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 | FCX | 2019-03-08 | 13 | Call | 0.1 | 0.13 | 0.4031 | 0.1737 | 0.198 | -0.0061 | 0.0082 | 0.0015 |
2019-02-09 | FCX | 2019-03-08 | 13 | Put | 1.44 | 1.56 | 0.4205 | -0.8203 | 0.2014 | -0.0058 | 0.0086 | -0.0056 |
2019-02-09 | FCX | 2019-03-08 | 13.5 | Call | 0.05 | 0.07 | 0.4047 | 0.1016 | 0.1365 | -0.0042 | 0.0057 | 0.0009 |
2019-02-09 | FCX | 2019-03-08 | 13.5 | Put | 1.85 | 2.02 | 0.4093 | -0.9032 | 0.142 | -0.0035 | 0.0055 | -0.005 |
2019-02-09 | FCX | 2019-03-29 | 10 | Call | 1.72 | 1.88 | 0.4362 | 0.85 | 0.1257 | -0.005 | 0.0099 | 0.0108 |
2019-02-09 | FCX | 2019-03-29 | 10 | Put | 0.16 | 0.19 | 0.4555 | -0.1589 | 0.1258 | -0.0047 | 0.0107 | -0.0025 |
2019-02-09 | FCX | 2019-03-29 | 10.5 | Call | 1.39 | 1.46 | 0.4406 | 0.7658 | 0.1637 | -0.0064 | 0.013 | 0.01 |
2019-02-09 | FCX | 2019-03-29 | 10.5 | Put | 0.26 | 0.29 | 0.4371 | -0.2334 | 0.1658 | -0.0056 | 0.0128 | -0.0036 |
2019-02-09 | FCX | 2019-03-29 | 11 | Call | 1.02 | 1.1 | 0.4176 | 0.6744 | 0.2028 | -0.007 | 0.0153 | 0.0091 |
2019-02-09 | FCX | 2019-03-29 | 11 | Put | 0.4 | 0.44 | 0.4217 | -0.3279 | 0.2031 | -0.0064 | 0.0154 | -0.005 |
2019-02-09 | FCX | 2019-03-29 | 11.5 | Call | 0.74 | 0.8 | 0.4112 | 0.5642 | 0.2252 | -0.0074 | 0.0167 | 0.0078 |
2019-02-09 | FCX | 2019-03-29 | 11.5 | Put | 0.61 | 0.65 | 0.4154 | -0.438 | 0.2256 | -0.0068 | 0.0168 | -0.0065 |
2019-02-09 | FCX | 2019-03-29 | 12 | Call | 0.5 | 0.56 | 0.4013 | 0.4492 | 0.2319 | -0.0072 | 0.0168 | 0.0063 |
2019-02-09 | FCX | 2019-03-29 | 12 | Put | 0.87 | 0.93 | 0.4117 | -0.5513 | 0.2296 | -0.0067 | 0.0167 | -0.0079 |
2019-02-09 | FCX | 2019-03-29 | 12.5 | Call | 0.34 | 0.38 | 0.4008 | 0.3424 | 0.2156 | -0.0067 | 0.0156 | 0.0048 |
2019-02-09 | FCX | 2019-03-29 | 12.5 | Put | 1.19 | 1.26 | 0.4089 | -0.6585 | 0.2163 | -0.006 | 0.0159 | -0.009 |
2019-02-09 | FCX | 2019-03-29 | 13 | Call | 0.22 | 0.25 | 0.3992 | 0.2494 | 0.187 | -0.0057 | 0.0135 | 0.0036 |
2019-02-09 | FCX | 2019-03-29 | 13 | Put | 1.54 | 1.64 | 0.4002 | -0.7567 | 0.1914 | -0.0049 | 0.0135 | -0.0095 |
2019-02-09 | FCX | 2019-03-29 | 13.5 | Call | 0.13 | 0.16 | 0.3949 | 0.1719 | 0.1518 | -0.0045 | 0.0108 | 0.0025 |
2019-02-09 | FCX | 2019-03-29 | 13.5 | Put | 1.97 | 2.08 | 0.4177 | -0.8206 | 0.1562 | -0.0042 | 0.0115 | -0.0096 |
2019-02-09 | FDX | 2019-02-22 | 150 | Call | 26.7 | 30 | 0.4335 | 0.9783 | 0.0034 | -0.0381 | 0.018 | 0.0559 |
2019-02-09 | FDX | 2019-02-22 | 150 | Put | 0 | 0.32 | 0.4335 | -0.0217 | 0.0034 | -0.0276 | 0.018 | -0.0015 |
2019-02-09 | FDX | 2019-02-22 | 160 | Call | 17.35 | 18.3 | 0.3714 | 0.9274 | 0.0107 | -0.0738 | 0.0479 | 0.0562 |
2019-02-09 | FDX | 2019-02-22 | 160 | Put | 0.42 | 0.83 | 0.4087 | -0.0913 | 0.0116 | -0.0823 | 0.0591 | -0.0061 |
2019-02-09 | FDX | 2019-02-22 | 165 | Call | 13 | 13.4 | 0.3403 | 0.8691 | 0.018 | -0.0995 | 0.0738 | 0.054 |
2019-02-09 | FDX | 2019-02-22 | 165 | Put | 0.52 | 1.26 | 0.3403 | -0.1308 | 0.0181 | -0.0883 | 0.0757 | -0.0086 |
2019-02-09 | FDX | 2019-02-22 | 170 | Call | 8.75 | 8.95 | 0.3051 | 0.7717 | 0.0286 | -0.1233 | 0.1049 | 0.049 |
2019-02-09 | FDX | 2019-02-22 | 170 | Put | 1.35 | 1.5 | 0.3031 | -0.2271 | 0.0288 | -0.1111 | 0.1085 | -0.0146 |
2019-02-09 | FDX | 2019-02-22 | 172.5 | Call | 6.8 | 7 | 0.291 | 0.6989 | 0.0345 | -0.1339 | 0.1208 | 0.0448 |
2019-02-09 | FDX | 2019-02-22 | 172.5 | Put | 1.9 | 2.03 | 0.2883 | -0.3002 | 0.035 | -0.1213 | 0.1225 | -0.019 |
2019-02-09 | FDX | 2019-02-22 | 177.5 | Call | 3.55 | 3.75 | 0.2667 | 0.5067 | 0.0431 | -0.138 | 0.1384 | 0.033 |
2019-02-09 | FDX | 2019-02-22 | 177.5 | Put | 3.6 | 3.85 | 0.2649 | -0.4953 | 0.0438 | -0.1259 | 0.1384 | -0.0298 |
2019-02-09 | FDX | 2019-02-22 | 180 | Call | 2.35 | 2.61 | 0.2601 | 0.3979 | 0.0427 | -0.1292 | 0.1339 | 0.0261 |
2019-02-09 | FDX | 2019-02-22 | 180 | Put | 4.9 | 5.15 | 0.2559 | -0.607 | 0.044 | -0.1159 | 0.1331 | -0.0348 |
2019-02-09 | FDX | 2019-02-22 | 185 | Call | 0.87 | 1.14 | 0.2541 | 0.207 | 0.0324 | -0.0925 | 0.0992 | 0.0137 |
2019-02-09 | FDX | 2019-02-22 | 185 | Put | 8.3 | 8.75 | 0.2443 | -0.8087 | 0.0334 | -0.0752 | 0.0982 | -0.0391 |
2019-02-09 | FDX | 2019-02-22 | 190 | Call | 0.25 | 0.38 | 0.2474 | 0.0821 | 0.0177 | -0.0475 | 0.0526 | 0.0055 |
2019-02-09 | FDX | 2019-02-22 | 190 | Put | 12.65 | 13.65 | 0.2816 | -0.8946 | 0.02 | -0.0563 | 0.0641 | -0.0369 |
2019-02-09 | FDX | 2019-02-22 | 195 | Call | 0 | 0.55 | 0.2474 | 0.027 | 0.0073 | -0.0194 | 0.0216 | 0.0018 |
2019-02-09 | FDX | 2019-02-22 | 195 | Put | 17.35 | 20.3 | 0.2816 | -0.9637 | 0.0104 | -0.0223 | 0.0297 | -0.0238 |
2019-02-09 | FDX | 2019-02-22 | 205 | Call | 0 | 1.64 | 0.2474 | 0.0015 | 0.0006 | -0.0016 | 0.0017 | 0.0001 |
2019-02-09 | FDX | 2019-02-22 | 205 | Put | 26.25 | 30.25 | 0.2816 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FDX | 2019-03-08 | 150 | Call | 26.75 | 30.45 | 0.4939 | 0.9073 | 0.007 | -0.0822 | 0.0844 | 0.0938 |
2019-02-09 | FDX | 2019-03-08 | 150 | Put | 0.33 | 0.55 | 0.3825 | -0.0535 | 0.0058 | -0.0357 | 0.0532 | -0.0076 |
2019-02-09 | FDX | 2019-03-08 | 160 | Call | 17.9 | 18.95 | 0.3288 | 0.8875 | 0.0122 | -0.0658 | 0.0976 | 0.0986 |
2019-02-09 | FDX | 2019-03-08 | 160 | Put | 0.87 | 1.56 | 0.3456 | -0.1358 | 0.0129 | -0.0643 | 0.1047 | -0.0185 |
2019-02-09 | FDX | 2019-03-08 | 165 | Call | 13.55 | 14.9 | 0.323 | 0.8106 | 0.0175 | -0.0871 | 0.1336 | 0.0921 |
2019-02-09 | FDX | 2019-03-08 | 165 | Put | 1.34 | 1.84 | 0.3002 | -0.189 | 0.0185 | -0.0688 | 0.1332 | -0.0256 |
2019-02-09 | FDX | 2019-03-08 | 170 | Call | 9.8 | 10.35 | 0.2927 | 0.7212 | 0.024 | -0.0959 | 0.1662 | 0.0842 |
2019-02-09 | FDX | 2019-03-08 | 170 | Put | 2.38 | 2.68 | 0.2761 | -0.2876 | 0.0254 | -0.079 | 0.1707 | -0.0388 |
2019-02-09 | FDX | 2019-03-08 | 172.5 | Call | 7.95 | 8.5 | 0.2814 | 0.6612 | 0.0272 | -0.0995 | 0.1791 | 0.0778 |
2019-02-09 | FDX | 2019-03-08 | 172.5 | Put | 3.1 | 3.55 | 0.2719 | -0.3544 | 0.0281 | -0.0842 | 0.1809 | -0.0479 |
2019-02-09 | FDX | 2019-03-08 | 177.5 | Call | 4.8 | 5.25 | 0.2601 | 0.5153 | 0.032 | -0.0985 | 0.1943 | 0.0621 |
2019-02-09 | FDX | 2019-03-08 | 177.5 | Put | 4.85 | 5.5 | 0.2495 | -0.5055 | 0.0329 | -0.0808 | 0.1956 | -0.0683 |
2019-02-09 | FDX | 2019-03-08 | 180 | Call | 3.6 | 3.95 | 0.2532 | 0.4341 | 0.0324 | -0.0939 | 0.1923 | 0.0528 |
2019-02-09 | FDX | 2019-03-08 | 180 | Put | 6.1 | 6.75 | 0.2402 | -0.5901 | 0.0333 | -0.0743 | 0.1922 | -0.0798 |
2019-02-09 | FDX | 2019-03-08 | 185 | Call | 1.8 | 2.07 | 0.2424 | 0.2766 | 0.0288 | -0.0755 | 0.1665 | 0.0342 |
2019-02-09 | FDX | 2019-03-08 | 185 | Put | 9.3 | 10.1 | 0.2293 | -0.7499 | 0.0285 | -0.054 | 0.1541 | -0.1018 |
2019-02-09 | FDX | 2019-03-08 | 190 | Call | 0.75 | 1.25 | 0.2461 | 0.1632 | 0.0208 | -0.0558 | 0.122 | 0.0205 |
2019-02-09 | FDX | 2019-03-08 | 190 | Put | 13.15 | 14.35 | 0.2224 | -0.8713 | 0.0194 | -0.0293 | 0.1075 | -0.1195 |
2019-02-09 | FDX | 2019-03-08 | 195 | Call | 0.26 | 0.43 | 0.2307 | 0.0711 | 0.0122 | -0.0286 | 0.0701 | 0.0091 |
2019-02-09 | FDX | 2019-03-08 | 195 | Put | 17.8 | 20 | 0.2932 | -0.8774 | 0.0142 | -0.0401 | 0.1014 | -0.124 |
2019-02-09 | FDX | 2019-03-08 | 205 | Call | 0.01 | 0.11 | 0.2307 | 0.0116 | 0.0027 | -0.0063 | 0.0171 | 0.0015 |
2019-02-09 | FDX | 2019-03-08 | 205 | Put | 26.9 | 30.5 | 0.2932 | -0.9627 | 0.0057 | -0.0071 | 0.0418 | -0.1407 |
2019-02-09 | FDX | 2019-03-29 | 150 | Call | 27.85 | 30.35 | 0.4261 | 0.8814 | 0.0076 | -0.0681 | 0.1272 | 0.1275 |
2019-02-09 | FDX | 2019-03-29 | 150 | Put | 1.1 | 1.36 | 0.3762 | -0.1004 | 0.0073 | -0.0426 | 0.1186 | -0.0237 |
2019-02-09 | FDX | 2019-03-29 | 160 | Call | 19.3 | 20.2 | 0.345 | 0.8157 | 0.0125 | -0.0726 | 0.1748 | 0.1335 |
2019-02-09 | FDX | 2019-03-29 | 160 | Put | 2.4 | 2.73 | 0.3476 | -0.1938 | 0.0123 | -0.0609 | 0.1811 | -0.0448 |
2019-02-09 | FDX | 2019-03-29 | 165 | Call | 15.6 | 16.25 | 0.3382 | 0.7438 | 0.0152 | -0.0827 | 0.208 | 0.1326 |
2019-02-09 | FDX | 2019-03-29 | 165 | Put | 3.4 | 3.85 | 0.3339 | -0.2606 | 0.0152 | -0.0686 | 0.2107 | -0.0595 |
2019-02-09 | FDX | 2019-03-29 | 170 | Call | 12.05 | 12.6 | 0.3246 | 0.6626 | 0.0179 | -0.0879 | 0.2338 | 0.1261 |
2019-02-09 | FDX | 2019-03-29 | 170 | Put | 4.8 | 5.2 | 0.3191 | -0.3413 | 0.018 | -0.0735 | 0.2356 | -0.0765 |
2019-02-09 | FDX | 2019-03-29 | 172.5 | Call | 10.35 | 11.15 | 0.3209 | 0.6164 | 0.0188 | -0.0898 | 0.2488 | 0.1206 |
2019-02-09 | FDX | 2019-03-29 | 172.5 | Put | 5.65 | 6.35 | 0.3185 | -0.3884 | 0.0188 | -0.0763 | 0.2496 | -0.0861 |
2019-02-09 | FDX | 2019-03-29 | 177.5 | Call | 7.5 | 8 | 0.305 | 0.5182 | 0.0205 | -0.0875 | 0.2577 | 0.107 |
2019-02-09 | FDX | 2019-03-29 | 177.5 | Put | 7.85 | 8.2 | 0.3033 | -0.4872 | 0.0206 | -0.0743 | 0.2578 | -0.1051 |
2019-02-09 | FDX | 2019-03-29 | 180 | Call | 6.25 | 6.75 | 0.3 | 0.4664 | 0.0207 | -0.0852 | 0.2581 | 0.0981 |
2019-02-09 | FDX | 2019-03-29 | 180 | Put | 9 | 9.5 | 0.2971 | -0.5397 | 0.021 | -0.0717 | 0.2577 | -0.1144 |
2019-02-09 | FDX | 2019-03-29 | 185 | Call | 4.3 | 4.6 | 0.2925 | 0.3643 | 0.02 | -0.0774 | 0.2413 | 0.0792 |
2019-02-09 | FDX | 2019-03-29 | 185 | Put | 12 | 12.45 | 0.2899 | -0.6432 | 0.0203 | -0.064 | 0.24 | -0.1311 |
2019-02-09 | FDX | 2019-03-29 | 190 | Call | 2.61 | 3.05 | 0.2828 | 0.2673 | 0.018 | -0.0646 | 0.2127 | 0.0595 |
2019-02-09 | FDX | 2019-03-29 | 190 | Put | 15.25 | 16 | 0.2798 | -0.7425 | 0.0184 | -0.051 | 0.2107 | -0.1439 |
2019-02-09 | FDX | 2019-03-29 | 195 | Call | 1.56 | 2.58 | 0.2954 | 0.2032 | 0.0148 | -0.0576 | 0.1828 | 0.0454 |
2019-02-09 | FDX | 2019-03-29 | 195 | Put | 19.1 | 20.15 | 0.2773 | -0.8218 | 0.0151 | -0.0378 | 0.1725 | -0.1522 |
2019-02-09 | FDX | 2019-03-29 | 205 | Call | 0.47 | 0.74 | 0.2722 | 0.079 | 0.0084 | -0.0274 | 0.0953 | 0.0179 |
2019-02-09 | FDX | 2019-03-29 | 205 | Put | 27.65 | 30.35 | 0.3174 | -0.8915 | 0.0095 | -0.0275 | 0.1251 | -0.1616 |
2019-02-09 | FE | 2019-02-15 | 34 | Call | 5.2 | 6.1 | 0.1409 | 1 | 0 | -0.0024 | 0 | 0.0065 |
2019-02-09 | FE | 2019-02-15 | 34 | Put | 0 | 0.3 | 0.1409 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 36 | Call | 3.2 | 3.9 | 0.1409 | 1 | 0 | -0.0025 | 0 | 0.0069 |
2019-02-09 | FE | 2019-02-15 | 36 | Put | 0 | 0.3 | 0.1409 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 37 | Call | 2.3 | 2.8 | 0.1409 | 0.9996 | 0.0017 | -0.0027 | 0.0001 | 0.0071 |
2019-02-09 | FE | 2019-02-15 | 37 | Put | 0 | 0.25 | 0.1409 | -0.0004 | 0.0017 | -0.0001 | 0.0001 | 0 |
2019-02-09 | FE | 2019-02-15 | 38 | Call | 1.4 | 1.9 | 0.1409 | 0.9776 | 0.0692 | -0.0055 | 0.0029 | 0.0071 |
2019-02-09 | FE | 2019-02-15 | 38 | Put | 0 | 0.1 | 0.1409 | -0.0224 | 0.0692 | -0.0029 | 0.0029 | -0.0002 |
2019-02-09 | FE | 2019-02-15 | 39 | Call | 0.55 | 0.7 | 0.1409 | 0.7501 | 0.4124 | -0.0195 | 0.0174 | 0.0056 |
2019-02-09 | FE | 2019-02-15 | 39 | Put | 0.1 | 0.25 | 0.1409 | -0.2507 | 0.4158 | -0.0169 | 0.0174 | -0.0017 |
2019-02-09 | FE | 2019-02-15 | 40 | Call | 0.1 | 0.15 | 0.1415 | 0.2675 | 0.4254 | -0.0189 | 0.018 | 0.002 |
2019-02-09 | FE | 2019-02-15 | 40 | Put | 0.6 | 0.8 | 0.1851 | -0.684 | 0.3581 | -0.0243 | 0.0199 | -0.0041 |
2019-02-09 | FE | 2019-02-15 | 41 | Call | 0 | 0.1 | 0.1415 | 0.03 | 0.088 | -0.0038 | 0.0037 | 0.0002 |
2019-02-09 | FE | 2019-02-15 | 41 | Put | 1.45 | 1.95 | 0.1851 | -0.9321 | 0.1466 | -0.0081 | 0.0075 | -0.0034 |
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