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
AES
2019-02-15
15
Call
2.15
2.25
0.1702
1
0
-0.001
0
0.0029
2019-02-09
AES
2019-02-15
15
Put
0
0.05
0.1702
0
0
0
0
0
2019-02-09
AES
2019-02-15
16
Call
1.15
1.3
0.1702
0.9992
0.0068
-0.0012
0.0001
0.0031
2019-02-09
AES
2019-02-15
16
Put
0
0.05
0.1702
-0.0008
0.0068
-0.0001
0.0001
0
2019-02-09
AES
2019-02-15
17
Call
0.25
0.35
0.1702
0.7185
0.8322
-0.0106
0.008
0.0023
2019-02-09
AES
2019-02-15
17
Put
0.05
0.15
0.1702
-0.2822
0.8385
-0.0095
0.008
-0.0009
2019-02-09
AES
2019-02-15
18
Call
0
0.05
0.1702
0.0323
0.1782
-0.0021
0.0017
0.0001
2019-02-09
AES
2019-02-15
18
Put
0.75
0.9
0.1702
-0.9796
0.1944
-0.0011
0.0014
-0.0007
2019-02-09
AES
2019-02-15
19
Call
0
0.05
0.1702
0
0.0002
0
0
0
2019-02-09
AES
2019-02-15
19
Put
1.75
1.85
0.1702
-1
0
0
0
0
2019-02-09
AES
2019-02-15
20
Call
0
0.05
0.1702
0
0
0
0
0
2019-02-09
AES
2019-02-15
20
Put
2.75
2.85
0.1702
-1
0
0
0
0
2019-02-09
AES
2019-03-15
15
Call
2.2
2.35
0.2338
0.976
0.0453
-0.002
0.003
0.0139
2019-02-09
AES
2019-03-15
15
Put
0
0.1
0.2338
-0.024
0.0453
-0.001
0.003
-0.0004
2019-02-09
AES
2019-03-15
16
Call
1.3
1.4
0.2338
0.8612
0.1776
-0.0049
0.0118
0.0129
2019-02-09
AES
2019-03-15
16
Put
0.1
0.2
0.2338
-0.139
0.179
-0.0038
0.0122
-0.0022
2019-02-09
AES
2019-03-15
17
Call
0.6
0.65
0.229
0.5993
0.3168
-0.0074
0.0206
0.0093
2019-02-09
AES
2019-03-15
17
Put
0.35
0.45
0.2455
-0.408
0.3006
-0.0068
0.0208
-0.006
2019-02-09
AES
2019-03-15
18
Call
0.15
0.25
0.2216
0.2824
0.2862
-0.006
0.018
0.0045
2019-02-09
AES
2019-03-15
18
Put
0.9
1.05
0.2392
-0.7093
0.2798
-0.0056
0.0187
-0.0089
2019-02-09
AES
2019-03-15
19
Call
0
0.1
0.2216
0.0862
0.1332
-0.0028
0.0084
0.0014
2019-02-09
AES
2019-03-15
19
Put
1.75
1.9
0.2392
-0.9117
0.1516
-0.0023
0.0089
-0.0071
2019-02-09
AES
2019-03-15
20
Call
0
0.05
0.2216
0.0173
0.0363
-0.0007
0.0023
0.0003
2019-02-09
AES
2019-03-15
20
Put
2.75
2.85
0.2392
-0.9986
0.0261
0
0.0004
0
2019-02-09
AFL
2019-02-22
41
Call
6.85
7.8
0.1923
1
0
-0.0028
0
0.0078
2019-02-09
AFL
2019-02-22
41
Put
0
0.1
0.2044
0
0.0001
0
0
0
2019-02-09
AFL
2019-02-22
43.5
Call
4.45
4.8
0.1923
0.9998
0.0006
-0.0031
0.0001
0.0083
2019-02-09
AFL
2019-02-22
43.5
Put
0
0.14
0.2044
-0.007
0.0102
-0.0013
0.0018
-0.0001
2019-02-09
AFL
2019-02-22
45
Call
2.66
3.4
0.1923
0.9883
0.0223
-0.0057
0.003
0.0086
2019-02-09
AFL
2019-02-22
45
Put
0.05
0.13
0.2044
-0.0537
0.0569
-0.0073
0.0102
-0.001
2019-02-09
AFL
2019-02-22
46.5
Call
1.53
1.96
0.1591
0.9197
0.1288
-0.0132
0.0136
0.0088
2019-02-09
AFL
2019-02-22
46.5
Put
0.16
0.23
0.1877
-0.1959
0.158
-0.0168
0.0267
-0.0034
2019-02-09
AFL
2019-02-22
47
Call
1.26
1.43
0.1747
0.8054
0.2083
-0.0226
0.0242
0.0085
2019-02-09
AFL
2019-02-22
47
Put
0.23
0.32
0.1731
-0.2715
0.2057
-0.0185
0.0314
-0.0046
2019-02-09
AFL
2019-02-22
48
Call
0.53
0.66
0.152
0.5554
0.3295
-0.0258
0.0355
0.0071
2019-02-09
AFL
2019-02-22
48
Put
0.45
0.72
0.1494
-0.5101
0.2888
-0.0185
0.0374
-0.008
2019-02-09
AFL
2019-02-22
49
Call
0.12
0.21
0.1376
0.2337
0.262
-0.0164
0.0285
0.0036
2019-02-09
AFL
2019-02-22
49
Put
0.98
1.32
0.1142
-0.8396
0.2391
-0.0069
0.0239
-0.0105
2019-02-09
AFL
2019-02-22
50
Call
0
0.08
0.21
0.1633
0.1296
-0.0185
0.0232
0.0028
2019-02-09
AFL
2019-02-22
50
Put
1.82
2.61
0.21
-0.8455
0.1245
-0.0143
0.0224
-0.0113
2019-02-09
AFL
2019-02-22
51.5
Call
0
0.06
0.2191
0.0505
0.0506
-0.0078
0.0098
0.0009
2019-02-09
AFL
2019-02-22
51.5
Put
3.4
3.8
0.2191
-0.9548
0.049
-0.004
0.0095
-0.011
2019-02-09
AFL
2019-02-22
52.5
Call
0
0.05
0.3781
0.1178
0.0561
-0.0256
0.0182
0.0021
2019-02-09
AFL
2019-02-22
52.5
Put
4.45
5.05
0.3781
-0.8856
0.0559
-0.0218
0.0179
-0.0123
2019-02-09
AFL
2019-02-22
55
Call
0
0.04
0.3781
0.0349
0.0217
-0.0099
0.0072
0.0006
2019-02-09
AFL
2019-02-22
55
Put
6.35
7.5
0.3781
-0.9683
0.021
-0.0057
0.0069
-0.0118
2019-02-09
AFL
2019-03-08
41
Call
6.4
9.5
0.1733
1
0
-0.0028
0
0.0077
2019-02-09
AFL
2019-03-08
41
Put
0
0.24
0.2105
-0.0031
0.0034
-0.0005
0.0013
-0.0001
2019-02-09
AFL
2019-03-08
43.5
Call
4
7.15
0.1733
0.9993
0.0019
-0.0032
0.0004
0.0083
2019-02-09
AFL
2019-03-08
43.5
Put
0.04
0.25
0.2105
-0.0428
0.0326
-0.0044
0.0121
-0.0016
2019-02-09
AFL
2019-03-08
45
Call
2.79
3.75
0.1733
0.9698
0.049
-0.0076
0.0093
0.0107
2019-02-09
AFL
2019-03-08
45
Put
0.14
0.28
0.2105
-0.1279
0.0753
-0.0101
0.0285
-0.0045
2019-02-09
AFL
2019-03-08
46.5
Call
1.78
2.36
0.2201
0.7314
0.1347
-0.0228
0.0437
0.0196
2019-02-09
AFL
2019-03-08
46.5
Put
0.34
0.48
0.1882
-0.2637
0.1321
-0.0138
0.0439
-0.0089
2019-02-09
AFL
2019-03-08
47
Call
1.41
1.68
0.1798
0.6987
0.1769
-0.0202
0.046
0.0191
2019-02-09
AFL
2019-03-08
47
Put
0.47
0.61
0.1823
-0.3309
0.1517
-0.0147
0.0486
-0.0109
2019-02-09
AFL
2019-03-08
48
Call
0.73
0.93
0.1554
0.5186
0.211
-0.0177
0.0524
0.0168
2019-02-09
AFL
2019-03-08
48
Put
0.78
0.98
0.1652
-0.4953
0.1858
-0.0142
0.0529
-0.0153
2019-02-09
AFL
2019-03-08
49
Call
0.29
0.45
0.1432
0.3099
0.1887
-0.0132
0.0472
0.0111
2019-02-09
AFL
2019-03-08
49
Put
1.23
1.59
0.1498
-0.6931
0.1857
-0.0107
0.0463
-0.0185
2019-02-09
AFL
2019-03-08
50
Call
0.11
0.2
0.1437
0.1573
0.1266
-0.0087
0.0326
0.0058
2019-02-09
AFL
2019-03-08
50
Put
2.04
2.48
0.1694
-0.8144
0.1291
-0.0088
0.0367
-0.0189
2019-02-09
AFL
2019-03-08
51.5
Call
0
0.66
0.3256
0.2313
0.0705
-0.0242
0.0404
0.0081
2019-02-09
AFL
2019-03-08
51.5
Put
2.95
3.95
0.3256
-0.7747
0.072
-0.0211
0.041
-0.0218
2019-02-09
AFL
2019-03-08
53
Call
0
0.06
0.4805
0.2488
0.0499
-0.037
0.0424
0.0085
2019-02-09
AFL
2019-03-08
53
Put
4.35
7.55
0.4805
-0.7546
0.0504
-0.0337
0.042
-0.0235
2019-02-09
AFL
2019-03-08
55
Call
0
0.05
0.4805
0.1692
0.0397
-0.0293
0.033
0.0058
2019-02-09
AFL
2019-03-08
55
Put
6.7
8.4
0.4805
-0.8353
0.0403
-0.0259
0.0325
-0.0238
2019-02-09
AFL
2019-03-29
41.5
Call
6.45
6.95
0.1903
0.9996
0.001
-0.0031
0.0003
0.0081
2019-02-09
AFL
2019-03-29
41.5
Put
0.08
0.16
0.2062
-0.0235
0.0153
-0.002
0.0097
-0.0016
2019-02-09
AFL
2019-03-29
43.5
Call
4.5
5
0.1903
0.9644
0.0419
-0.0077
0.0146
0.0222
2019-02-09
AFL
2019-03-29
43.5
Put
0.1
0.26
0.2062
-0.0867
0.0439
-0.0056
0.0288
-0.0053
2019-02-09
AFL
2019-03-29
45
Call
3.15
3.6
0.1903
0.853
0.0878
-0.0127
0.0419
0.0407
2019-02-09
AFL
2019-03-29
45
Put
0.27
0.47
0.2062
-0.1816
0.0735
-0.0092
0.0466
-0.0109
2019-02-09
AFL
2019-03-29
46.5
Call
2.04
2.31
0.1787
0.7084
0.1141
-0.0137
0.0604
0.0418
2019-02-09
AFL
2019-03-29
46.5
Put
0.52
0.76
0.1842
-0.3016
0.1094
-0.0106
0.061
-0.0174
2019-02-09
AFL
2019-03-29
47
Call
1.66
1.88
0.1667
0.657
0.1284
-0.0133
0.0645
0.0398
2019-02-09
AFL
2019-03-29
47
Put
0.63
0.82
0.1702
-0.3506
0.1264
-0.0103
0.0655
-0.0198
2019-02-09
AFL
2019-03-29
48
Call
1.01
1.34
0.1622
0.5226
0.1406
-0.0133
0.0699
0.0323
2019-02-09
AFL
2019-03-29
48
Put
0.98
1.22
0.1608
-0.4849
0.1455
-0.0101
0.0698
-0.0257
2019-02-09
AFL
2019-03-29
49
Call
0.55
0.85
0.1555
0.3798
0.1402
-0.0119
0.0679
0.0238
2019-02-09
AFL
2019-03-29
49
Put
1.49
1.78
0.1544
-0.6341
0.1469
-0.0087
0.0666
-0.0301
2019-02-09
AFL
2019-03-29
50
Call
0.27
0.56
0.1488
0.244
0.1206
-0.0092
0.0564
0.0154
2019-02-09
AFL
2019-03-29
50
Put
2.12
2.53
0.1488
-0.7769
0.1289
-0.0061
0.0532
-0.0302
2019-02-09
AFL
2019-03-29
51.5
Call
0.02
0.14
0.1472
0.1059
0.0708
-0.0052
0.0321
0.0066
2019-02-09
AFL
2019-03-29
51.5
Put
2.94
4.6
0.1472
-0.9265
0.0744
-0.0016
0.026
-0.021
2019-02-09
AFL
2019-03-29
53
Call
0
0.13
0.1422
0.0325
0.0291
-0.002
0.0127
0.002
2019-02-09
AFL
2019-03-29
53
Put
4.7
5.8
0.1422
-0.9924
0.0151
0
0.0046
-0.0115
2019-02-09
AFL
2019-03-29
55.5
Call
0
0.06
0.1422
0.0032
0.0038
-0.0003
0.0017
0.0002
2019-02-09
AFL
2019-03-29
55.5
Put
7.2
7.9
0.1422
-1
0
0
0
-0.0105
2019-02-09
AGN
2019-02-22
110
Call
20.6
23.35
0.3948
0.9992
0.0004
-0.0091
0.0007
0.0149
2019-02-09
AGN
2019-02-22
110
Put
0
0.22
0.3701
-0.0062
0.0019
-0.0059
0.0045
-0.0003
2019-02-09
AGN
2019-02-22
120
Call
12.05
12.7
0.3948
0.9283
0.0178
-0.0733
0.033
0.02
2019-02-09
AGN
2019-02-22
120
Put
0.34
0.56
0.3701
-0.0971
0.0181
-0.0577
0.044
-0.0048
2019-02-09
AGN
2019-02-22
123
Call
9.2
10.05
0.3739
0.8681
0.0283
-0.1007
0.0529
0.0213
2019-02-09
AGN
2019-02-22
123
Put
0.56
0.85
0.3403
-0.1505
0.0268
-0.072
0.0622
-0.0073
2019-02-09
AGN
2019-02-22
127
Call
5.7
6.2
0.3028
0.7702
0.048
-0.1106
0.0781
0.0248
2019-02-09
AGN
2019-02-22
127
Put
1.19
1.36
0.2967
-0.2662
0.0433
-0.0875
0.0859
-0.0126
2019-02-09
AGN
2019-02-22
129
Call
4.25
4.8
0.2994
0.6664
0.055
-0.1224
0.0913
0.0239
2019-02-09
AGN
2019-02-22
129
Put
1.74
1.94
0.286
-0.3574
0.0511
-0.0954
0.0952
-0.0167