Dataset Preview
The full dataset viewer is not available (click to read why). Only showing a preview of the rows.
The dataset generation failed because of a cast error
Error code: DatasetGenerationCastError
Exception: DatasetGenerationCastError
Message: An error occurred while generating the dataset
All the data files must have the same columns, but at some point there are 5 new columns ({'hurst_exponent', 'price_data', 'manifold_curvature', 'topological_persistence', 'information_geometry'}) and 9 missing columns ({'risk_free_rate', 'time_to_expiry_days', 'put_price', 'moneyness', 'implied_volatility', 'strike_price', 'call_price', 'greeks', 'spot_price'}).
This happened while the json dataset builder was generating data using
hf://datasets/dschauhan08/synthetic_finance_data_3m/finance_simple.jsonl (at revision e9296d34074a135224aa8c83facac9f845a0566c)
Please either edit the data files to have matching columns, or separate them into different configurations (see docs at https://hf.co/docs/hub/datasets-manual-configuration#multiple-configurations)
Traceback: Traceback (most recent call last):
File "/usr/local/lib/python3.12/site-packages/datasets/builder.py", line 1831, in _prepare_split_single
writer.write_table(table)
File "/usr/local/lib/python3.12/site-packages/datasets/arrow_writer.py", line 714, in write_table
pa_table = table_cast(pa_table, self._schema)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/usr/local/lib/python3.12/site-packages/datasets/table.py", line 2272, in table_cast
return cast_table_to_schema(table, schema)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/usr/local/lib/python3.12/site-packages/datasets/table.py", line 2218, in cast_table_to_schema
raise CastError(
datasets.table.CastError: Couldn't cast
category: string
ticker: string
price_data: struct<start_price: double, end_price: double, num_days: int64>
child 0, start_price: double
child 1, end_price: double
child 2, num_days: int64
manifold_curvature: double
topological_persistence: struct<h0_persistence: double, h1_persistence: double, avg_peaks: double, avg_valleys: double>
child 0, h0_persistence: double
child 1, h1_persistence: double
child 2, avg_peaks: double
child 3, avg_valleys: double
information_geometry: double
hurst_exponent: double
interpretation: string
to
{'category': Value('string'), 'ticker': Value('string'), 'spot_price': Value('float64'), 'strike_price': Value('float64'), 'time_to_expiry_days': Value('float64'), 'risk_free_rate': Value('float64'), 'implied_volatility': Value('float64'), 'call_price': Value('float64'), 'put_price': Value('float64'), 'greeks': {'delta_call': Value('float64'), 'delta_put': Value('float64'), 'gamma': Value('float64'), 'theta_call': Value('float64'), 'theta_put': Value('float64'), 'vega': Value('float64'), 'rho_call': Value('float64'), 'rho_put': Value('float64')}, 'moneyness': Value('float64'), 'interpretation': Value('string')}
because column names don't match
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 1334, in compute_config_parquet_and_info_response
parquet_operations, partial, estimated_dataset_info = stream_convert_to_parquet(
^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/src/services/worker/src/worker/job_runners/config/parquet_and_info.py", line 911, in stream_convert_to_parquet
builder._prepare_split(
File "/usr/local/lib/python3.12/site-packages/datasets/builder.py", line 1702, in _prepare_split
for job_id, done, content in self._prepare_split_single(
^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/usr/local/lib/python3.12/site-packages/datasets/builder.py", line 1833, in _prepare_split_single
raise DatasetGenerationCastError.from_cast_error(
datasets.exceptions.DatasetGenerationCastError: An error occurred while generating the dataset
All the data files must have the same columns, but at some point there are 5 new columns ({'hurst_exponent', 'price_data', 'manifold_curvature', 'topological_persistence', 'information_geometry'}) and 9 missing columns ({'risk_free_rate', 'time_to_expiry_days', 'put_price', 'moneyness', 'implied_volatility', 'strike_price', 'call_price', 'greeks', 'spot_price'}).
This happened while the json dataset builder was generating data using
hf://datasets/dschauhan08/synthetic_finance_data_3m/finance_simple.jsonl (at revision e9296d34074a135224aa8c83facac9f845a0566c)
Please either edit the data files to have matching columns, or separate them into different configurations (see docs at https://hf.co/docs/hub/datasets-manual-configuration#multiple-configurations)Need help to make the dataset viewer work? Make sure to review how to configure the dataset viewer, and open a discussion for direct support.
category string | ticker string | spot_price float64 | strike_price float64 | time_to_expiry_days float64 | risk_free_rate float64 | implied_volatility float64 | call_price float64 | put_price float64 | greeks dict | moneyness float64 | interpretation string |
|---|---|---|---|---|---|---|---|---|---|---|---|
options_greeks | HUBS | 396.359985 | 353.803405 | 60 | 0.045 | 62.267322 | 64.329291 | 19.165191 | {
"delta_call": 0.727554034971171,
"delta_put": -0.272445965028829,
"gamma": 0.00331921960167075,
"theta_call": -0.3045793552833163,
"theta_put": -0.2612812324037603,
"vega": 0.53374543114854,
"rho_call": 0.3682915333585875,
"rho_put": -0.20901677170215957
} | 12.028313 | Option is in-the-money with high delta hedge required. Gamma=0.0033, Vega=0.53 |
options_greeks | MAS | 60.75 | 56.189619 | 90 | 0.045 | 37.720175 | 7.41024 | 2.229832 | {
"delta_call": 0.7154960367657706,
"delta_put": -0.28450396323422944,
"gamma": 0.029811551504299913,
"theta_call": -0.025889075050691077,
"theta_put": -0.019038029522362606,
"vega": 0.10232941489455277,
"rho_call": 0.08890556005857811,
"rho_put": -0.0481153505079913
} | 8.116056 | Option is in-the-money with high delta hedge required. Gamma=0.0298, Vega=0.10 |
options_greeks | FDX | 267.559998 | 229.148871 | 30 | 0.045 | 22.482676 | 39.29301 | 0.035912 | {
"delta_call": 0.9936829967745145,
"delta_put": -0.006317003225485451,
"gamma": 0.0010319217957873409,
"theta_call": -0.033049323459819285,
"theta_put": -0.004902390583658945,
"vega": 0.013651033805475152,
"rho_call": 0.18622751544303373,
"rho_put": -0.001418703731368577
} | 16.76252 | Option is in-the-money with high delta hedge required. Gamma=0.0010, Vega=0.01 |
options_greeks | BLK | 1,057.939941 | 1,018.483165 | 60 | 0.045 | 48.95636 | 107.384925 | 60.42196 | {
"delta_call": 0.6285457637393567,
"delta_put": -0.37145423626064333,
"gamma": 0.0018003152815096854,
"theta_call": -0.730297618280202,
"theta_put": -0.6056566211450057,
"vega": 1.6215789675417505,
"rho_call": 0.9165677977803958,
"rho_put": -0.745312164022223
} | 3.874073 | Option is in-the-money with moderate delta exposure. Gamma=0.0018, Vega=1.62 |
options_greeks | MHK | 106.959999 | 109.8833 | 60 | 0.045 | 57.499869 | 9.001779 | 11.115243 | {
"delta_call": 0.513016603950002,
"delta_put": -0.48698339604999796,
"gamma": 0.015990475435093684,
"theta_call": -0.08850955553399195,
"theta_put": -0.07506214227342882,
"vega": 0.1729136977536207,
"rho_call": 0.07540352303020445,
"rho_put": -0.10389532044397048
} | -2.660368 | Option is at-the-money with moderate delta exposure. Gamma=0.0160, Vega=0.17 |
options_greeks | EOG | 110.400002 | 123.938518 | 7 | 0.045 | 49.617804 | 0.157604 | 13.589206 | {
"delta_call": 0.05086358464471742,
"delta_put": -0.9491364153552826,
"gamma": 0.013782413182313812,
"theta_call": -0.05732492277466511,
"theta_put": -0.042058012749431765,
"vega": 0.015984760641528695,
"rho_call": 0.0010466890261272013,
"rho_put": -0.022701837679791347
} | -10.923575 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0138, Vega=0.02 |
options_greeks | CDW | 145.080002 | 132.125374 | 30 | 0.045 | 29.721382 | 14.18644 | 0.744031 | {
"delta_call": 0.8817377263410793,
"delta_put": -0.11826227365892072,
"gamma": 0.01601603206305087,
"theta_call": -0.054815211398920614,
"theta_put": -0.03858591907964145,
"vega": 0.08235072489123657,
"rho_call": 0.09348170212987805,
"rho_put": -0.014713579998649733
} | 9.8048 | Option is in-the-money with high delta hedge required. Gamma=0.0160, Vega=0.08 |
options_greeks | BLDR | 103.440002 | 115.145555 | 7 | 0.045 | 30.236663 | 0.00809 | 11.614314 | {
"delta_call": 0.005889660286317665,
"delta_put": -0.9941103397136823,
"gamma": 0.003861441859079588,
"theta_call": -0.005248648552922963,
"theta_put": 0.008935132715409804,
"vega": 0.0023958828449562467,
"rho_call": 0.00011528642657535736,
"rho_put": -0.021948373324164504
} | -10.165875 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0039, Vega=0.00 |
options_greeks | BIL | 91.599998 | 91.57515 | 90 | 0.045 | 44.00553 | 8.452683 | 7.417343 | {
"delta_call": 0.5640627151550388,
"delta_put": -0.4359372848449612,
"gamma": 0.019673625433410554,
"theta_call": -0.04911713156583768,
"theta_put": -0.03795162574128099,
"vega": 0.17911511524697782,
"rho_call": 0.1065586693566878,
"rho_put": -0.11675144713444599
} | 0.027135 | Option is in-the-money with moderate delta exposure. Gamma=0.0197, Vega=0.18 |
options_greeks | UNP | 223.020004 | 190.352719 | 60 | 0.045 | 16.040478 | 34.093125 | 0.022947 | {
"delta_call": 0.9950829631306015,
"delta_put": -0.004917036869398483,
"gamma": 0.0009821926426501369,
"theta_call": -0.02487901094317363,
"theta_put": -0.0015838269762159442,
"vega": 0.0128813092721697,
"rho_call": 0.3087621061638483,
"rho_put": -0.0018403467289208211
} | 17.161449 | Option is in-the-money with high delta hedge required. Gamma=0.0010, Vega=0.01 |
options_greeks | GM | 70.519997 | 60.16042 | 30 | 0.045 | 45.692483 | 11.01993 | 0.438253 | {
"delta_call": 0.9043264195829177,
"delta_put": -0.0956735804170823,
"gamma": 0.018391700447509974,
"theta_call": -0.0326623318319014,
"theta_put": -0.025272675955819758,
"vega": 0.03434943543246984,
"rho_call": 0.0433587669733924,
"rho_put": -0.005905605533818511
} | 17.219921 | Option is in-the-money with high delta hedge required. Gamma=0.0184, Vega=0.03 |
options_greeks | BBY | 75.720001 | 81.76144 | 30 | 0.045 | 18.568572 | 0.162786 | 5.902379 | {
"delta_call": 0.08916864426330656,
"delta_put": -0.9108313557366934,
"gamma": 0.04000927123772066,
"theta_call": -0.0116470285352773,
"theta_put": -0.001604064930624941,
"vega": 0.035009730083600685,
"rho_call": 0.005415668574381266,
"rho_put": -0.061537422123301135
} | -7.389106 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0400, Vega=0.04 |
options_greeks | STZ | 129.160004 | 117.127451 | 60 | 0.045 | 39.84176 | 15.959892 | 3.064113 | {
"delta_call": 0.7678958785570209,
"delta_put": -0.2321041214429791,
"gamma": 0.01462790971034636,
"theta_call": -0.06332327997907616,
"theta_put": -0.04898933439226161,
"vega": 0.1598215239027072,
"rho_call": 0.13680253641396806,
"rho_put": -0.05431673807689261
} | 10.273042 | Option is in-the-money with high delta hedge required. Gamma=0.0146, Vega=0.16 |
options_greeks | AFL | 114.339996 | 110.815842 | 14 | 0.045 | 22.997916 | 4.398874 | 0.683613 | {
"delta_call": 0.7751502143052318,
"delta_put": -0.2248497856947682,
"gamma": 0.05821379828001601,
"theta_call": -0.0655259660605642,
"theta_put": -0.05188730004876127,
"vega": 0.06713452861283806,
"rho_call": 0.03230808704316945,
"rho_put": -0.010123318326884106
} | 3.18019 | Option is in-the-money with high delta hedge required. Gamma=0.0582, Vega=0.07 |
options_greeks | SYF | 73.089996 | 71.206793 | 30 | 0.045 | 24.249326 | 3.250648 | 1.104563 | {
"delta_call": 0.6784746201560592,
"delta_put": -0.3215253798439408,
"gamma": 0.070518097802519,
"theta_call": -0.036058441717292604,
"theta_put": -0.027311932088321552,
"vega": 0.07508350507299072,
"rho_call": 0.038086898062765794,
"rho_put": -0.020223166130374556
} | 2.644697 | Option is in-the-money with moderate delta exposure. Gamma=0.0705, Vega=0.08 |
options_greeks | BDC | 111.82 | 110.953349 | 14 | 0.045 | 23.000899 | 2.573201 | 1.515207 | {
"delta_call": 0.5923378684731546,
"delta_put": -0.4076621315268454,
"gamma": 0.07706948262357713,
"theta_call": -0.07768615893711855,
"theta_put": -0.06403056921491107,
"vega": 0.0850161421079091,
"rho_call": 0.024418308629775655,
"rho_put": -0.018065748283758728
} | 0.781095 | Option is in-the-money with moderate delta exposure. Gamma=0.0771, Vega=0.09 |
options_greeks | XEL | 80.580002 | 82.205431 | 7 | 0.045 | 35.918043 | 0.954651 | 2.509166 | {
"delta_call": 0.35969441369701977,
"delta_put": -0.6403055863029803,
"gamma": 0.09331218937740396,
"theta_call": -0.11053249820323575,
"theta_put": -0.10040632486922574,
"vega": 0.04173599451708623,
"rho_call": 0.005375525515819796,
"rho_put": -0.01037629967041801
} | -1.977277 | Option is at-the-money with moderate delta exposure. Gamma=0.0933, Vega=0.04 |
options_greeks | CAG | 17.450001 | 16.661032 | 7 | 0.045 | 22.087994 | 0.817253 | 0.013912 | {
"delta_call": 0.9401543561128471,
"delta_put": -0.059845643887152855,
"gamma": 0.2227229573212754,
"theta_call": -0.006454443711591744,
"theta_put": -0.004402115801174779,
"vega": 0.0028728790489139606,
"rho_call": 0.002989563990776599,
"rho_put": -0.00020294609209423403
} | 4.735412 | Option is in-the-money with high delta hedge required. Gamma=0.2227, Vega=0.00 |
options_greeks | SYK | 362.220001 | 310.905412 | 30 | 0.045 | 43.635231 | 54.576183 | 2.113794 | {
"delta_call": 0.9054521170210205,
"delta_put": -0.09454788297897954,
"gamma": 0.003716922268644747,
"theta_call": -0.16090436690448529,
"theta_put": -0.12271507225418729,
"vega": 0.17490168893409364,
"rho_call": 0.22470960305369775,
"rho_put": -0.029885694614955608
} | 16.504888 | Option is in-the-money with high delta hedge required. Gamma=0.0037, Vega=0.17 |
options_greeks | DUK | 122.709999 | 109.858926 | 30 | 0.045 | 20.851281 | 13.330761 | 0.074111 | {
"delta_call": 0.9739535253771047,
"delta_put": -0.026046474622895333,
"gamma": 0.008245825976996836,
"theta_call": -0.020486038577779583,
"theta_put": -0.006991790069734102,
"vega": 0.02127919508634601,
"rho_call": 0.0872737605016445,
"rho_put": -0.0026878962186587113
} | 11.697796 | Option is in-the-money with high delta hedge required. Gamma=0.0082, Vega=0.02 |
options_greeks | TRV | 287.290009 | 323.838516 | 60 | 0.045 | 25.918315 | 2.325995 | 36.487823 | {
"delta_call": 0.15465830948684672,
"delta_put": -0.8453416905131532,
"gamma": 0.007881557403968441,
"theta_call": -0.06505209645160213,
"theta_put": -0.025421048055793913,
"vega": 0.2771521421050448,
"rho_call": 0.06921500139040065,
"rho_put": -0.45919897722037556
} | -11.286029 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0079, Vega=0.28 |
options_greeks | ICE | 152.070007 | 156.240332 | 30 | 0.045 | 52.872542 | 7.608886 | 11.202402 | {
"delta_call": 0.4687983044291995,
"delta_put": -0.5312016955708005,
"gamma": 0.017254052493393103,
"theta_call": -0.1606484476259451,
"theta_put": -0.14145705425688188,
"vega": 0.17339510353889598,
"rho_call": 0.05234077476643672,
"rho_put": -0.07560184769398456
} | -2.669173 | Option is at-the-money with moderate delta exposure. Gamma=0.0173, Vega=0.17 |
options_greeks | CAH | 205.369995 | 188.894683 | 14 | 0.045 | 38.163618 | 17.729063 | 0.927995 | {
"delta_call": 0.880858207558409,
"delta_put": -0.11914179244159095,
"gamma": 0.012966267878126355,
"theta_call": -0.12922735113858966,
"theta_put": -0.1059791272334029,
"vega": 0.08005227574331726,
"rho_call": 0.06258682092175255,
"rho_put": -0.00974098678327292
} | 8.721956 | Option is in-the-money with high delta hedge required. Gamma=0.0130, Vega=0.08 |
options_greeks | INTU | 662.409973 | 691.374367 | 14 | 0.045 | 56.333407 | 17.901125 | 45.673217 | {
"delta_call": 0.37558435774982757,
"delta_put": -0.6244156422501724,
"gamma": 0.005191168204162872,
"theta_call": -1.018677435888672,
"theta_put": -0.9335864963757114,
"vega": 0.49217552737954295,
"rho_call": 0.08856043269669465,
"rho_put": -0.17616693467696087
} | -4.189394 | Option is at-the-money with moderate delta exposure. Gamma=0.0052, Vega=0.49 |
options_greeks | RMD | 244.460007 | 256.493328 | 14 | 0.045 | 17.13727 | 0.321518 | 11.912507 | {
"delta_call": 0.08636867452068442,
"delta_put": -0.9136313254793156,
"gamma": 0.01919379404505184,
"theta_call": -0.04870971823464607,
"theta_put": -0.0171417872457632,
"vega": 0.07539686340441042,
"rho_call": 0.00797507848340342,
"rho_put": -0.09023626237089885
} | -4.691476 | Option is at-the-money with low delta, high gamma risk. Gamma=0.0192, Vega=0.08 |
options_greeks | BBY | 75.720001 | 66.088367 | 30 | 0.045 | 46.175119 | 10.5743 | 0.698681 | {
"delta_call": 0.8690369085831727,
"delta_put": -0.13096309141682727,
"gamma": 0.021212267242724965,
"theta_call": -0.04233141086302745,
"theta_put": -0.034213610359962246,
"vega": 0.04615776024367531,
"rho_call": 0.04539384282912896,
"rho_put": -0.008724827191305691
} | 14.573873 | Option is in-the-money with high delta hedge required. Gamma=0.0212, Vega=0.05 |
options_greeks | MA | 545.72998 | 569.683237 | 90 | 0.045 | 31.982122 | 26.967261 | 44.634314 | {
"delta_call": 0.45176191427257306,
"delta_put": -0.5482380857274269,
"gamma": 0.0045694065663625435,
"theta_call": -0.21775147919955118,
"theta_put": -0.14829157090088246,
"vega": 1.0731794438996352,
"rho_call": 0.5414122851055074,
"rho_put": -0.8477858808678674
} | -4.204662 | Option is at-the-money with moderate delta exposure. Gamma=0.0046, Vega=1.07 |
options_greeks | CL | 78.050003 | 71.137022 | 7 | 0.045 | 26.151765 | 6.978493 | 0.004146 | {
"delta_call": 0.9953755619378635,
"delta_put": -0.004624438062136527,
"gamma": 0.004771454008055269,
"theta_call": -0.011440917967297782,
"theta_put": -0.0026781658489188464,
"vega": 0.0014578161858351047,
"rho_call": 0.013560931727704006,
"rho_put": -0.0000700160119965609
} | 9.717839 | Option is in-the-money with high delta hedge required. Gamma=0.0048, Vega=0.00 |
options_greeks | BL | 54.669998 | 58.938901 | 7 | 0.045 | 17.18047 | 0.000331 | 4.218391 | {
"delta_call": 0.0009293385137076186,
"delta_put": -0.9990706614862924,
"gamma": 0.0024201603052457026,
"theta_call": -0.0002986985486812141,
"theta_put": 0.006961473025203873,
"vega": 0.00023833205400087228,
"rho_call": 0.000009680343830530735,
"rho_put": -0.01128391988221294
} | -7.24293 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0024, Vega=0.00 |
options_greeks | BKSY | 13.19 | 14.581548 | 14 | 0.045 | 50.218624 | 0.112972 | 1.479375 | {
"delta_call": 0.17027922192073885,
"delta_put": -0.8297207780792611,
"gamma": 0.19527289943883575,
"theta_call": -0.01199946558400392,
"theta_put": -0.010204840678874515,
"vega": 0.006543822610515483,
"rho_call": 0.0008181410374092557,
"rho_put": -0.004765136445215559
} | -9.543217 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.1953, Vega=0.01 |
options_greeks | DUK | 122.709999 | 106.668084 | 7 | 0.045 | 23.839011 | 16.133939 | 0.000008 | {
"delta_call": 0.9999909216137628,
"delta_put": -0.000009078386237204583,
"gamma": 0.000010082984994109716,
"theta_call": -0.013151196519858225,
"theta_put": -0.000011681280583960075,
"vega": 0.0000069413259537945105,
"rho_call": 0.020439030770144414,
"rho_put": -2.1515761556062668e-7
} | 15.039095 | Option is in-the-money with high delta hedge required. Gamma=0.0000, Vega=0.00 |
options_greeks | ICE | 152.070007 | 133.564359 | 14 | 0.045 | 54.105548 | 19.513267 | 0.777282 | {
"delta_call": 0.9021347334300704,
"delta_put": -0.09786526656992955,
"gamma": 0.010720471028666276,
"theta_call": -0.11392504920268336,
"theta_put": -0.09748660806753986,
"vega": 0.05144912291404584,
"rho_call": 0.04513537438732511,
"rho_put": -0.00600644247756581
} | 13.855229 | Option is in-the-money with high delta hedge required. Gamma=0.0107, Vega=0.05 |
options_greeks | ATO | 175.119995 | 188.211088 | 90 | 0.045 | 48.137314 | 12.23018 | 23.244446 | {
"delta_call": 0.4460426128633937,
"delta_put": -0.5539573871366064,
"gamma": 0.009443239266132346,
"theta_call": -0.10004722162630636,
"theta_put": -0.07709916197621387,
"vega": 0.34373516589818265,
"rho_call": 0.16244580921547544,
"rho_put": -0.2965153837863745
} | -6.955537 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0094, Vega=0.34 |
options_greeks | BLK | 1,057.939941 | 1,124.980156 | 90 | 0.045 | 22.682685 | 26.209423 | 80.835979 | {
"delta_call": 0.3480204718793122,
"delta_put": -0.6519795281206878,
"gamma": 0.003101973175683596,
"theta_call": -0.2868569277988233,
"theta_put": -0.1496911952630107,
"vega": 1.9417985599321923,
"rho_call": 0.8432268530214624,
"rho_put": -1.9000877976947894
} | -5.959235 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0031, Vega=1.94 |
options_greeks | BMRN | 54.73 | 55.443239 | 90 | 0.045 | 39.975177 | 4.280487 | 4.381935 | {
"delta_call": 0.5358253143997844,
"delta_put": -0.4641746856002156,
"gamma": 0.03657325110877894,
"theta_call": -0.02706904974749835,
"theta_put": -0.020309008324831367,
"vega": 0.10798277800102772,
"rho_call": 0.06175536689802914,
"rho_put": -0.07344546155531051
} | -1.286431 | Option is at-the-money with moderate delta exposure. Gamma=0.0366, Vega=0.11 |
options_greeks | CAH | 205.369995 | 192.921755 | 7 | 0.045 | 20.19906 | 12.637149 | 0.022487 | {
"delta_call": 0.9887015636919293,
"delta_put": -0.011298436308070703,
"gamma": 0.005159890599937295,
"theta_call": -0.035638882226988314,
"theta_put": -0.011874526152538454,
"vega": 0.008430451008043792,
"rho_call": 0.036517463055201864,
"rho_put": -0.0004493130606090318
} | 6.452481 | Option is in-the-money with high delta hedge required. Gamma=0.0052, Vega=0.01 |
options_greeks | BKNG | 5,048.009766 | 5,094.711375 | 30 | 0.045 | 42.813601 | 234.017526 | 261.910487 | {
"delta_call": 0.5065735155112095,
"delta_put": -0.49342648448879045,
"gamma": 0.0006437762724176297,
"theta_call": -4.405647814625931,
"theta_put": -3.779851588086888,
"vega": 5.7727863657742144,
"rho_call": 1.9094552277750676,
"rho_put": -2.262519615818554
} | -0.916668 | Option is at-the-money with moderate delta exposure. Gamma=0.0006, Vega=5.77 |
options_greeks | ACN | 245.210007 | 237.078603 | 30 | 0.045 | 52.50383 | 19.387292 | 10.380642 | {
"delta_call": 0.6269829308822935,
"delta_put": -0.3730170691177065,
"gamma": 0.010256266697166599,
"theta_call": -0.24944037228189886,
"theta_put": -0.22031941045861178,
"vega": 0.2661246230995782,
"rho_call": 0.11042892904082548,
"rho_put": -0.08371081644775508
} | 3.429834 | Option is in-the-money with moderate delta exposure. Gamma=0.0103, Vega=0.27 |
options_greeks | AAPL | 272.410004 | 235.028288 | 60 | 0.045 | 23.883068 | 39.679792 | 0.565926 | {
"delta_call": 0.9504386485125814,
"delta_put": -0.04956135148741858,
"gamma": 0.0038825185758404167,
"theta_call": -0.04954041050136395,
"theta_put": -0.020777873061577145,
"vega": 0.11311186176227668,
"rho_call": 0.3603767726634507,
"rho_put": -0.02312372653370671
} | 15.905198 | Option is in-the-money with high delta hedge required. Gamma=0.0039, Vega=0.11 |
options_greeks | BEAM | 21.719999 | 24.427829 | 60 | 0.045 | 37.112208 | 0.466704 | 2.994501 | {
"delta_call": 0.25577425589122266,
"delta_put": -0.7442257441087774,
"gamma": 0.09840924435316252,
"theta_call": -0.00938661200176916,
"theta_put": -0.006397157602736642,
"vega": 0.028322442020565757,
"rho_call": 0.00836500750709173,
"rho_put": -0.03149438448000851
} | -11.08502 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0984, Vega=0.03 |
options_greeks | BIRD | 5.05 | 5.020369 | 30 | 0.045 | 41.039049 | 0.260632 | 0.212467 | {
"delta_call": 0.555781115692502,
"delta_put": -0.444218884307498,
"gamma": 0.6648657880030883,
"theta_call": -0.004225804798261516,
"theta_put": -0.003609140217315131,
"vega": 0.005719294385705243,
"rho_call": 0.002092654068968783,
"rho_put": -0.0020184431373404498
} | 0.590217 | Option is in-the-money with moderate delta exposure. Gamma=0.6649, Vega=0.01 |
options_greeks | BIIB | 167.550003 | 174.476816 | 30 | 0.045 | 62.286579 | 9.258832 | 15.541511 | {
"delta_call": 0.4534853297381699,
"delta_put": -0.5465146702618301,
"gamma": 0.01324315651015305,
"theta_call": -0.20580767405685219,
"theta_put": -0.18437624743832154,
"vega": 0.19032825259959785,
"rho_call": 0.05484052318740855,
"rho_put": -0.08803565426946253
} | -3.970048 | Option is at-the-money with moderate delta exposure. Gamma=0.0132, Vega=0.19 |
options_greeks | CAG | 17.450001 | 18.753172 | 7 | 0.045 | 44.789667 | 0.070019 | 1.357013 | {
"delta_call": 0.13216117600223087,
"delta_put": -0.8678388239977691,
"gamma": 0.19768506109282027,
"theta_call": -0.016818058628283287,
"theta_put": -0.014508018176044798,
"vega": 0.0051706811865622525,
"rho_call": 0.0004288591465998772,
"rho_put": -0.003164537112437775
} | -6.949071 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.1977, Vega=0.01 |
options_greeks | GILD | 125.019997 | 114.432485 | 14 | 0.045 | 20.589653 | 10.806022 | 0.021168 | {
"delta_call": 0.9880082365199903,
"delta_put": -0.011991763480009743,
"gamma": 0.006191843949368512,
"theta_call": -0.01951657176439264,
"theta_put": -0.005432787115476869,
"vega": 0.00764298782318927,
"rho_call": 0.043233060220087084,
"rho_put": -0.0005831586876508802
} | 9.25219 | Option is in-the-money with high delta hedge required. Gamma=0.0062, Vega=0.01 |
options_greeks | MU | 246.830002 | 262.740097 | 60 | 0.045 | 55.433166 | 16.398334 | 30.372043 | {
"delta_call": 0.44723686100471266,
"delta_put": -0.5527631389952874,
"gamma": 0.007128408407144313,
"theta_call": -0.1944003097205842,
"theta_put": -0.1622464275269208,
"vega": 0.39574600091744905,
"rho_call": 0.15450927335208048,
"rho_put": -0.27420915589676503
} | -6.05545 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0071, Vega=0.40 |
options_greeks | AON | 350.130005 | 305.499324 | 14 | 0.045 | 15.855387 | 45.157536 | 0.000009 | {
"delta_call": 0.9999959459057027,
"delta_put": -0.000004054094297267774,
"gamma": 0.0000017406450140165327,
"theta_call": -0.03760651901045279,
"theta_put": -0.000007172390277576608,
"vega": 0.000012977197120009009,
"rho_call": 0.11697519708931381,
"rho_put": -5.4795123130815e-7
} | 14.609093 | Option is in-the-money with high delta hedge required. Gamma=0.0000, Vega=0.00 |
options_greeks | TMO | 578.710022 | 499.798072 | 14 | 0.045 | 45.586712 | 80.736643 | 0.962772 | {
"delta_call": 0.9559924318324792,
"delta_put": -0.04400756816752083,
"gamma": 0.0018018894498670476,
"theta_call": -0.2300464858446786,
"theta_put": -0.16853380967193002,
"vega": 0.10551728006748748,
"rho_call": 0.18123508544188507,
"rho_put": -0.010137684873332836
} | 15.788766 | Option is in-the-money with high delta hedge required. Gamma=0.0018, Vega=0.11 |
options_greeks | BKHY | 48.09 | 44.006556 | 7 | 0.045 | 29.070225 | 4.129814 | 0.008407 | {
"delta_call": 0.9876398726250141,
"delta_put": -0.01236012737498593,
"gamma": 0.016551939849874735,
"theta_call": -0.009777779682181202,
"theta_put": -0.0043569941588233255,
"vega": 0.0021340865620549216,
"rho_call": 0.008316726461396912,
"rho_put": -0.00011560657493756182
} | 9.279173 | Option is in-the-money with high delta hedge required. Gamma=0.0166, Vega=0.00 |
options_greeks | BBD | 3.68 | 4.163178 | 90 | 0.045 | 53.62428 | 0.230218 | 0.667457 | {
"delta_call": 0.38648709980369084,
"delta_put": -0.6135129001963091,
"gamma": 0.3905295956836828,
"theta_call": -0.0022302554398905025,
"theta_put": -0.0017226506452249113,
"vega": 0.006992954880400447,
"rho_call": 0.0029393118642315297,
"rho_put": -0.007212784029080297
} | -11.605982 | Option is out-of-the-money with moderate delta exposure. Gamma=0.3905, Vega=0.01 |
options_greeks | BLK | 1,057.939941 | 927.828436 | 90 | 0.045 | 37.325675 | 163.512577 | 23.162895 | {
"delta_call": 0.8052647195716605,
"delta_put": -0.19473528042833954,
"gamma": 0.0014049101232923484,
"theta_call": -0.38497032750604365,
"theta_put": -0.27184276124491824,
"vega": 1.447197779718212,
"rho_call": 1.6974471786280938,
"rho_put": -0.5651041465944141
} | 14.023229 | Option is in-the-money with high delta hedge required. Gamma=0.0014, Vega=1.45 |
options_greeks | CF | 85.040001 | 87.28831 | 90 | 0.045 | 63.838211 | 10.159943 | 11.445064 | {
"delta_call": 0.5442644034163099,
"delta_put": -0.4557355965836901,
"gamma": 0.014707774870910559,
"theta_call": -0.06383256739828225,
"theta_put": -0.053189744121673,
"vega": 0.16742636250453174,
"rho_call": 0.08907362216840353,
"rho_put": -0.12378284336378143
} | -2.575728 | Option is at-the-money with moderate delta exposure. Gamma=0.0147, Vega=0.17 |
options_greeks | OKE | 70.489998 | 72.08379 | 90 | 0.045 | 19.826754 | 2.402165 | 3.200545 | {
"delta_call": 0.4740197401026381,
"delta_put": -0.525980259897362,
"gamma": 0.057363271118005155,
"theta_call": -0.019171951643821475,
"theta_put": -0.010382973578683778,
"vega": 0.13934460635020712,
"rho_call": 0.07646667648234888,
"rho_put": -0.099312884820405
} | -2.211028 | Option is at-the-money with moderate delta exposure. Gamma=0.0574, Vega=0.14 |
options_greeks | MMM | 167.580002 | 168.268115 | 14 | 0.045 | 20.544683 | 2.498706 | 2.896634 | {
"delta_call": 0.48451398518549504,
"delta_put": -0.515486014814505,
"gamma": 0.05912123194410598,
"theta_call": -0.10570064307482285,
"theta_put": -0.08499103519753916,
"vega": 0.1308345598310256,
"rho_call": 0.030184824189091394,
"rho_put": -0.034245066984680106
} | -0.408939 | Option is at-the-money with moderate delta exposure. Gamma=0.0591, Vega=0.13 |
options_greeks | BLFY | 8.12 | 6.950482 | 14 | 0.045 | 58.759169 | 1.215554 | 0.03405 | {
"delta_call": 0.9227707495362996,
"delta_put": -0.07722925046370044,
"gamma": 0.1549032550320136,
"theta_call": -0.005604518536775993,
"theta_put": -0.004749087552942414,
"vega": 0.002301883861329004,
"rho_call": 0.002407748411316656,
"rho_put": -0.0002535924272766996
} | 16.826426 | Option is in-the-money with high delta hedge required. Gamma=0.1549, Vega=0.00 |
options_greeks | COO | 72.129997 | 70.178621 | 14 | 0.045 | 50.311519 | 3.950987 | 1.878585 | {
"delta_call": 0.6350009474637042,
"delta_put": -0.36499905253629583,
"gamma": 0.05288639910361233,
"theta_call": -0.1005684555546639,
"theta_put": -0.0919312177485406,
"vega": 0.053098032246313404,
"rho_call": 0.01605267977766089,
"rho_put": -0.010818726730278259
} | 2.780585 | Option is in-the-money with moderate delta exposure. Gamma=0.0529, Vega=0.05 |
options_greeks | CSCO | 78 | 66.425954 | 14 | 0.045 | 52.399787 | 11.867394 | 0.178794 | {
"delta_call": 0.9487947140742985,
"delta_put": -0.051205285925701505,
"gamma": 0.013131281838191993,
"theta_call": -0.03771009481481848,
"theta_put": -0.029534716762108133,
"vega": 0.016056874840314102,
"rho_call": 0.023833981221663417,
"rho_put": -0.001600528275657674
} | 17.423982 | Option is in-the-money with high delta hedge required. Gamma=0.0131, Vega=0.02 |
options_greeks | BLBD | 51.169998 | 48.662574 | 90 | 0.045 | 34.801483 | 5.153254 | 2.10886 | {
"delta_call": 0.6705214234259027,
"delta_put": -0.3294785765740973,
"gamma": 0.0409282670819315,
"theta_call": -0.021374536355388715,
"theta_put": -0.015441242652452798,
"vega": 0.09196055006223071,
"rho_call": 0.0718947766618633,
"rho_put": -0.04677109739685502
} | 5.152674 | Option is in-the-money with moderate delta exposure. Gamma=0.0409, Vega=0.09 |
options_greeks | DE | 476.230011 | 405.34539 | 7 | 0.045 | 31.331873 | 71.234717 | 0.000428 | {
"delta_call": 0.9999136207394451,
"delta_put": -0.00008637926055488077,
"gamma": 0.000016693479343595582,
"theta_call": -0.050434986882494544,
"theta_put": -0.000504007412832144,
"vega": 0.00022749503242793697,
"rho_call": 0.07766244120962572,
"rho_put": -0.000007971298738013833
} | 17.487462 | Option is in-the-money with high delta hedge required. Gamma=0.0000, Vega=0.00 |
options_greeks | AON | 350.130005 | 325.987084 | 90 | 0.045 | 59.957223 | 55.169729 | 27.429685 | {
"delta_call": 0.6649849970194608,
"delta_put": -0.3350150029805392,
"gamma": 0.003494923088688597,
"theta_call": -0.23289083265704633,
"theta_put": -0.19314412520027666,
"vega": 0.6334136804502549,
"rho_call": 0.4380693811306005,
"rho_put": -0.35686476800479305
} | 7.406097 | Option is in-the-money with moderate delta exposure. Gamma=0.0035, Vega=0.63 |
options_greeks | BLFY | 8.12 | 8.631035 | 30 | 0.045 | 42.657536 | 0.211937 | 0.691108 | {
"delta_call": 0.3417538138454152,
"delta_put": -0.6582461861545847,
"gamma": 0.36970329355691744,
"theta_call": -0.006392226812909335,
"theta_put": -0.005332055098697832,
"vega": 0.00854652416865568,
"rho_call": 0.002106660422119006,
"rho_put": -0.004961151005957683
} | -5.920898 | Option is out-of-the-money with moderate delta exposure. Gamma=0.3697, Vega=0.01 |
options_greeks | MMM | 167.580002 | 188.941668 | 90 | 0.045 | 23.545805 | 1.959472 | 21.23625 | {
"delta_call": 0.1913888930747351,
"delta_put": -0.8086111069252648,
"gamma": 0.013911856185932405,
"theta_call": -0.03338372256757535,
"theta_put": -0.010346585322385686,
"vega": 0.2268258998818482,
"rho_call": 0.07425241508545018,
"rho_put": -0.3864903298183432
} | -11.305958 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0139, Vega=0.23 |
options_greeks | CSCO | 78 | 67.695606 | 60 | 0.045 | 41.699094 | 12.07132 | 1.268012 | {
"delta_call": 0.8330649902509706,
"delta_put": -0.16693500974902942,
"gamma": 0.018966244092859057,
"theta_call": -0.03400820031357955,
"theta_put": -0.025723676652474922,
"vega": 0.07909618592363245,
"rho_call": 0.08697164178737474,
"rho_put": -0.023488673694020155
} | 15.221658 | Option is in-the-money with high delta hedge required. Gamma=0.0190, Vega=0.08 |
options_greeks | BG | 96.010002 | 86.3326 | 60 | 0.045 | 52.814326 | 13.963795 | 3.650124 | {
"delta_call": 0.7381910022244306,
"delta_put": -0.26180899777556943,
"gamma": 0.01583381571993403,
"theta_call": -0.062786101804863,
"theta_put": -0.05222080065543697,
"vega": 0.12671518721440342,
"rho_call": 0.09355056187480575,
"rho_put": -0.0473201201175415
} | 11.209441 | Option is in-the-money with high delta hedge required. Gamma=0.0158, Vega=0.13 |
options_greeks | KLAC | 1,134.319946 | 1,256.076001 | 14 | 0.045 | 57.191822 | 13.529527 | 133.11943 | {
"delta_call": 0.20077215804618015,
"delta_put": -0.7992278419538199,
"gamma": 0.002208600536555096,
"theta_call": -1.2997170447635793,
"theta_put": -1.1451254194510507,
"vega": 0.6233865304187749,
"rho_call": 0.0821628689589379,
"rho_put": -0.398788854235595
} | -9.693367 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0022, Vega=0.62 |
options_greeks | CME | 285.040009 | 317.706802 | 90 | 0.045 | 45.470689 | 14.806246 | 43.967285 | {
"delta_call": 0.37505559587223464,
"delta_put": -0.6249444041277654,
"gamma": 0.005892111824177929,
"theta_call": -0.1469432411928195,
"theta_put": -0.10820612570695297,
"vega": 0.5367398105172758,
"rho_call": 0.22709491454554726,
"rho_put": -0.5476473951717832
} | -10.282057 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0059, Vega=0.54 |
options_greeks | BEN | 22.17 | 23.321787 | 14 | 0.045 | 25.724508 | 0.100718 | 1.212286 | {
"delta_call": 0.17211167805546046,
"delta_put": -0.8278883219445395,
"gamma": 0.22835545309331548,
"theta_call": -0.010632536657374339,
"theta_put": -0.007762206439499343,
"vega": 0.011074522857056483,
"rho_call": 0.0014249305719334804,
"rho_put": -0.007504985661455395
} | -4.938672 | Option is at-the-money with low delta, high gamma risk. Gamma=0.2284, Vega=0.01 |
options_greeks | BAH | 82.910004 | 80.609476 | 7 | 0.045 | 40.282909 | 3.243906 | 0.873842 | {
"delta_call": 0.7080799131281926,
"delta_put": -0.29192008687180737,
"gamma": 0.07423708501815703,
"theta_call": -0.1202746011839734,
"theta_put": -0.11034501967368751,
"vega": 0.039424008626262205,
"rho_call": 0.010636740074870121,
"rho_put": -0.004809275607796822
} | 2.853917 | Option is in-the-money with high delta hedge required. Gamma=0.0742, Vega=0.04 |
options_greeks | UPS | 95.980003 | 107.015961 | 90 | 0.045 | 60.652548 | 7.776287 | 17.631372 | {
"delta_call": 0.43095496123472243,
"delta_put": -0.5690450387652776,
"gamma": 0.013593627293069453,
"theta_call": -0.06724704753474299,
"theta_put": -0.0541988860505951,
"vega": 0.18728179946388998,
"rho_call": 0.08281669619709305,
"rho_put": -0.17814653348586484
} | -10.312441 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0136, Vega=0.19 |
options_greeks | CARR | 54.099998 | 48.858246 | 60 | 0.045 | 20.237743 | 5.780359 | 0.178523 | {
"delta_call": 0.9151552776877323,
"delta_put": -0.0848447223122677,
"gamma": 0.035006630802792066,
"theta_call": -0.011139701445235687,
"theta_put": -0.005160475918629095,
"vega": 0.03408515505507753,
"rho_call": 0.07188417541630977,
"rho_put": -0.007838831605111453
} | 10.72849 | Option is in-the-money with high delta hedge required. Gamma=0.0350, Vega=0.03 |
options_greeks | BMRN | 54.73 | 55.58625 | 7 | 0.045 | 15.041024 | 0.163009 | 0.971309 | {
"delta_call": 0.24401859984344637,
"delta_put": -0.7559814001565537,
"gamma": 0.27516247583504744,
"theta_call": -0.02716943520405843,
"theta_put": -0.02032224765718661,
"vega": 0.023775117797504026,
"rho_call": 0.002529997262033463,
"rho_put": -0.008121183366433814
} | -1.5404 | Option is at-the-money with low delta, high gamma risk. Gamma=0.2752, Vega=0.02 |
options_greeks | NFLX | 111.217003 | 100.869548 | 90 | 0.045 | 54.555097 | 17.992934 | 6.532428 | {
"delta_call": 0.7043292186878076,
"delta_put": -0.2956707813121924,
"gamma": 0.011463972995324586,
"theta_call": -0.06525221082064737,
"theta_put": -0.052953464593598024,
"vega": 0.19074910403911868,
"rho_call": 0.14878467369781934,
"rho_put": -0.09719025084316751
} | 10.258254 | Option is in-the-money with high delta hedge required. Gamma=0.0115, Vega=0.19 |
options_greeks | AIG | 77.75 | 87.081608 | 90 | 0.045 | 22.617728 | 0.904606 | 9.275306 | {
"delta_call": 0.19647749573127593,
"delta_put": -0.8035225042687241,
"gamma": 0.03171878018840736,
"theta_call": -0.01520852342270811,
"theta_put": -0.004590902775860207,
"vega": 0.106934020589236,
"rho_call": 0.035436624029670225,
"rho_put": -0.17691578890728785
} | -10.715934 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0317, Vega=0.11 |
options_greeks | BLBD | 51.169998 | 56.529779 | 14 | 0.045 | 32.466381 | 0.091425 | 5.353718 | {
"delta_call": 0.06581514038444636,
"delta_put": -0.9341848596155536,
"gamma": 0.03934868842994827,
"theta_call": -0.015280609651562126,
"theta_put": -0.008323203856004716,
"vega": 0.012830102119140239,
"rho_call": 0.0012566765974741667,
"rho_put": -0.020388585877593336
} | -9.481341 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0393, Vega=0.01 |
options_greeks | PSA | 274.26001 | 271.058293 | 90 | 0.045 | 51.416145 | 30.750561 | 24.557836 | {
"delta_call": 0.5859386513700774,
"delta_put": -0.4140613486299226,
"gamma": 0.005564647198426017,
"theta_call": -0.16760001666015065,
"theta_put": -0.13455062536106668,
"vega": 0.5306543992875794,
"rho_call": 0.3204221409840888,
"rho_put": -0.3405656849975903
} | 1.181191 | Option is in-the-money with moderate delta exposure. Gamma=0.0056, Vega=0.53 |
options_greeks | TMO | 578.710022 | 583.632815 | 30 | 0.045 | 50.412354 | 32.052218 | 34.820356 | {
"delta_call": 0.515653174552826,
"delta_put": -0.484346825447174,
"gamma": 0.0047661029546119445,
"theta_call": -0.588534114128747,
"theta_put": -0.5168450259330738,
"vega": 0.6613795932080511,
"rho_call": 0.2189272126115398,
"rho_put": -0.25900004202628163
} | -0.843474 | Option is at-the-money with moderate delta exposure. Gamma=0.0048, Vega=0.66 |
options_greeks | TSLA | 404.350006 | 392.95469 | 60 | 0.045 | 39.650417 | 33.225886 | 18.934506 | {
"delta_call": 0.6195182937377517,
"delta_put": -0.3804817062622483,
"gamma": 0.005859752454390253,
"theta_call": -0.23311960822118863,
"theta_put": -0.18503018856558454,
"vega": 0.6244538089654847,
"rho_call": 0.35716658576000954,
"rho_put": -0.2840256763147116
} | 2.899906 | Option is in-the-money with moderate delta exposure. Gamma=0.0059, Vega=0.62 |
options_greeks | SBUX | 84.779999 | 88.611443 | 60 | 0.045 | 52.775883 | 5.877744 | 9.056125 | {
"delta_call": 0.474081719738224,
"delta_put": -0.525918280261776,
"gamma": 0.02194492700490042,
"theta_call": -0.06441294899583153,
"theta_put": -0.05356876520920125,
"vega": 0.13684056012554188,
"rho_call": 0.05640806086548929,
"rho_put": -0.08818105628958108
} | -4.323871 | Option is at-the-money with moderate delta exposure. Gamma=0.0219, Vega=0.14 |
options_greeks | APA | 24.790001 | 27.210906 | 14 | 0.045 | 15.313697 | 0.00025 | 2.374229 | {
"delta_call": 0.0012056569578229892,
"delta_put": -0.998794343042177,
"gamma": 0.005375601598400497,
"theta_call": -0.00010977900294401812,
"theta_put": 0.0032392048591034536,
"vega": 0.00019404184172872526,
"rho_call": 0.000011368229443863254,
"rho_put": -0.010407692674703827
} | -8.896821 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0054, Vega=0.00 |
options_greeks | BL | 54.669998 | 55.041426 | 30 | 0.045 | 27.368114 | 1.630662 | 1.798888 | {
"delta_call": 0.5000291934792638,
"delta_put": -0.4999708065207362,
"gamma": 0.09300406621627871,
"theta_call": -0.03169036872352661,
"theta_put": -0.024929491743810265,
"vega": 0.0625278245557749,
"rho_call": 0.02112816442778736,
"rho_put": -0.023944348770321623
} | -0.674816 | Option is at-the-money with moderate delta exposure. Gamma=0.0930, Vega=0.06 |
options_greeks | NFLX | 111.217003 | 115.259849 | 60 | 0.045 | 45.33494 | 6.761623 | 9.955008 | {
"delta_call": 0.47523799769956376,
"delta_put": -0.5247620023004362,
"gamma": 0.019477758992941577,
"theta_call": -0.07351312255066428,
"theta_put": -0.0594077322768088,
"vega": 0.17954478422561135,
"rho_call": 0.07576918785516681,
"rho_put": -0.11230268246290617
} | -3.507593 | Option is at-the-money with moderate delta exposure. Gamma=0.0195, Vega=0.18 |
options_greeks | CHD | 84.099998 | 74.43133 | 90 | 0.045 | 49.739678 | 14.088522 | 3.598537 | {
"delta_call": 0.7463003881849407,
"delta_put": -0.2536996118150593,
"gamma": 0.015417571075708113,
"theta_call": -0.04295758455217197,
"theta_put": -0.033882377463152535,
"vega": 0.1337397631313074,
"rho_call": 0.12002138472577689,
"rho_put": -0.061482757054611724
} | 12.990052 | Option is in-the-money with high delta hedge required. Gamma=0.0154, Vega=0.13 |
options_greeks | WM | 209.169998 | 238.659014 | 60 | 0.045 | 43.97777 | 5.675672 | 33.405779 | {
"delta_call": 0.27124823313645996,
"delta_put": -0.72875176686354,
"gamma": 0.008885898112056152,
"theta_call": -0.109296757528809,
"theta_put": -0.08008989533424149,
"vega": 0.28105525073080745,
"rho_call": 0.08393641654275694,
"rho_put": -0.3054884127181434
} | -12.356129 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0089, Vega=0.28 |
options_greeks | BKSY | 13.19 | 13.756846 | 90 | 0.045 | 49.638955 | 1.116907 | 1.531952 | {
"delta_call": 0.4990234838597628,
"delta_put": -0.5009765161402372,
"gamma": 0.12270620616988578,
"theta_call": -0.007879531833097093,
"theta_put": -0.0062021975123901065,
"vega": 0.026129335725546637,
"rho_call": 0.013475867213064562,
"rho_put": -0.020070819201075188
} | -4.120466 | Option is at-the-money with moderate delta exposure. Gamma=0.1227, Vega=0.03 |
options_greeks | WHR | 70.279999 | 73.669065 | 14 | 0.045 | 51.721212 | 1.560004 | 4.822025 | {
"delta_call": 0.3455911117567392,
"delta_put": -0.6544088882432608,
"gamma": 0.05178742973161788,
"theta_call": -0.0965372264612364,
"theta_put": -0.08747040207008853,
"vega": 0.05074481943046057,
"rho_call": 0.008717642348038065,
"rho_put": -0.019490255757755325
} | -4.600393 | Option is at-the-money with moderate delta exposure. Gamma=0.0518, Vega=0.05 |
options_greeks | LLY | 1,025.280029 | 1,176.204044 | 14 | 0.045 | 50.07476 | 4.094976 | 152.990582 | {
"delta_call": 0.0911584108663831,
"delta_put": -0.9088415891336169,
"gamma": 0.001630440871006473,
"theta_call": -0.5997327514907482,
"theta_put": -0.45497137183559466,
"vega": 0.32918807846563125,
"rho_call": 0.03427810703099013,
"rho_put": -0.41609062967393234
} | -12.831448 | Option is out-of-the-money with low delta, high gamma risk. Gamma=0.0016, Vega=0.33 |
options_greeks | BALL | 47.599998 | 45.72417 | 60 | 0.045 | 41.693329 | 4.361158 | 2.148344 | {
"delta_call": 0.642864006206005,
"delta_put": -0.35713599379399497,
"gamma": 0.04636597028668944,
"theta_call": -0.02825129118833602,
"theta_put": -0.02265561093896808,
"vega": 0.07200094369762827,
"rho_call": 0.043132878858978305,
"rho_put": -0.031476191132594276
} | 4.102488 | Option is in-the-money with moderate delta exposure. Gamma=0.0464, Vega=0.07 |
options_greeks | ORCL | 222.850006 | 230.313401 | 30 | 0.045 | 43.737307 | 8.304882 | 14.918007 | {
"delta_call": 0.43229958146055286,
"delta_put": -0.5677004185394472,
"gamma": 0.014070741368678575,
"theta_call": -0.19396821796241573,
"theta_put": -0.16567824293305086,
"vega": 0.25120178040426394,
"rho_call": 0.07235595775928405,
"rho_put": -0.11624387576981507
} | -3.240539 | Option is at-the-money with moderate delta exposure. Gamma=0.0141, Vega=0.25 |
options_greeks | SBUX | 84.779999 | 75.582195 | 60 | 0.045 | 25.207001 | 10.215434 | 0.460592 | {
"delta_call": 0.8938287549806435,
"delta_put": -0.10617124501935649,
"gamma": 0.02115529660838156,
"theta_call": -0.021318199783964487,
"theta_put": -0.012068522930446858,
"vega": 0.06300651995800798,
"rho_call": 0.10777539679750914,
"rho_put": -0.015553627916059245
} | 12.169273 | Option is in-the-money with high delta hedge required. Gamma=0.0212, Vega=0.06 |
options_greeks | BFAM | 99.470001 | 102.250485 | 14 | 0.045 | 32.17143 | 1.440543 | 4.044691 | {
"delta_call": 0.3524684895053098,
"delta_put": -0.6475315104946902,
"gamma": 0.05925076192906478,
"theta_call": -0.08726305364287436,
"theta_put": -0.07467856943231607,
"vega": 0.07234086828946316,
"rho_call": 0.012895150136098184,
"rho_put": -0.026256578518972055
} | -2.719286 | Option is at-the-money with moderate delta exposure. Gamma=0.0593, Vega=0.07 |
options_greeks | GD | 344.25 | 354.819574 | 60 | 0.045 | 46.413729 | 22.318308 | 30.272873 | {
"delta_call": 0.48910886302514023,
"delta_put": -0.5108911369748598,
"gamma": 0.006155999610368871,
"theta_call": -0.2332934540705986,
"theta_put": -0.18987097348475476,
"vega": 0.5566104163928984,
"rho_call": 0.24009438600781396,
"rho_put": -0.338872021803437
} | -2.978859 | Option is at-the-money with moderate delta exposure. Gamma=0.0062, Vega=0.56 |
options_greeks | META | 609.460022 | 657.728575 | 30 | 0.045 | 59.329722 | 23.766019 | 69.606371 | {
"delta_call": 0.3664349072475287,
"delta_put": -0.6335650927524713,
"gamma": 0.00363063198478363,
"theta_call": -0.6748745342641674,
"theta_put": -0.5940840772597297,
"vega": 0.6576175207987007,
"rho_call": 0.16402307473936678,
"rho_put": -0.37457997195688525
} | -7.338674 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0036, Vega=0.66 |
options_greeks | UNH | 321.859985 | 316.554298 | 60 | 0.045 | 22.135969 | 15.607764 | 7.969081 | {
"delta_call": 0.6226699917432489,
"delta_put": -0.3773300082567511,
"gamma": 0.013152534775139581,
"theta_call": -0.11424130170554918,
"theta_put": -0.07550168902097036,
"vega": 0.4957929684229401,
"rho_call": 0.3037886966837953,
"rho_put": -0.2127394724439222
} | 1.676075 | Option is in-the-money with moderate delta exposure. Gamma=0.0132, Vega=0.50 |
options_greeks | CINF | 163.899994 | 160.116429 | 30 | 0.045 | 18.146457 | 5.986929 | 1.612247 | {
"delta_call": 0.7074792681780315,
"delta_put": -0.29252073182196847,
"gamma": 0.04030710284637755,
"theta_call": -0.062400581081927455,
"theta_put": -0.04273307687808725,
"vega": 0.1614952260277606,
"rho_call": 0.09038541289408686,
"rho_put": -0.040731281798181126
} | 2.363008 | Option is in-the-money with high delta hedge required. Gamma=0.0403, Vega=0.16 |
options_greeks | BITO | 14.75 | 15.077867 | 60 | 0.045 | 39.221561 | 0.837204 | 1.053948 | {
"delta_call": 0.49512370523503924,
"delta_put": -0.5048762947649608,
"gamma": 0.1700714979660575,
"theta_call": -0.008594430149599035,
"theta_put": -0.006749215146607626,
"vega": 0.023856066405049427,
"rho_call": 0.010628828937657401,
"rho_put": -0.013974037768894734
} | -2.174494 | Option is at-the-money with moderate delta exposure. Gamma=0.1701, Vega=0.02 |
options_greeks | MSFT | 510.179993 | 518.329475 | 90 | 0.045 | 37.864216 | 37.100062 | 39.530008 | {
"delta_call": 0.5274009520882864,
"delta_put": -0.4725990479117136,
"gamma": 0.004149128096911006,
"theta_call": -0.24069803609492132,
"theta_put": -0.1774995505942502,
"vega": 1.0082826798717075,
"rho_call": 0.5719792229881624,
"rho_put": -0.6919904870252599
} | -1.572259 | Option is at-the-money with moderate delta exposure. Gamma=0.0041, Vega=1.01 |
options_greeks | BDC | 111.82 | 103.598214 | 30 | 0.045 | 49.279197 | 11.302025 | 2.697776 | {
"delta_call": 0.7380622675487676,
"delta_put": -0.2619377324512324,
"gamma": 0.020610816059215914,
"theta_call": -0.0945126742771692,
"theta_put": -0.08178744479912796,
"vega": 0.10438213362339815,
"rho_call": 0.05854364174645971,
"rho_put": -0.026291221440481807
} | 7.936223 | Option is in-the-money with high delta hedge required. Gamma=0.0206, Vega=0.10 |
options_greeks | PGR | 225.179993 | 218.804794 | 7 | 0.045 | 62.680416 | 11.405282 | 4.841333 | {
"delta_call": 0.6495881713060085,
"delta_put": -0.35041182869399146,
"gamma": 0.018957946920860398,
"theta_call": -0.5339864177725493,
"theta_put": -0.5070337548609535,
"vega": 0.11555478957542654,
"rho_call": 0.02586528337287494,
"rho_put": -0.016061081156274182
} | 2.913647 | Option is in-the-money with moderate delta exposure. Gamma=0.0190, Vega=0.12 |
options_greeks | CL | 78.050003 | 85.138373 | 90 | 0.045 | 57.348994 | 6.432306 | 12.581211 | {
"delta_call": 0.45069642664611487,
"delta_put": -0.5493035733538851,
"gamma": 0.017811599859543847,
"theta_call": -0.05242906420022499,
"theta_put": -0.04204837688816488,
"vega": 0.15343492701527853,
"rho_call": 0.0708769757435574,
"rho_put": -0.13673677049764466
} | -8.325705 | Option is out-of-the-money with moderate delta exposure. Gamma=0.0178, Vega=0.15 |
options_greeks | BLK | 1,057.939941 | 1,029.678183 | 14 | 0.045 | 29.448763 | 41.942147 | 11.904669 | {
"delta_call": 0.7013361978237859,
"delta_put": -0.29866380217621413,
"gamma": 0.005686833056946958,
"theta_call": -0.8424476922866653,
"theta_put": -0.7157199913649932,
"vega": 0.7189434557941139,
"rho_call": 0.2685044384099232,
"rho_put": -0.12575952001305632
} | 2.744718 | Option is in-the-money with high delta hedge required. Gamma=0.0057, Vega=0.72 |
options_greeks | BRZE | 28.74 | 28.90371 | 30 | 0.045 | 25.312894 | 0.804507 | 0.861511 | {
"delta_call": 0.5035826686276621,
"delta_put": -0.4964173313723379,
"gamma": 0.1912712933863872,
"theta_call": -0.015552201765954033,
"theta_put": -0.012001886234489601,
"vega": 0.032869531073284566,
"rho_call": 0.011234349513883553,
"rho_put": -0.012434420695879331
} | -0.5664 | Option is at-the-money with moderate delta exposure. Gamma=0.1913, Vega=0.03 |
End of preview.
README.md exists but content is empty.
- Downloads last month
- 9