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 | FE | 2019-02-15 | 42 | Call | 0 | 0.35 | 0.1415 | 0.0009 | 0.0041 | -0.0002 | 0.0002 | 0 |
2019-02-09 | FE | 2019-02-15 | 42 | Put | 2.4 | 3 | 0.1851 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 43 | Call | 0 | 0.3 | 0.1415 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 43 | Put | 3.4 | 4.1 | 0.1851 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 45 | Call | 0 | 0.3 | 0.1415 | 0 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-02-15 | 45 | Put | 5.4 | 6.1 | 0.1851 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-03-15 | 34 | Call | 5.3 | 5.8 | 0.2547 | 0.9756 | 0.0184 | -0.0049 | 0.007 | 0.0315 |
2019-02-09 | FE | 2019-03-15 | 34 | Put | 0 | 0.1 | 0.2547 | -0.0244 | 0.0184 | -0.0025 | 0.007 | -0.001 |
2019-02-09 | FE | 2019-03-15 | 36 | Call | 3.5 | 3.8 | 0.2059 | 0.9361 | 0.0497 | -0.0068 | 0.0153 | 0.0319 |
2019-02-09 | FE | 2019-03-15 | 36 | Put | 0.05 | 0.15 | 0.2059 | -0.0638 | 0.0499 | -0.0043 | 0.0159 | -0.0023 |
2019-02-09 | FE | 2019-03-15 | 37 | Call | 2.6 | 2.8 | 0.1814 | 0.891 | 0.0843 | -0.0082 | 0.0228 | 0.0311 |
2019-02-09 | FE | 2019-03-15 | 37 | Put | 0.15 | 0.25 | 0.2129 | -0.1452 | 0.0883 | -0.0081 | 0.029 | -0.0052 |
2019-02-09 | FE | 2019-03-15 | 38 | Call | 1.75 | 1.95 | 0.1735 | 0.7849 | 0.1378 | -0.0109 | 0.0357 | 0.0279 |
2019-02-09 | FE | 2019-03-15 | 38 | Put | 0.3 | 0.4 | 0.1954 | -0.2413 | 0.1318 | -0.0101 | 0.0378 | -0.0084 |
2019-02-09 | FE | 2019-03-15 | 39 | Call | 1.05 | 1.25 | 0.1704 | 0.6216 | 0.1826 | -0.013 | 0.0465 | 0.0224 |
2019-02-09 | FE | 2019-03-15 | 39 | Put | 0.6 | 0.7 | 0.1877 | -0.3908 | 0.17 | -0.0117 | 0.0466 | -0.013 |
2019-02-09 | FE | 2019-03-15 | 40 | Call | 0.55 | 0.65 | 0.161 | 0.4273 | 0.1994 | -0.0122 | 0.0479 | 0.0156 |
2019-02-09 | FE | 2019-03-15 | 40 | Put | 1.05 | 1.15 | 0.1771 | -0.5714 | 0.1867 | -0.0109 | 0.0477 | -0.0174 |
2019-02-09 | FE | 2019-03-15 | 41 | Call | 0.2 | 0.35 | 0.1586 | 0.2451 | 0.1622 | -0.0094 | 0.0384 | 0.009 |
2019-02-09 | FE | 2019-03-15 | 41 | Put | 1.7 | 1.9 | 0.1829 | -0.7342 | 0.1557 | -0.009 | 0.0403 | -0.0196 |
2019-02-09 | FE | 2019-03-15 | 42 | Call | 0.05 | 0.15 | 0.1586 | 0.1188 | 0.1025 | -0.0058 | 0.0243 | 0.0044 |
2019-02-09 | FE | 2019-03-15 | 42 | Put | 2.5 | 2.7 | 0.1829 | -0.863 | 0.1136 | -0.0055 | 0.0277 | -0.0175 |
2019-02-09 | FE | 2019-03-15 | 43 | Call | 0 | 0.1 | 0.1586 | 0.0484 | 0.0519 | -0.0029 | 0.0123 | 0.0018 |
2019-02-09 | FE | 2019-03-15 | 43 | Put | 3.4 | 4.2 | 0.1829 | -0.9492 | 0.0724 | -0.0023 | 0.0139 | -0.0101 |
2019-02-09 | FE | 2019-03-15 | 45 | Call | 0 | 0.05 | 0.1586 | 0.0049 | 0.0073 | -0.0004 | 0.0017 | 0.0002 |
2019-02-09 | FE | 2019-03-15 | 45 | Put | 5.3 | 6.6 | 0.1829 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FE | 2019-04-18 | 34 | Call | 5.6 | 5.9 | 0.2295 | 0.9465 | 0.0279 | -0.0054 | 0.0186 | 0.0589 |
2019-02-09 | FE | 2019-04-18 | 34 | Put | 0.05 | 0.15 | 0.2295 | -0.0535 | 0.0279 | -0.003 | 0.0186 | -0.0041 |
2019-02-09 | FE | 2019-04-18 | 36 | Call | 3.7 | 4 | 0.1916 | 0.8889 | 0.058 | -0.0068 | 0.0323 | 0.0582 |
2019-02-09 | FE | 2019-04-18 | 36 | Put | 0.15 | 0.3 | 0.1916 | -0.1118 | 0.0587 | -0.0043 | 0.0342 | -0.0077 |
2019-02-09 | FE | 2019-04-18 | 37 | Call | 2.8 | 3.1 | 0.1756 | 0.8322 | 0.0839 | -0.0077 | 0.0428 | 0.0557 |
2019-02-09 | FE | 2019-04-18 | 37 | Put | 0.3 | 0.4 | 0.1914 | -0.1884 | 0.0838 | -0.006 | 0.0474 | -0.0128 |
2019-02-09 | FE | 2019-04-18 | 38 | Call | 2 | 2.25 | 0.1633 | 0.7426 | 0.116 | -0.0086 | 0.055 | 0.0506 |
2019-02-09 | FE | 2019-04-18 | 38 | Put | 0.5 | 0.6 | 0.1806 | -0.279 | 0.111 | -0.0069 | 0.0584 | -0.0184 |
2019-02-09 | FE | 2019-04-18 | 39 | Call | 1.35 | 1.55 | 0.1594 | 0.6133 | 0.1409 | -0.0093 | 0.0652 | 0.0424 |
2019-02-09 | FE | 2019-04-18 | 39 | Put | 0.8 | 0.95 | 0.1741 | -0.4002 | 0.1336 | -0.0074 | 0.0659 | -0.0252 |
2019-02-09 | FE | 2019-04-18 | 40 | Call | 0.85 | 1 | 0.1574 | 0.4673 | 0.1483 | -0.0091 | 0.0677 | 0.0326 |
2019-02-09 | FE | 2019-04-18 | 40 | Put | 1.2 | 1.4 | 0.1636 | -0.5422 | 0.149 | -0.0069 | 0.0676 | -0.0313 |
2019-02-09 | FE | 2019-04-18 | 41 | Call | 0.45 | 0.6 | 0.1523 | 0.3217 | 0.1381 | -0.0077 | 0.0611 | 0.0227 |
2019-02-09 | FE | 2019-04-18 | 41 | Put | 1.85 | 2.1 | 0.1698 | -0.6756 | 0.1344 | -0.0062 | 0.0614 | -0.0349 |
2019-02-09 | FE | 2019-04-18 | 42 | Call | 0.25 | 0.35 | 0.155 | 0.2078 | 0.1085 | -0.0061 | 0.0488 | 0.0147 |
2019-02-09 | FE | 2019-04-18 | 42 | Put | 2.6 | 2.8 | 0.163 | -0.8068 | 0.1171 | -0.0041 | 0.0472 | -0.0326 |
2019-02-09 | FE | 2019-04-18 | 43 | Call | 0.1 | 0.2 | 0.155 | 0.1218 | 0.0766 | -0.0043 | 0.0344 | 0.0087 |
2019-02-09 | FE | 2019-04-18 | 43 | Put | 3.4 | 3.7 | 0.163 | -0.9035 | 0.0903 | -0.0023 | 0.0302 | -0.0231 |
2019-02-09 | FE | 2019-04-18 | 45 | Call | 0 | 0.05 | 0.155 | 0.0325 | 0.0275 | -0.0015 | 0.0124 | 0.0023 |
2019-02-09 | FE | 2019-04-18 | 45 | Put | 5.4 | 5.8 | 0.163 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FFIV | 2019-02-22 | 135 | Call | 23.6 | 27.8 | 0.285 | 0.9993 | 0.0003 | -0.0102 | 0.0008 | 0.0517 |
2019-02-09 | FFIV | 2019-02-22 | 135 | Put | 0 | 0.23 | 0.285 | -0.0007 | 0.0003 | -0.0008 | 0.0008 | 0 |
2019-02-09 | FFIV | 2019-02-22 | 145 | Call | 13.75 | 18.05 | 0.285 | 0.9721 | 0.0071 | -0.0304 | 0.0202 | 0.0538 |
2019-02-09 | FFIV | 2019-02-22 | 145 | Put | 0 | 0.78 | 0.285 | -0.0279 | 0.0071 | -0.0202 | 0.0202 | -0.0018 |
2019-02-09 | FFIV | 2019-02-22 | 150 | Call | 10.2 | 11.9 | 0.285 | 0.904 | 0.019 | -0.064 | 0.0537 | 0.0514 |
2019-02-09 | FFIV | 2019-02-22 | 150 | Put | 0.28 | 0.55 | 0.285 | -0.0958 | 0.019 | -0.0537 | 0.0542 | -0.0057 |
2019-02-09 | FFIV | 2019-02-22 | 155 | Call | 6.9 | 7.45 | 0.2664 | 0.7774 | 0.0355 | -0.0976 | 0.0939 | 0.0452 |
2019-02-09 | FFIV | 2019-02-22 | 155 | Put | 0.9 | 1.43 | 0.2727 | -0.2277 | 0.0354 | -0.0907 | 0.0987 | -0.0132 |
2019-02-09 | FFIV | 2019-02-22 | 157.5 | Call | 4.9 | 5.4 | 0.2441 | 0.6893 | 0.0459 | -0.1045 | 0.1113 | 0.0405 |
2019-02-09 | FFIV | 2019-02-22 | 157.5 | Put | 1.51 | 1.86 | 0.2532 | -0.3173 | 0.045 | -0.0986 | 0.1116 | -0.0181 |
2019-02-09 | FFIV | 2019-02-22 | 160 | Call | 3.25 | 3.7 | 0.2319 | 0.5677 | 0.0538 | -0.1088 | 0.1239 | 0.0337 |
2019-02-09 | FFIV | 2019-02-22 | 160 | Put | 2.34 | 2.91 | 0.2494 | -0.4373 | 0.0506 | -0.1066 | 0.1237 | -0.0242 |
2019-02-09 | FFIV | 2019-02-22 | 165 | Call | 1.09 | 1.53 | 0.2241 | 0.2993 | 0.0492 | -0.0909 | 0.1094 | 0.018 |
2019-02-09 | FFIV | 2019-02-22 | 165 | Put | 5.1 | 5.75 | 0.2398 | -0.6915 | 0.0476 | -0.0889 | 0.11 | -0.0341 |
2019-02-09 | FFIV | 2019-02-22 | 167.5 | Call | 0.56 | 1 | 0.2293 | 0.1981 | 0.0385 | -0.074 | 0.0877 | 0.0119 |
2019-02-09 | FFIV | 2019-02-22 | 167.5 | Put | 6.6 | 7.75 | 0.2228 | -0.8157 | 0.0397 | -0.0602 | 0.0861 | -0.0348 |
2019-02-09 | FFIV | 2019-02-22 | 172.5 | Call | 0.02 | 0.27 | 0.2293 | 0.0663 | 0.0178 | -0.034 | 0.0406 | 0.004 |
2019-02-09 | FFIV | 2019-02-22 | 172.5 | Put | 9.95 | 14.15 | 0.2228 | -0.9507 | 0.0181 | -0.0204 | 0.0344 | -0.0229 |
2019-02-09 | FFIV | 2019-02-22 | 177.5 | Call | 0 | 0.24 | 0.2293 | 0.0162 | 0.0056 | -0.0106 | 0.0127 | 0.001 |
2019-02-09 | FFIV | 2019-02-22 | 177.5 | Put | 15.05 | 19 | 0.2228 | -1 | 0.0014 | 0 | 0.0002 | 0 |
2019-02-09 | FFIV | 2019-02-22 | 185 | Call | 0 | 0.13 | 0.2293 | 0.0011 | 0.0005 | -0.001 | 0.0012 | 0.0001 |
2019-02-09 | FFIV | 2019-02-22 | 185 | Put | 22 | 26.5 | 0.2228 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | FFIV | 2019-03-08 | 135 | Call | 23.9 | 28 | 0.2705 | 0.992 | 0.0018 | -0.014 | 0.0098 | 0.1023 |
2019-02-09 | FFIV | 2019-03-08 | 135 | Put | 0 | 0.53 | 0.2705 | -0.008 | 0.0018 | -0.0046 | 0.0098 | -0.001 |
2019-02-09 | FFIV | 2019-03-08 | 145 | Call | 15.85 | 17.25 | 0.2705 | 0.9271 | 0.0115 | -0.0391 | 0.0618 | 0.1017 |
2019-02-09 | FFIV | 2019-03-08 | 145 | Put | 0.34 | 1.36 | 0.2705 | -0.0729 | 0.0115 | -0.029 | 0.0618 | -0.0093 |
2019-02-09 | FFIV | 2019-03-08 | 150 | Call | 11.45 | 12.45 | 0.2411 | 0.8676 | 0.0199 | -0.05 | 0.0955 | 0.0979 |
2019-02-09 | FFIV | 2019-03-08 | 150 | Put | 0.99 | 1.21 | 0.2761 | -0.163 | 0.0201 | -0.0526 | 0.1126 | -0.0193 |
2019-02-09 | FFIV | 2019-03-08 | 155 | Call | 7.95 | 8.6 | 0.2579 | 0.7217 | 0.0292 | -0.0764 | 0.1496 | 0.0827 |
2019-02-09 | FFIV | 2019-03-08 | 155 | Put | 1.87 | 2.35 | 0.2611 | -0.2815 | 0.0292 | -0.0674 | 0.1498 | -0.0324 |
2019-02-09 | FFIV | 2019-03-08 | 157.5 | Call | 6.15 | 6.85 | 0.2497 | 0.6456 | 0.0334 | -0.0808 | 0.1658 | 0.0747 |
2019-02-09 | FFIV | 2019-03-08 | 157.5 | Put | 2.6 | 2.95 | 0.2491 | -0.3558 | 0.0339 | -0.0704 | 0.1654 | -0.0401 |
2019-02-09 | FFIV | 2019-03-08 | 160 | Call | 4.55 | 5.1 | 0.2361 | 0.5597 | 0.0375 | -0.0801 | 0.1758 | 0.0654 |
2019-02-09 | FFIV | 2019-03-08 | 160 | Put | 3.65 | 4 | 0.2481 | -0.4445 | 0.0362 | -0.0738 | 0.1765 | -0.0489 |
2019-02-09 | FFIV | 2019-03-08 | 165 | Call | 2.41 | 2.77 | 0.2338 | 0.3729 | 0.0363 | -0.0745 | 0.1687 | 0.044 |
2019-02-09 | FFIV | 2019-03-08 | 165 | Put | 6.2 | 6.85 | 0.242 | -0.6271 | 0.0359 | -0.0671 | 0.17 | -0.0636 |
2019-02-09 | FFIV | 2019-03-08 | 167.5 | Call | 1.46 | 1.95 | 0.226 | 0.2817 | 0.0335 | -0.0638 | 0.1504 | 0.0335 |
2019-02-09 | FFIV | 2019-03-08 | 167.5 | Put | 7.8 | 8.65 | 0.2402 | -0.7122 | 0.033 | -0.0589 | 0.1549 | -0.0675 |
2019-02-09 | FFIV | 2019-03-08 | 172.5 | Call | 0.64 | 1.6 | 0.2324 | 0.1545 | 0.023 | -0.0457 | 0.106 | 0.0184 |
2019-02-09 | FFIV | 2019-03-08 | 172.5 | Put | 11.65 | 12.65 | 0.2324 | -0.8567 | 0.0239 | -0.0354 | 0.1036 | -0.0642 |
2019-02-09 | FFIV | 2019-03-08 | 177.5 | Call | 0.22 | 1 | 0.2324 | 0.072 | 0.0132 | -0.0262 | 0.0611 | 0.0086 |
2019-02-09 | FFIV | 2019-03-08 | 177.5 | Put | 16.2 | 19.15 | 0.2324 | -0.9443 | 0.0144 | -0.0157 | 0.0534 | -0.0432 |
2019-02-09 | FFIV | 2019-03-08 | 185 | Call | 0 | 0.22 | 0.2324 | 0.0177 | 0.0042 | -0.0083 | 0.0194 | 0.0021 |
2019-02-09 | FFIV | 2019-03-08 | 185 | Put | 22.65 | 26.6 | 0.2324 | -1 | 0.0004 | 0 | 0 | 0 |
2019-02-09 | FFIV | 2019-03-29 | 142 | Call | 19.6 | 20.8 | 0.2809 | 0.9035 | 0.0103 | -0.0379 | 0.1008 | 0.1679 |
2019-02-09 | FFIV | 2019-03-29 | 142 | Put | 0.01 | 4.85 | 0.2809 | -0.0966 | 0.0104 | -0.0279 | 0.1047 | -0.0203 |
2019-02-09 | FFIV | 2019-03-29 | 145 | Call | 15.3 | 18.25 | 0.1998 | 0.9342 | 0.0109 | -0.0249 | 0.0754 | 0.1791 |
2019-02-09 | FFIV | 2019-03-29 | 145 | Put | 1.1 | 1.55 | 0.2905 | -0.1437 | 0.0133 | -0.0381 | 0.1374 | -0.03 |
2019-02-09 | FFIV | 2019-03-29 | 150 | Call | 12.85 | 13.9 | 0.2646 | 0.791 | 0.0184 | -0.0539 | 0.1694 | 0.1528 |
2019-02-09 | FFIV | 2019-03-29 | 150 | Put | 1.85 | 3.7 | 0.2646 | -0.21 | 0.0186 | -0.0437 | 0.1697 | -0.043 |
2019-02-09 | FFIV | 2019-03-29 | 155 | Call | 9.05 | 10 | 0.2486 | 0.6899 | 0.0241 | -0.06 | 0.2079 | 0.1361 |
2019-02-09 | FFIV | 2019-03-29 | 155 | Put | 2.98 | 3.65 | 0.2596 | -0.3182 | 0.0236 | -0.0525 | 0.2137 | -0.0634 |
2019-02-09 | FFIV | 2019-03-29 | 157.5 | Call | 7.45 | 8.55 | 0.2499 | 0.625 | 0.0257 | -0.0637 | 0.2235 | 0.1242 |
2019-02-09 | FFIV | 2019-03-29 | 157.5 | Put | 3.65 | 4.6 | 0.2527 | -0.3789 | 0.0259 | -0.054 | 0.2233 | -0.0743 |
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