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 | FB | 2019-02-22 | 192.5 | Call | 0.02 | 0.05 | 0.2886 | 0.0075 | 0.0022 | -0.0071 | 0.0068 | 0.0005 |
2019-02-09 | FB | 2019-02-22 | 192.5 | Put | 24.85 | 25.5 | 0.3026 | -1 | 0.0007 | 0 | 0 | 0 |
2019-02-09 | FB | 2019-03-08 | 142 | Call | 25.55 | 26.2 | 0.351 | 0.9606 | 0.0052 | -0.0342 | 0.0395 | 0.1034 |
2019-02-09 | FB | 2019-03-08 | 142 | Put | 0.23 | 0.27 | 0.3464 | -0.0376 | 0.0051 | -0.023 | 0.038 | -0.005 |
2019-02-09 | FB | 2019-03-08 | 150 | Call | 18.15 | 18.55 | 0.3233 | 0.9011 | 0.0116 | -0.0559 | 0.0807 | 0.1015 |
2019-02-09 | FB | 2019-03-08 | 150 | Put | 0.62 | 0.66 | 0.312 | -0.0915 | 0.0114 | -0.0415 | 0.0776 | -0.0114 |
2019-02-09 | FB | 2019-03-08 | 155 | Call | 13.65 | 13.95 | 0.294 | 0.8425 | 0.0177 | -0.0675 | 0.1116 | 0.0975 |
2019-02-09 | FB | 2019-03-08 | 155 | Put | 1.15 | 1.2 | 0.2943 | -0.1579 | 0.0178 | -0.0572 | 0.1108 | -0.0195 |
2019-02-09 | FB | 2019-03-08 | 160 | Call | 9.65 | 9.9 | 0.2804 | 0.7392 | 0.025 | -0.0834 | 0.1505 | 0.0874 |
2019-02-09 | FB | 2019-03-08 | 160 | Put | 2.1 | 2.17 | 0.2799 | -0.2614 | 0.0253 | -0.0727 | 0.1531 | -0.0316 |
2019-02-09 | FB | 2019-03-08 | 165 | Call | 6.25 | 6.45 | 0.2678 | 0.5997 | 0.0311 | -0.0922 | 0.1791 | 0.0721 |
2019-02-09 | FB | 2019-03-08 | 165 | Put | 3.65 | 3.8 | 0.2684 | -0.4025 | 0.0315 | -0.0819 | 0.1805 | -0.0469 |
2019-02-09 | FB | 2019-03-08 | 167.5 | Call | 4.85 | 5.05 | 0.2637 | 0.5197 | 0.0326 | -0.0927 | 0.1846 | 0.0629 |
2019-02-09 | FB | 2019-03-08 | 167.5 | Put | 4.7 | 4.9 | 0.2628 | -0.4832 | 0.0332 | -0.0819 | 0.1845 | -0.0549 |
2019-02-09 | FB | 2019-03-08 | 170 | Call | 3.65 | 3.8 | 0.2581 | 0.4371 | 0.0329 | -0.089 | 0.1825 | 0.0532 |
2019-02-09 | FB | 2019-03-08 | 170 | Put | 6 | 6.2 | 0.2583 | -0.5667 | 0.0334 | -0.0785 | 0.1811 | -0.0621 |
2019-02-09 | FB | 2019-03-08 | 175 | Call | 1.92 | 1.98 | 0.251 | 0.2803 | 0.029 | -0.0731 | 0.1561 | 0.0345 |
2019-02-09 | FB | 2019-03-08 | 175 | Put | 9.2 | 9.45 | 0.2502 | -0.727 | 0.0297 | -0.0622 | 0.1537 | -0.0713 |
2019-02-09 | FB | 2019-03-08 | 180 | Call | 0.91 | 0.95 | 0.2481 | 0.1588 | 0.0211 | -0.0515 | 0.1122 | 0.0197 |
2019-02-09 | FB | 2019-03-08 | 180 | Put | 13.1 | 13.6 | 0.2485 | -0.8509 | 0.0219 | -0.0409 | 0.1086 | -0.0687 |
2019-02-09 | FB | 2019-03-08 | 185 | Call | 0.4 | 0.44 | 0.2493 | 0.0821 | 0.0131 | -0.0322 | 0.0702 | 0.0102 |
2019-02-09 | FB | 2019-03-08 | 185 | Put | 17.6 | 18.2 | 0.2526 | -0.9287 | 0.0142 | -0.0226 | 0.0646 | -0.0535 |
2019-02-09 | FB | 2019-03-08 | 192.5 | Call | 0.12 | 0.16 | 0.2614 | 0.0305 | 0.0057 | -0.0153 | 0.032 | 0.0038 |
2019-02-09 | FB | 2019-03-08 | 192.5 | Put | 24.85 | 25.5 | 0.2555 | -0.9926 | 0.0057 | -0.0027 | 0.012 | -0.005 |
2019-02-09 | FB | 2019-03-29 | 144 | Call | 23.75 | 25.3 | 0.3077 | 0.9222 | 0.0077 | -0.0373 | 0.0892 | 0.174 |
2019-02-09 | FB | 2019-03-29 | 144 | Put | 0.67 | 0.88 | 0.3167 | -0.0832 | 0.0079 | -0.0294 | 0.0994 | -0.0183 |
2019-02-09 | FB | 2019-03-29 | 150 | Call | 18.9 | 19.6 | 0.3017 | 0.8591 | 0.0121 | -0.0511 | 0.137 | 0.167 |
2019-02-09 | FB | 2019-03-29 | 150 | Put | 1.28 | 1.48 | 0.3002 | -0.14 | 0.0122 | -0.0403 | 0.1425 | -0.0304 |
2019-02-09 | FB | 2019-03-29 | 155 | Call | 14.75 | 15.35 | 0.2875 | 0.7919 | 0.0163 | -0.06 | 0.1757 | 0.1575 |
2019-02-09 | FB | 2019-03-29 | 155 | Put | 2.1 | 2.35 | 0.2895 | -0.2104 | 0.0164 | -0.05 | 0.1769 | -0.0452 |
2019-02-09 | FB | 2019-03-29 | 160 | Call | 11.05 | 11.45 | 0.2752 | 0.7018 | 0.0206 | -0.0673 | 0.2125 | 0.1424 |
2019-02-09 | FB | 2019-03-29 | 160 | Put | 3.3 | 3.65 | 0.2794 | -0.3023 | 0.0206 | -0.0578 | 0.2128 | -0.0636 |
2019-02-09 | FB | 2019-03-29 | 165 | Call | 7.85 | 8.3 | 0.2691 | 0.5898 | 0.0236 | -0.072 | 0.2382 | 0.1215 |
2019-02-09 | FB | 2019-03-29 | 165 | Put | 5.05 | 5.4 | 0.2699 | -0.4135 | 0.0239 | -0.0614 | 0.2384 | -0.0841 |
2019-02-09 | FB | 2019-03-29 | 167.5 | Call | 6.6 | 6.85 | 0.267 | 0.5296 | 0.0243 | -0.0723 | 0.2438 | 0.1098 |
2019-02-09 | FB | 2019-03-29 | 167.5 | Put | 6.1 | 6.55 | 0.2658 | -0.4745 | 0.0249 | -0.0613 | 0.2436 | -0.0941 |
2019-02-09 | FB | 2019-03-29 | 170 | Call | 5.35 | 5.7 | 0.2648 | 0.4686 | 0.0245 | -0.0711 | 0.2437 | 0.0977 |
2019-02-09 | FB | 2019-03-29 | 170 | Put | 7.4 | 7.85 | 0.2633 | -0.5369 | 0.0252 | -0.0599 | 0.2438 | -0.1039 |
2019-02-09 | FB | 2019-03-29 | 175 | Call | 3.3 | 3.65 | 0.2563 | 0.347 | 0.0235 | -0.0631 | 0.2263 | 0.0732 |
2019-02-09 | FB | 2019-03-29 | 175 | Put | 10.4 | 10.9 | 0.2574 | -0.66 | 0.0241 | -0.0526 | 0.2266 | -0.1182 |
2019-02-09 | FB | 2019-03-29 | 180 | Call | 1.92 | 2.2 | 0.2507 | 0.2385 | 0.0202 | -0.0513 | 0.1899 | 0.0508 |
2019-02-09 | FB | 2019-03-29 | 180 | Put | 14 | 14.55 | 0.2528 | -0.771 | 0.0209 | -0.041 | 0.1899 | -0.1218 |
2019-02-09 | FB | 2019-03-29 | 185 | Call | 1.06 | 1.28 | 0.2482 | 0.1537 | 0.0156 | -0.0386 | 0.1452 | 0.0329 |
2019-02-09 | FB | 2019-03-29 | 185 | Put | 17.7 | 19.05 | 0.2467 | -0.8643 | 0.0166 | -0.027 | 0.1387 | -0.1094 |
2019-02-09 | FB | 2019-03-29 | 192.5 | Call | 0.4 | 0.58 | 0.2502 | 0.0741 | 0.0092 | -0.0228 | 0.086 | 0.016 |
2019-02-09 | FB | 2019-03-29 | 192.5 | Put | 24.55 | 26.15 | 0.2548 | -0.9439 | 0.0104 | -0.0129 | 0.0737 | -0.0715 |
2019-02-09 | FBHS | 2019-02-15 | 37.5 | Call | 6.9 | 7.5 | 0.2294 | 1 | 0 | -0.0026 | 0 | 0.0072 |
2019-02-09 | FBHS | 2019-02-15 | 37.5 | Put | 0 | 0.3 | 0.3834 | -0.0004 | 0.0006 | -0.0002 | 0.0001 | 0 |
2019-02-09 | FBHS | 2019-02-15 | 40 | Call | 4.4 | 5.1 | 0.2294 | 0.9998 | 0.0005 | -0.0029 | 0 | 0.0077 |
2019-02-09 | FBHS | 2019-02-15 | 40 | Put | 0 | 0.1 | 0.3834 | -0.0158 | 0.0166 | -0.0067 | 0.0024 | -0.0001 |
2019-02-09 | FBHS | 2019-02-15 | 42.5 | Call | 2.1 | 2.5 | 0.2294 | 0.9512 | 0.0713 | -0.0131 | 0.0063 | 0.0077 |
2019-02-09 | FBHS | 2019-02-15 | 42.5 | Put | 0.15 | 0.25 | 0.3834 | -0.1566 | 0.1014 | -0.0404 | 0.0152 | -0.0013 |
2019-02-09 | FBHS | 2019-02-15 | 45 | Call | 0.5 | 0.6 | 0.2655 | 0.4523 | 0.2408 | -0.048 | 0.0245 | 0.0038 |
2019-02-09 | FBHS | 2019-02-15 | 45 | Put | 0.75 | 0.95 | 0.2939 | -0.5429 | 0.2196 | -0.0503 | 0.0245 | -0.0041 |
2019-02-09 | FBHS | 2019-02-15 | 47.5 | Call | 0 | 0.2 | 0.2655 | 0.0558 | 0.0684 | -0.0134 | 0.007 | 0.0005 |
2019-02-09 | FBHS | 2019-02-15 | 47.5 | Put | 2.6 | 3.2 | 0.2939 | -0.929 | 0.08 | -0.0159 | 0.0086 | -0.0045 |
2019-02-09 | FBHS | 2019-02-15 | 50 | Call | 0 | 0.25 | 0.2655 | 0.0014 | 0.0028 | -0.0005 | 0.0003 | 0 |
2019-02-09 | FBHS | 2019-02-15 | 50 | Put | 4.8 | 5.9 | 0.2939 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FBHS | 2019-03-15 | 37.5 | Call | 7 | 7.5 | 0.4095 | 0.9426 | 0.0251 | -0.0139 | 0.0149 | 0.0172 |
2019-02-09 | FBHS | 2019-03-15 | 37.5 | Put | 0.15 | 0.25 | 0.4095 | -0.0749 | 0.0251 | -0.0112 | 0.0196 | -0.0032 |
2019-02-09 | FBHS | 2019-03-15 | 40 | Call | 4.6 | 5.1 | 0.2635 | 0.9439 | 0.0403 | -0.0102 | 0.0166 | 0.0181 |
2019-02-09 | FBHS | 2019-03-15 | 40 | Put | 0.3 | 0.4 | 0.3432 | -0.1386 | 0.047 | -0.0146 | 0.0313 | -0.0058 |
2019-02-09 | FBHS | 2019-03-15 | 42.5 | Call | 2.6 | 3 | 0.2752 | 0.7442 | 0.0931 | -0.0213 | 0.0441 | 0.0239 |
2019-02-09 | FBHS | 2019-03-15 | 42.5 | Put | 0.7 | 0.85 | 0.3022 | -0.2847 | 0.0822 | -0.0194 | 0.0479 | -0.0115 |
2019-02-09 | FBHS | 2019-03-15 | 45 | Call | 1.15 | 1.35 | 0.2573 | 0.4773 | 0.1146 | -0.022 | 0.0547 | 0.0185 |
2019-02-09 | FBHS | 2019-03-15 | 45 | Put | 1.6 | 1.85 | 0.277 | -0.5239 | 0.106 | -0.0203 | 0.0547 | -0.0196 |
2019-02-09 | FBHS | 2019-03-15 | 47.5 | Call | 0.4 | 0.45 | 0.2499 | 0.222 | 0.0868 | -0.0154 | 0.0405 | 0.0091 |
2019-02-09 | FBHS | 2019-03-15 | 47.5 | Put | 3.2 | 3.5 | 0.2617 | -0.7745 | 0.087 | -0.0135 | 0.0427 | -0.0245 |
2019-02-09 | FBHS | 2019-03-15 | 50 | Call | 0.1 | 0.15 | 0.2547 | 0.0809 | 0.0427 | -0.0078 | 0.0207 | 0.0033 |
2019-02-09 | FBHS | 2019-03-15 | 50 | Put | 5.2 | 5.9 | 0.2703 | -0.9162 | 0.0454 | -0.0057 | 0.0221 | -0.0232 |
2019-02-09 | FBHS | 2019-03-15 | 52.5 | Call | 0 | 0.3 | 0.2547 | 0.0218 | 0.0148 | -0.0027 | 0.0072 | 0.0009 |
2019-02-09 | FBHS | 2019-03-15 | 52.5 | Put | 7.5 | 8.3 | 0.2703 | -0.9797 | 0.0155 | 0 | 0.0072 | -0.0199 |
2019-02-09 | FCX | 2019-02-22 | 10 | Call | 1.61 | 1.67 | 0.4651 | 0.955 | 0.0896 | -0.0042 | 0.0022 | 0.0036 |
2019-02-09 | FCX | 2019-02-22 | 10 | Put | 0.02 | 0.03 | 0.486 | -0.0519 | 0.0962 | -0.0042 | 0.0024 | -0.0002 |
2019-02-09 | FCX | 2019-02-22 | 10.5 | Call | 1.15 | 1.2 | 0.4376 | 0.8901 | 0.1889 | -0.0073 | 0.0043 | 0.0035 |
2019-02-09 | FCX | 2019-02-22 | 10.5 | Put | 0.05 | 0.07 | 0.4495 | -0.1155 | 0.1912 | -0.007 | 0.0044 | -0.0005 |
2019-02-09 | FCX | 2019-02-22 | 11 | Call | 0.74 | 0.78 | 0.419 | 0.7614 | 0.3253 | -0.0111 | 0.007 | 0.0031 |
2019-02-09 | FCX | 2019-02-22 | 11 | Put | 0.13 | 0.15 | 0.4194 | -0.239 | 0.3269 | -0.0104 | 0.0071 | -0.001 |
2019-02-09 | FCX | 2019-02-22 | 11.5 | Call | 0.41 | 0.45 | 0.406 | 0.5682 | 0.4259 | -0.0134 | 0.0089 | 0.0024 |
2019-02-09 | FCX | 2019-02-22 | 11.5 | Put | 0.3 | 0.32 | 0.4065 | -0.4327 | 0.4286 | -0.0127 | 0.0089 | -0.0018 |
2019-02-09 | FCX | 2019-02-22 | 12 | Call | 0.21 | 0.22 | 0.4061 | 0.3581 | 0.4046 | -0.0126 | 0.0085 | 0.0015 |
2019-02-09 | FCX | 2019-02-22 | 12 | Put | 0.57 | 0.6 | 0.3945 | -0.6487 | 0.4184 | -0.0115 | 0.0084 | -0.0025 |
2019-02-09 | FCX | 2019-02-22 | 12.5 | Call | 0.08 | 0.1 | 0.4009 | 0.1869 | 0.2948 | -0.0089 | 0.0061 | 0.0008 |
2019-02-09 | FCX | 2019-02-22 | 12.5 | Put | 0.94 | 0.99 | 0.392 | -0.8226 | 0.2996 | -0.0078 | 0.006 | -0.0028 |
2019-02-09 | FCX | 2019-02-22 | 13 | Call | 0.03 | 0.05 | 0.4197 | 0.0929 | 0.1743 | -0.0057 | 0.0038 | 0.0004 |
2019-02-09 | FCX | 2019-02-22 | 13 | Put | 1.38 | 1.44 | 0.3859 | -0.9318 | 0.1638 | -0.0036 | 0.0032 | -0.0023 |
2019-02-09 | FCX | 2019-02-22 | 13.5 | Call | 0 | 0.02 | 0.4197 | 0.0374 | 0.0854 | -0.0028 | 0.0019 | 0.0002 |
2019-02-09 | FCX | 2019-02-22 | 13.5 | Put | 1.86 | 1.92 | 0.3859 | -0.9822 | 0.0726 | -0.0011 | 0.0011 | -0.0012 |
2019-02-09 | FCX | 2019-03-08 | 10 | Call | 1.65 | 1.76 | 0.4542 | 0.8971 | 0.1227 | -0.0053 | 0.0058 | 0.0067 |
2019-02-09 | FCX | 2019-03-08 | 10 | Put | 0.07 | 0.09 | 0.4618 | -0.1061 | 0.1239 | -0.0048 | 0.006 | -0.0009 |
2019-02-09 | FCX | 2019-03-08 | 10.5 | Call | 1.21 | 1.31 | 0.4154 | 0.8285 | 0.1906 | -0.0067 | 0.0082 | 0.0064 |
2019-02-09 | FCX | 2019-03-08 | 10.5 | Put | 0.14 | 0.17 | 0.4453 | -0.1862 | 0.1882 | -0.0067 | 0.0085 | -0.0016 |
2019-02-09 | FCX | 2019-03-08 | 11 | Call | 0.86 | 0.93 | 0.4165 | 0.7063 | 0.2571 | -0.0087 | 0.0111 | 0.0056 |
2019-02-09 | FCX | 2019-03-08 | 11 | Put | 0.25 | 0.29 | 0.4214 | -0.2961 | 0.2567 | -0.0082 | 0.0112 | -0.0026 |
2019-02-09 | FCX | 2019-03-08 | 11.5 | Call | 0.56 | 0.62 | 0.4088 | 0.5628 | 0.2998 | -0.0097 | 0.0127 | 0.0046 |
2019-02-09 | FCX | 2019-03-08 | 11.5 | Put | 0.43 | 0.48 | 0.4056 | -0.4386 | 0.305 | -0.0089 | 0.0127 | -0.0037 |
2019-02-09 | FCX | 2019-03-08 | 12 | Call | 0.34 | 0.39 | 0.4056 | 0.4127 | 0.2986 | -0.0094 | 0.0125 | 0.0034 |
2019-02-09 | FCX | 2019-03-08 | 12 | Put | 0.71 | 0.77 | 0.4104 | -0.5883 | 0.2988 | -0.0088 | 0.0126 | -0.0047 |
2019-02-09 | FCX | 2019-03-08 | 12.5 | Call | 0.19 | 0.21 | 0.3932 | 0.2723 | 0.2626 | -0.0077 | 0.0107 | 0.0023 |
2019-02-09 | FCX | 2019-03-08 | 12.5 | Put | 1.05 | 1.08 | 0.3889 | -0.7347 | 0.2686 | -0.0068 | 0.0108 | -0.0054 |
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