0.3694 | 0.0419 | -0.0584 | 0.1373 | -0.0337 |
2019-02-09 | EXPE | 2019-03-08 | 131 | Call | 2.95 | 3.5 | 0.2323 | 0.5002 | 0.0477 | -0.0644 | 0.1444 | 0.0478 |
2019-02-09 | EXPE | 2019-03-08 | 131 | Put | 3.4 | 3.9 | 0.2422 | -0.502 | 0.0463 | -0.0585 | 0.1442 | -0.0439 |
2019-02-09 | EXPE | 2019-03-08 | 133 | Call | 2.1 | 2.55 | 0.2293 | 0.4057 | 0.0468 | -0.0609 | 0.1401 | 0.0388 |
2019-02-09 | EXPE | 2019-03-08 | 133 | Put | 4.4 | 5 | 0.2356 | -0.596 | 0.0465 | -0.0544 | 0.1414 | -0.0497 |
2019-02-09 | EXPE | 2019-03-08 | 136 | Call | 1.05 | 1.45 | 0.2188 | 0.2668 | 0.0417 | -0.0489 | 0.1215 | 0.026 |
2019-02-09 | EXPE | 2019-03-08 | 136 | Put | 6.3 | 7.4 | 0.2438 | -0.7159 | 0.0398 | -0.0482 | 0.1225 | -0.0551 |
2019-02-09 | EXPE | 2019-03-08 | 140 | Call | 0.4 | 0.6 | 0.2151 | 0.1314 | 0.0274 | -0.0308 | 0.077 | 0.0128 |
2019-02-09 | EXPE | 2019-03-08 | 140 | Put | 9.4 | 10.5 | 0.2307 | -0.8624 | 0.029 | -0.0274 | 0.0834 | -0.0519 |
2019-02-09 | EXPE | 2019-03-08 | 145 | Call | 0.05 | 0.2 | 0.2086 | 0.0389 | 0.0112 | -0.0117 | 0.0304 | 0.0038 |
2019-02-09 | EXPE | 2019-03-08 | 145 | Put | 14 | 15.7 | 0.2395 | -0.951 | 0.0145 | -0.0098 | 0.039 | -0.0384 |
2019-02-09 | EXPE | 2019-03-29 | 113 | Call | 17.7 | 18.8 | 0.2728 | 0.9363 | 0.0096 | -0.024 | 0.0596 | 0.1394 |
2019-02-09 | EXPE | 2019-03-29 | 113 | Put | 0.4 | 0.7 | 0.2993 | -0.0809 | 0.0105 | -0.0211 | 0.0717 | -0.0149 |
2019-02-09 | EXPE | 2019-03-29 | 118 | Call | 13.2 | 14.2 | 0.2586 | 0.8743 | 0.0168 | -0.0333 | 0.1001 | 0.1348 |
2019-02-09 | EXPE | 2019-03-29 | 118 | Put | 0.9 | 1.15 | 0.2793 | -0.1431 | 0.017 | -0.0296 | 0.1115 | -0.0241 |
2019-02-09 | EXPE | 2019-03-29 | 122 | Call | 9.9 | 10.8 | 0.2491 | 0.7942 | 0.024 | -0.0414 | 0.135 | 0.1254 |
2019-02-09 | EXPE | 2019-03-29 | 122 | Put | 1.5 | 2.1 | 0.2738 | -0.2263 | 0.0232 | -0.0383 | 0.1457 | -0.0376 |
2019-02-09 | EXPE | 2019-03-29 | 126 | Call | 7.1 | 8.1 | 0.2533 | 0.6776 | 0.0298 | -0.0503 | 0.1734 | 0.1088 |
2019-02-09 | EXPE | 2019-03-29 | 126 | Put | 2.55 | 3.1 | 0.2607 | -0.3286 | 0.0293 | -0.0433 | 0.1737 | -0.0531 |
2019-02-09 | EXPE | 2019-03-29 | 128 | Call | 5.9 | 6.5 | 0.2434 | 0.6176 | 0.0329 | -0.0508 | 0.1811 | 0.1002 |
2019-02-09 | EXPE | 2019-03-29 | 128 | Put | 3.2 | 3.8 | 0.2547 | -0.389 | 0.032 | -0.0445 | 0.1829 | -0.0616 |
2019-02-09 | EXPE | 2019-03-29 | 131 | Call | 4.2 | 4.7 | 0.2348 | 0.5148 | 0.0357 | -0.0503 | 0.1907 | 0.0846 |
2019-02-09 | EXPE | 2019-03-29 | 131 | Put | 4.3 | 5 | 0.2402 | -0.4894 | 0.0354 | -0.0428 | 0.1904 | -0.0745 |
2019-02-09 | EXPE | 2019-03-29 | 133 | Call | 3.2 | 3.7 | 0.2289 | 0.4424 | 0.0362 | -0.0482 | 0.1878 | 0.0733 |
2019-02-09 | EXPE | 2019-03-29 | 133 | Put | 5.4 | 6 | 0.2369 | -0.5607 | 0.0358 | -0.0412 | 0.187 | -0.0822 |
2019-02-09 | EXPE | 2019-03-29 | 136 | Call | 2.15 | 2.45 | 0.2248 | 0.3374 | 0.034 | -0.0431 | 0.1746 | 0.056 |
2019-02-09 | EXPE | 2019-03-29 | 136 | Put | 7.2 | 8.2 | 0.241 | -0.6585 | 0.0331 | -0.0382 | 0.1765 | -0.091 |
2019-02-09 | EXPE | 2019-03-29 | 140 | Call | 1.1 | 1.65 | 0.2296 | 0.2251 | 0.0274 | -0.0357 | 0.1418 | 0.038 |
2019-02-09 | EXPE | 2019-03-29 | 140 | Put | 10.1 | 11.1 | 0.2355 | -0.7809 | 0.0283 | -0.0286 | 0.1419 | -0.093 |
2019-02-09 | EXPE | 2019-03-29 | 141 | Call | 0.9 | 1.2 | 0.2194 | 0.1886 | 0.0258 | -0.0307 | 0.1308 | 0.032 |
2019-02-09 | EXPE | 2019-03-29 | 141 | Put | 10.9 | 12 | 0.2383 | -0.8032 | 0.0266 | -0.0269 | 0.136 | -0.0922 |
2019-02-09 | EXR | 2019-02-15 | 85 | Call | 13.8 | 16.7 | 0.1754 | 1 | 0 | -0.0059 | 0 | 0.0163 |
2019-02-09 | EXR | 2019-02-15 | 85 | Put | 0 | 0.75 | 0.1893 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXR | 2019-02-15 | 90 | Call | 9 | 11.5 | 0.1754 | 1 | 0 | -0.0063 | 0 | 0.0172 |
2019-02-09 | EXR | 2019-02-15 | 90 | Put | 0 | 0.55 | 0.1893 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXR | 2019-02-15 | 95 | Call | 4.9 | 6.3 | 0.1754 | 0.9893 | 0.0116 | -0.0115 | 0.0039 | 0.018 |
2019-02-09 | EXR | 2019-02-15 | 95 | Put | 0 | 0.15 | 0.1893 | -0.0164 | 0.0156 | -0.0076 | 0.0057 | -0.0003 |
2019-02-09 | EXR | 2019-02-15 | 100 | Call | 1.1 | 1.3 | 0.1754 | 0.5747 | 0.1608 | -0.0722 | 0.0545 | 0.0108 |
2019-02-09 | EXR | 2019-02-15 | 100 | Put | 0.7 | 1 | 0.1893 | -0.4314 | 0.1506 | -0.0714 | 0.0546 | -0.0074 |
2019-02-09 | EXR | 2019-02-15 | 105 | Call | 0 | 0.55 | 0.1754 | 0.0343 | 0.0312 | -0.0135 | 0.0106 | 0.0007 |
2019-02-09 | EXR | 2019-02-15 | 105 | Put | 4.4 | 5.6 | 0.1893 | -0.9636 | 0.0386 | -0.012 | 0.0123 | -0.0065 |
2019-02-09 | EXR | 2019-02-15 | 110 | Call | 0 | 0.55 | 0.1754 | 0.0001 | 0.0002 | -0.0001 | 0.0001 | 0 |
2019-02-09 | EXR | 2019-02-15 | 110 | Put | 8.1 | 11.4 | 0.1893 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EXR | 2019-02-15 | 115 | Call | 0 | 0.55 | 0.1754 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | EXR | 2019-02-15 | 115 | Put | 12.9 | 16.8 | 0.1893 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | EXR | 2019-03-15 | 85 | Call | 14.2 | 16.8 | 0.2774 | 0.982 | 0.0054 | -0.0114 | 0.0148 | 0.0723 |
2019-02-09 | EXR | 2019-03-15 | 85 | Put | 0 | 1.45 | 0.2721 | -0.0259 | 0.0072 | -0.007 | 0.0185 | -0.0026 |
2019-02-09 | EXR | 2019-03-15 | 90 | Call | 10 | 11.8 | 0.2774 | 0.9183 | 0.0183 | -0.0248 | 0.0464 | 0.071 |
2019-02-09 | EXR | 2019-03-15 | 90 | Put | 0.35 | 0.5 | 0.2721 | -0.1028 | 0.0214 | -0.0207 | 0.0551 | -0.0102 |
2019-02-09 | EXR | 2019-03-15 | 95 | Call | 5.9 | 6.6 | 0.2191 | 0.8198 | 0.0405 | -0.0316 | 0.0825 | 0.0665 |
2019-02-09 | EXR | 2019-03-15 | 95 | Put | 0.95 | 1.15 | 0.2339 | -0.2386 | 0.0432 | -0.0303 | 0.0951 | -0.0226 |
2019-02-09 | EXR | 2019-03-15 | 100 | Call | 2.6 | 2.85 | 0.2032 | 0.5512 | 0.0656 | -0.0404 | 0.1201 | 0.0464 |
2019-02-09 | EXR | 2019-03-15 | 100 | Put | 2.55 | 2.95 | 0.2132 | -0.5023 | 0.0611 | -0.034 | 0.1232 | -0.0475 |
2019-02-09 | EXR | 2019-03-15 | 105 | Call | 0.65 | 0.8 | 0.1873 | 0.2286 | 0.0543 | -0.0274 | 0.0945 | 0.0198 |
2019-02-09 | EXR | 2019-03-15 | 105 | Put | 5 | 6.4 | 0.1688 | -0.8316 | 0.0487 | -0.0126 | 0.0798 | -0.0785 |
2019-02-09 | EXR | 2019-03-15 | 110 | Call | 0 | 0.75 | 0.1873 | 0.057 | 0.0204 | -0.0101 | 0.0381 | 0.0051 |
2019-02-09 | EXR | 2019-03-15 | 110 | Put | 8.7 | 13 | 0.1688 | -0.9686 | 0.0136 | 0 | 0.0244 | -0.0939 |
2019-02-09 | EXR | 2019-03-15 | 115 | Call | 0 | 1.4 | 0.1873 | 0.0086 | 0.0042 | -0.002 | 0.0085 | 0.0008 |
2019-02-09 | EXR | 2019-03-15 | 115 | Put | 13 | 17.4 | 0.1688 | -0.9968 | 0.0019 | 0 | 0.0038 | -0.1004 |
2019-02-09 | F | 2019-02-22 | 7 | Call | 1.38 | 1.41 | 0.3591 | 0.9957 | 0.0215 | -0.0008 | 0.0002 | 0.0027 |
2019-02-09 | F | 2019-02-22 | 7 | Put | 0 | 0.02 | 0.4192 | -0.0119 | 0.0451 | -0.0008 | 0.0005 | 0 |
2019-02-09 | F | 2019-02-22 | 7.5 | Call | 0.9 | 0.92 | 0.3591 | 0.9499 | 0.175 | -0.0027 | 0.0017 | 0.0027 |
2019-02-09 | F | 2019-02-22 | 7.5 | Put | 0.02 | 0.03 | 0.4192 | -0.0779 | 0.2116 | -0.0035 | 0.0024 | -0.0003 |
2019-02-09 | F | 2019-02-22 | 8 | Call | 0.45 | 0.46 | 0.3046 | 0.8008 | 0.5583 | -0.0054 | 0.0046 | 0.0024 |
2019-02-09 | F | 2019-02-22 | 8 | Put | 0.07 | 0.08 | 0.3418 | -0.2239 | 0.5358 | -0.0059 | 0.005 | -0.0007 |
2019-02-09 | F | 2019-02-22 | 8.5 | Call | 0.13 | 0.14 | 0.2751 | 0.422 | 0.866 | -0.0066 | 0.0064 | 0.0013 |
2019-02-09 | F | 2019-02-22 | 8.5 | Put | 0.24 | 0.26 | 0.2944 | -0.5737 | 0.8201 | -0.0065 | 0.0064 | -0.0016 |
2019-02-09 | F | 2019-02-22 | 9 | Call | 0.02 | 0.03 | 0.285 | 0.1127 | 0.4086 | -0.0033 | 0.0031 | 0.0004 |
2019-02-09 | F | 2019-02-22 | 9 | Put | 0.62 | 0.64 | 0.2887 | -0.8906 | 0.4218 | -0.0028 | 0.003 | -0.0018 |
2019-02-09 | F | 2019-02-22 | 9.5 | Call | 0 | 0.01 | 0.285 | 0.0146 | 0.0789 | -0.0006 | 0.0006 | 0 |
2019-02-09 | F | 2019-02-22 | 9.5 | Put | 1.1 | 1.13 | 0.2887 | -0.9967 | 0.0806 | -0.0001 | 0.0002 | -0.0001 |
2019-02-09 | F | 2019-03-08 | 7 | Call | 1.37 | 1.46 | 0.3686 | 0.9674 | 0.085 | -0.0016 | 0.0017 | 0.0051 |
2019-02-09 | F | 2019-03-08 | 7 | Put | 0.03 | 0.04 | 0.467 | -0.0694 | 0.1229 | -0.0025 | 0.0031 | -0.0005 |
2019-02-09 | F | 2019-03-08 | 7.5 | Call | 0.9 | 0.98 | 0.3266 | 0.9044 | 0.2239 | -0.0028 | 0.0039 | 0.0051 |
2019-02-09 | F | 2019-03-08 | 7.5 | Put | 0.05 | 0.07 | 0.3817 | -0.1288 | 0.238 | -0.0033 | 0.0049 | -0.0008 |
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