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 |
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