contractID stringlengths 18 18 | symbol stringclasses 1
value | expiration stringdate 2024-01-02 00:00:00 2027-01-15 00:00:00 | strike float64 120 910 | type stringclasses 2
values | last float64 0 488 | mark float64 0.01 488 | bid float64 0 487 | bid_size int64 0 19.7k | ask float64 0 489 | ask_size int64 0 26.8k | volume int64 0 715k | open_interest int64 0 353k | date stringdate 2024-01-02 00:00:00 2024-12-31 00:00:00 | implied_volatility float64 0 8.93 | delta float64 -1 1 | gamma float64 0 1.61 | theta float64 -7.58 0.11 | vega float64 0 3.53 | rho float64 -14.91 11.4 | regime int64 0 2 | regime_name stringclasses 3
values |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY240102C00402000 | SPY | 2024-01-02 | 402 | call | 69.97 | 70.77 | 70.68 | 100 | 70.85 | 100 | 130 | 1 | 2024-01-02 | 1.24983 | 0.99396 | 0.00055 | -0.32269 | 0.00423 | 0.01093 | 0 | contraction |
SPY240102P00402000 | SPY | 2024-01-02 | 402 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 4,204 | 0 | 303 | 2024-01-02 | 1.04145 | -0.00135 | 0.00017 | -0.057 | 0.0011 | -0.00002 | 0 | contraction |
SPY240102C00403000 | SPY | 2024-01-02 | 403 | call | 68.97 | 69.78 | 69.68 | 100 | 69.89 | 100 | 9 | 0 | 2024-01-02 | 1.25456 | 0.99311 | 0.00062 | -0.35671 | 0.00476 | 0.01095 | 0 | contraction |
SPY240102P00403000 | SPY | 2024-01-02 | 403 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 3,671 | 1 | 8 | 2024-01-02 | 1.02682 | -0.00137 | 0.00018 | -0.05692 | 0.00111 | -0.00002 | 0 | contraction |
SPY240102C00404000 | SPY | 2024-01-02 | 404 | call | 68.64 | 68.77 | 68.68 | 100 | 68.85 | 100 | 1 | 1 | 2024-01-02 | 1.21492 | 0.99383 | 0.00058 | -0.32065 | 0.00431 | 0.01099 | 0 | contraction |
SPY240102P00404000 | SPY | 2024-01-02 | 404 | put | 0.06 | 0.01 | 0 | 0 | 0.01 | 3,696 | 0 | 186 | 2024-01-02 | 1.01219 | -0.00139 | 0.00018 | -0.05682 | 0.00112 | -0.00002 | 0 | contraction |
SPY240102C00405000 | SPY | 2024-01-02 | 405 | call | 70.54 | 67.52 | 66 | 107 | 69.04 | 10 | 0 | 4 | 2024-01-02 | 1.14861 | 1 | 0 | -0.05913 | 0 | 0.01109 | 0 | contraction |
SPY240102P00405000 | SPY | 2024-01-02 | 405 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 392 | 2024-01-02 | 0.99755 | -0.00141 | 0.00019 | -0.05672 | 0.00114 | -0.00002 | 0 | contraction |
SPY240102C00406000 | SPY | 2024-01-02 | 406 | call | 69.54 | 66.52 | 65 | 107 | 68.04 | 10 | 0 | 3 | 2024-01-02 | 1.13163 | 1 | 0 | -0.05928 | 0 | 0.01112 | 0 | contraction |
SPY240102P00406000 | SPY | 2024-01-02 | 406 | put | 0.05 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 22 | 2024-01-02 | 0.98292 | -0.00143 | 0.00019 | -0.05659 | 0.00115 | -0.00002 | 0 | contraction |
SPY240102C00407000 | SPY | 2024-01-02 | 407 | call | 68.55 | 66.09 | 65.13 | 1 | 67.04 | 10 | 0 | 8 | 2024-01-02 | 1.5044 | 0.97383 | 0.00163 | -1.18765 | 0.01502 | 0.0108 | 0 | contraction |
SPY240102P00407000 | SPY | 2024-01-02 | 407 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 99 | 2024-01-02 | 0.96828 | -0.00145 | 0.0002 | -0.05645 | 0.00117 | -0.00002 | 0 | contraction |
SPY240102C00408000 | SPY | 2024-01-02 | 408 | call | 67.57 | 64.52 | 63 | 107 | 66.04 | 10 | 0 | 5 | 2024-01-02 | 1.09768 | 1 | 0 | -0.05957 | 0 | 0.01118 | 0 | contraction |
SPY240102P00408000 | SPY | 2024-01-02 | 408 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 3,696 | 0 | 228 | 2024-01-02 | 0.95365 | -0.00147 | 0.0002 | -0.0563 | 0.00118 | -0.00002 | 0 | contraction |
SPY240102C00409000 | SPY | 2024-01-02 | 409 | call | 66.54 | 64.08 | 63.12 | 4 | 65.04 | 107 | 0 | 7 | 2024-01-02 | 1.45593 | 0.97369 | 0.00169 | -1.15641 | 0.01509 | 0.01085 | 0 | contraction |
SPY240102P00409000 | SPY | 2024-01-02 | 409 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 4,204 | 0 | 293 | 2024-01-02 | 0.93917 | -0.00149 | 0.00021 | -0.05623 | 0.0012 | -0.00002 | 0 | contraction |
SPY240102C00410000 | SPY | 2024-01-02 | 410 | call | 62.4 | 62.52 | 61 | 44 | 64.04 | 10 | 1 | 13 | 2024-01-02 | 1.06372 | 1 | 0 | -0.05986 | 0 | 0.01123 | 0 | contraction |
SPY240102P00410000 | SPY | 2024-01-02 | 410 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 380 | 2024-01-02 | 0.92454 | -0.00151 | 0.00021 | -0.05605 | 0.00121 | -0.00002 | 0 | contraction |
SPY240102C00411000 | SPY | 2024-01-02 | 411 | call | 64.59 | 61.52 | 60.01 | 107 | 63.04 | 10 | 0 | 1 | 2024-01-02 | 1.04674 | 1 | 0 | -0.06001 | 0 | 0.01126 | 0 | contraction |
SPY240102P00411000 | SPY | 2024-01-02 | 411 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 392 | 2024-01-02 | 0.91005 | -0.00153 | 0.00022 | -0.05594 | 0.00123 | -0.00002 | 0 | contraction |
SPY240102C00412000 | SPY | 2024-01-02 | 412 | call | 63.6 | 60.49 | 58.94 | 10 | 62.04 | 10 | 0 | 4 | 2024-01-02 | 1.02976 | 1 | 0 | -0.06015 | 0 | 0.01129 | 0 | contraction |
SPY240102P00412000 | SPY | 2024-01-02 | 412 | put | 0.08 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 98 | 2024-01-02 | 0.89557 | -0.00156 | 0.00023 | -0.05583 | 0.00125 | -0.00002 | 0 | contraction |
SPY240102C00413000 | SPY | 2024-01-02 | 413 | call | 62.56 | 59.49 | 57.94 | 10 | 61.04 | 10 | 0 | 10 | 2024-01-02 | 1.01278 | 1 | 0 | -0.0603 | 0 | 0.01131 | 0 | contraction |
SPY240102P00413000 | SPY | 2024-01-02 | 413 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 9 | 2024-01-02 | 0.88109 | -0.00158 | 0.00023 | -0.0557 | 0.00127 | -0.00002 | 0 | contraction |
SPY240102C00414000 | SPY | 2024-01-02 | 414 | call | 61.56 | 58.49 | 56.94 | 10 | 60.04 | 10 | 0 | 6 | 2024-01-02 | 0.9958 | 1 | 0 | -0.06045 | 0 | 0.01134 | 0 | contraction |
SPY240102P00414000 | SPY | 2024-01-02 | 414 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 106 | 2024-01-02 | 0.86661 | -0.00161 | 0.00024 | -0.05555 | 0.00128 | -0.00002 | 0 | contraction |
SPY240102C00415000 | SPY | 2024-01-02 | 415 | call | 60.6 | 57.52 | 56 | 107 | 59.05 | 10 | 0 | 9 | 2024-01-02 | 0.97882 | 1 | 0 | -0.06059 | 0 | 0.01137 | 0 | contraction |
SPY240102P00415000 | SPY | 2024-01-02 | 415 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 13 | 2024-01-02 | 0.85213 | -0.00163 | 0.00025 | -0.0554 | 0.0013 | -0.00002 | 0 | contraction |
SPY240102C00416000 | SPY | 2024-01-02 | 416 | call | 59.59 | 56.52 | 55 | 107 | 58.05 | 10 | 0 | 2 | 2024-01-02 | 0.96185 | 1 | 0 | -0.06074 | 0 | 0.0114 | 0 | contraction |
SPY240102P00416000 | SPY | 2024-01-02 | 416 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 5,086 | 2024-01-02 | 0.8378 | -0.00166 | 0.00026 | -0.05532 | 0.00132 | -0.00002 | 0 | contraction |
SPY240102C00417000 | SPY | 2024-01-02 | 417 | call | 58.6 | 55.52 | 54 | 107 | 57.05 | 10 | 0 | 8 | 2024-01-02 | 0.94487 | 1 | 0 | -0.06088 | 0 | 0.01142 | 0 | contraction |
SPY240102P00417000 | SPY | 2024-01-02 | 417 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 3,671 | 0 | 162 | 2024-01-02 | 0.82332 | -0.00169 | 0.00027 | -0.05514 | 0.00134 | -0.00002 | 0 | contraction |
SPY240102C00418000 | SPY | 2024-01-02 | 418 | call | 57.41 | 54.53 | 53.01 | 107 | 56.05 | 10 | 0 | 13 | 2024-01-02 | 0.92789 | 1 | 0 | -0.06103 | 0 | 0.01145 | 0 | contraction |
SPY240102P00418000 | SPY | 2024-01-02 | 418 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,813 | 0 | 101 | 2024-01-02 | 0.80884 | -0.00171 | 0.00028 | -0.05494 | 0.00136 | -0.00002 | 0 | contraction |
SPY240102C00419000 | SPY | 2024-01-02 | 419 | call | 56.56 | 53.52 | 52 | 107 | 55.05 | 10 | 0 | 11 | 2024-01-02 | 0.91091 | 1 | 0 | -0.06118 | 0 | 0.01148 | 0 | contraction |
SPY240102P00419000 | SPY | 2024-01-02 | 419 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,814 | 0 | 6 | 2024-01-02 | 0.79451 | -0.00174 | 0.00028 | -0.05483 | 0.00138 | -0.00002 | 0 | contraction |
SPY240102C00420000 | SPY | 2024-01-02 | 420 | call | 55.48 | 52.53 | 51.01 | 107 | 54.05 | 10 | 0 | 128 | 2024-01-02 | 0.89393 | 1 | 0 | -0.06132 | 0 | 0.01151 | 0 | contraction |
SPY240102P00420000 | SPY | 2024-01-02 | 420 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,817 | 0 | 76 | 2024-01-02 | 0.78018 | -0.00177 | 0.00029 | -0.05471 | 0.00141 | -0.00002 | 0 | contraction |
SPY240102C00421000 | SPY | 2024-01-02 | 421 | call | 54.49 | 51.49 | 49.94 | 10 | 53.05 | 10 | 0 | 5 | 2024-01-02 | 0.87695 | 1 | 0 | -0.06147 | 0 | 0.01153 | 0 | contraction |
SPY240102P00421000 | SPY | 2024-01-02 | 421 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,822 | 0 | 157 | 2024-01-02 | 0.76585 | -0.0018 | 0.0003 | -0.05457 | 0.00143 | -0.00002 | 0 | contraction |
SPY240102C00422000 | SPY | 2024-01-02 | 422 | call | 53.52 | 50.53 | 49.01 | 107 | 52.05 | 10 | 0 | 6 | 2024-01-02 | 0.85997 | 1 | 0 | -0.06161 | 0 | 0.01156 | 0 | contraction |
SPY240102P00422000 | SPY | 2024-01-02 | 422 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,821 | 10 | 20 | 2024-01-02 | 0.75152 | -0.00184 | 0.00032 | -0.05442 | 0.00145 | -0.00002 | 0 | contraction |
SPY240102C00423000 | SPY | 2024-01-02 | 423 | call | 52.58 | 49.49 | 47.94 | 10 | 51.05 | 10 | 0 | 9 | 2024-01-02 | 0.84299 | 1 | 0 | -0.06176 | 0 | 0.01159 | 0 | contraction |
SPY240102P00423000 | SPY | 2024-01-02 | 423 | put | 0 | 0.01 | 0 | 0 | 0.01 | 7,824 | 0 | 0 | 2024-01-02 | 0.73719 | -0.00187 | 0.00033 | -0.05426 | 0.00148 | -0.00002 | 0 | contraction |
SPY240102C00424000 | SPY | 2024-01-02 | 424 | call | 47.84 | 48.52 | 47 | 44 | 50.05 | 22 | 28 | 17 | 2024-01-02 | 0.82602 | 1 | 0 | -0.06191 | 0 | 0.01161 | 0 | contraction |
SPY240102P00424000 | SPY | 2024-01-02 | 424 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,826 | 0 | 134 | 2024-01-02 | 0.72286 | -0.0019 | 0.00034 | -0.05409 | 0.0015 | -0.00002 | 0 | contraction |
SPY240102C00425000 | SPY | 2024-01-02 | 425 | call | 50.56 | 47.52 | 46 | 107 | 49.05 | 10 | 0 | 6 | 2024-01-02 | 0.80904 | 1 | 0 | -0.06205 | 0 | 0.01164 | 0 | contraction |
SPY240102P00425000 | SPY | 2024-01-02 | 425 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,828 | 0 | 48 | 2024-01-02 | 0.70853 | -0.00194 | 0.00035 | -0.0539 | 0.00153 | -0.00003 | 0 | contraction |
SPY240102C00426000 | SPY | 2024-01-02 | 426 | call | 49.55 | 46.52 | 45 | 44 | 48.05 | 10 | 0 | 12 | 2024-01-02 | 0.79206 | 1 | 0 | -0.0622 | 0 | 0.01167 | 0 | contraction |
SPY240102P00426000 | SPY | 2024-01-02 | 426 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 7,856 | 0 | 586 | 2024-01-02 | 0.69421 | -0.00198 | 0.00037 | -0.05371 | 0.00155 | -0.00003 | 0 | contraction |
SPY240102C00427000 | SPY | 2024-01-02 | 427 | call | 48.55 | 45.13 | 43.94 | 10 | 46.32 | 100 | 0 | 14 | 2024-01-02 | 0.77508 | 1 | 0 | -0.06234 | 0 | 0.0117 | 0 | contraction |
SPY240102P00427000 | SPY | 2024-01-02 | 427 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,833 | 0 | 112 | 2024-01-02 | 0.68003 | -0.00202 | 0.00038 | -0.05361 | 0.00158 | -0.00003 | 0 | contraction |
SPY240102C00428000 | SPY | 2024-01-02 | 428 | call | 47.27 | 44.16 | 43 | 44 | 45.32 | 100 | 0 | 1 | 2024-01-02 | 0.7581 | 1 | 0 | -0.06249 | 0 | 0.01172 | 0 | contraction |
SPY240102P00428000 | SPY | 2024-01-02 | 428 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,835 | 0 | 3,366 | 2024-01-02 | 0.6657 | -0.00206 | 0.00039 | -0.05339 | 0.00161 | -0.00003 | 0 | contraction |
SPY240102C00429000 | SPY | 2024-01-02 | 429 | call | 46.54 | 44.09 | 43.13 | 100 | 45.05 | 10 | 0 | 8 | 2024-01-02 | 1.04618 | 0.96404 | 0.00305 | -1.08259 | 0.01955 | 0.01128 | 0 | contraction |
SPY240102P00429000 | SPY | 2024-01-02 | 429 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,838 | 0 | 2,232 | 2024-01-02 | 0.65137 | -0.0021 | 0.00041 | -0.05315 | 0.00164 | -0.00003 | 0 | contraction |
SPY240102C00430000 | SPY | 2024-01-02 | 430 | call | 41.79 | 42.16 | 41 | 44 | 43.32 | 100 | 5 | 4 | 2024-01-02 | 0.72414 | 1 | 0 | -0.06278 | 0 | 0.01178 | 0 | contraction |
SPY240102P00430000 | SPY | 2024-01-02 | 430 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,840 | 0 | 305 | 2024-01-02 | 0.6372 | -0.00214 | 0.00043 | -0.05302 | 0.00167 | -0.00003 | 0 | contraction |
SPY240102C00431000 | SPY | 2024-01-02 | 431 | call | 40.93 | 41.16 | 40 | 44 | 42.32 | 100 | 1 | 1 | 2024-01-02 | 0.70716 | 1 | 0 | -0.06293 | 0 | 0.01181 | 0 | contraction |
SPY240102P00431000 | SPY | 2024-01-02 | 431 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,842 | 0 | 72 | 2024-01-02 | 0.62302 | -0.00219 | 0.00045 | -0.05288 | 0.0017 | -0.00003 | 0 | contraction |
SPY240102C00432000 | SPY | 2024-01-02 | 432 | call | 0 | 40.16 | 39 | 44 | 41.32 | 100 | 0 | 0 | 2024-01-02 | 0.69019 | 1 | 0 | -0.06307 | 0 | 0.01183 | 0 | contraction |
SPY240102P00432000 | SPY | 2024-01-02 | 432 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,845 | 0 | 443 | 2024-01-02 | 0.60869 | -0.00223 | 0.00047 | -0.05261 | 0.00173 | -0.00003 | 0 | contraction |
SPY240102C00433000 | SPY | 2024-01-02 | 433 | call | 0 | 39.53 | 38.09 | 154 | 40.96 | 157 | 0 | 0 | 2024-01-02 | 0.67321 | 1 | 0 | -0.06322 | 0 | 0.01186 | 0 | contraction |
SPY240102P00433000 | SPY | 2024-01-02 | 433 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,882 | 0 | 277 | 2024-01-02 | 0.59451 | -0.00228 | 0.00049 | -0.05245 | 0.00177 | -0.00003 | 0 | contraction |
SPY240102C00434000 | SPY | 2024-01-02 | 434 | call | 37.48 | 39.03 | 38.12 | 150 | 39.94 | 156 | 1 | 1 | 2024-01-02 | 0.91219 | 0.96514 | 0.00341 | -0.93 | 0.01905 | 0.01143 | 0 | contraction |
SPY240102P00434000 | SPY | 2024-01-02 | 434 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 7,884 | 0 | 236 | 2024-01-02 | 0.58034 | -0.00234 | 0.00051 | -0.05229 | 0.00181 | -0.00003 | 0 | contraction |
SPY240102C00435000 | SPY | 2024-01-02 | 435 | call | 0 | 37.83 | 36.61 | 154 | 39.05 | 10 | 0 | 0 | 2024-01-02 | 0.75686 | 0.98295 | 0.00226 | -0.45805 | 0.01046 | 0.01169 | 0 | contraction |
SPY240102P00435000 | SPY | 2024-01-02 | 435 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,887 | 0 | 109 | 2024-01-02 | 0.56601 | -0.00239 | 0.00053 | -0.05198 | 0.00184 | -0.00003 | 0 | contraction |
SPY240102C00436000 | SPY | 2024-01-02 | 436 | call | 0 | 36.52 | 35.09 | 154 | 37.95 | 157 | 0 | 0 | 2024-01-02 | 0.62227 | 1 | 0 | -0.06366 | 0 | 0.01194 | 0 | contraction |
SPY240102P00436000 | SPY | 2024-01-02 | 436 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,889 | 0 | 194 | 2024-01-02 | 0.55183 | -0.00245 | 0.00056 | -0.0518 | 0.00188 | -0.00003 | 0 | contraction |
SPY240102C00437000 | SPY | 2024-01-02 | 437 | call | 0 | 36.24 | 35.47 | 150 | 37.01 | 157 | 0 | 0 | 2024-01-02 | 0.941 | 0.94736 | 0.00462 | -1.31074 | 0.02658 | 0.01127 | 0 | contraction |
SPY240102P00437000 | SPY | 2024-01-02 | 437 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,891 | 0 | 103 | 2024-01-02 | 0.53765 | -0.00251 | 0.00059 | -0.05161 | 0.00193 | -0.00003 | 0 | contraction |
SPY240102C00438000 | SPY | 2024-01-02 | 438 | call | 33.96 | 35.09 | 34.13 | 150 | 36.05 | 10 | 1 | 2 | 2024-01-02 | 0.85853 | 0.95728 | 0.00428 | -1.02618 | 0.02249 | 0.01143 | 0 | contraction |
SPY240102P00438000 | SPY | 2024-01-02 | 438 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,893 | 0 | 154 | 2024-01-02 | 0.52348 | -0.00257 | 0.00062 | -0.05141 | 0.00197 | -0.00003 | 0 | contraction |
SPY240102C00439000 | SPY | 2024-01-02 | 439 | call | 37.43 | 34.05 | 33.13 | 150 | 34.96 | 157 | 0 | 0 | 2024-01-02 | 0.81951 | 0.95965 | 0.00428 | -0.94103 | 0.02147 | 0.01149 | 0 | contraction |
SPY240102P00439000 | SPY | 2024-01-02 | 439 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,896 | 100 | 133 | 2024-01-02 | 0.5093 | -0.00264 | 0.00065 | -0.0512 | 0.00202 | -0.00003 | 0 | contraction |
SPY240102C00440000 | SPY | 2024-01-02 | 440 | call | 32.71 | 33.09 | 32.13 | 150 | 34.05 | 10 | 1 | 102 | 2024-01-02 | 0.81661 | 0.95538 | 0.00466 | -1.01203 | 0.02329 | 0.01146 | 0 | contraction |
SPY240102P00440000 | SPY | 2024-01-02 | 440 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,898 | 11 | 434 | 2024-01-02 | 0.49497 | -0.00271 | 0.00068 | -0.05085 | 0.00206 | -0.00004 | 0 | contraction |
SPY240102C00441000 | SPY | 2024-01-02 | 441 | call | 0 | 32.26 | 31.47 | 150 | 33.05 | 10 | 0 | 0 | 2024-01-02 | 0.86006 | 0.94125 | 0.00551 | -1.30676 | 0.02899 | 0.0113 | 0 | contraction |
SPY240102P00441000 | SPY | 2024-01-02 | 441 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,900 | 0 | 321 | 2024-01-02 | 0.4808 | -0.00278 | 0.00072 | -0.05063 | 0.00211 | -0.00004 | 0 | contraction |
SPY240102C00442000 | SPY | 2024-01-02 | 442 | call | 0 | 30.57 | 29.1 | 150 | 32.05 | 10 | 0 | 0 | 2024-01-02 | 0.5204 | 1 | 0 | -0.06453 | 0 | 0.01211 | 0 | contraction |
SPY240102P00442000 | SPY | 2024-01-02 | 442 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,903 | 25 | 195 | 2024-01-02 | 0.46662 | -0.00286 | 0.00076 | -0.05041 | 0.00217 | -0.00004 | 0 | contraction |
SPY240102C00443000 | SPY | 2024-01-02 | 443 | call | 32.38 | 29.09 | 27.95 | 150 | 30.24 | 150 | 0 | 0 | 2024-01-02 | 0.50342 | 1 | 0 | -0.06468 | 0 | 0.01214 | 0 | contraction |
SPY240102P00443000 | SPY | 2024-01-02 | 443 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 7,905 | 0 | 258 | 2024-01-02 | 0.45244 | -0.00295 | 0.0008 | -0.05018 | 0.00223 | -0.00004 | 0 | contraction |
SPY240102C00444000 | SPY | 2024-01-02 | 444 | call | 32.33 | 28.2 | 27.12 | 150 | 29.27 | 150 | 0 | 0 | 2024-01-02 | 0.48644 | 1 | 0 | -0.06483 | 0 | 0.01216 | 0 | contraction |
SPY240102P00444000 | SPY | 2024-01-02 | 444 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 7,908 | 0 | 347 | 2024-01-02 | 0.43811 | -0.00303 | 0.00085 | -0.0498 | 0.00228 | -0.00004 | 0 | contraction |
SPY240102C00445000 | SPY | 2024-01-02 | 445 | call | 27.1 | 27.52 | 26.13 | 150 | 28.92 | 157 | 1 | 3 | 2024-01-02 | 0.46946 | 1 | 0 | -0.06497 | 0 | 0.01219 | 0 | contraction |
SPY240102P00445000 | SPY | 2024-01-02 | 445 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,910 | 0 | 4,315 | 2024-01-02 | 0.42394 | -0.00313 | 0.00091 | -0.04957 | 0.00235 | -0.00004 | 0 | contraction |
SPY240102C00446000 | SPY | 2024-01-02 | 446 | call | 0 | 26.58 | 25.1 | 150 | 28.05 | 10 | 0 | 0 | 2024-01-02 | 0.45248 | 1 | 0 | -0.06512 | 0 | 0.01222 | 0 | contraction |
SPY240102P00446000 | SPY | 2024-01-02 | 446 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,912 | 1 | 1,202 | 2024-01-02 | 0.40976 | -0.00323 | 0.00096 | -0.04934 | 0.00242 | -0.00004 | 0 | contraction |
SPY240102C00447000 | SPY | 2024-01-02 | 447 | call | 24.8 | 25.54 | 24.12 | 150 | 26.96 | 157 | 11 | 1 | 2024-01-02 | 0.4355 | 1 | 0 | -0.06526 | 0 | 0.01224 | 0 | contraction |
SPY240102P00447000 | SPY | 2024-01-02 | 447 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,914 | 1 | 1,976 | 2024-01-02 | 0.39543 | -0.00333 | 0.00103 | -0.04896 | 0.00249 | -0.00004 | 0 | contraction |
SPY240102C00448000 | SPY | 2024-01-02 | 448 | call | 22.95 | 24.57 | 23.09 | 150 | 26.05 | 10 | 2 | 13 | 2024-01-02 | 0.41853 | 1 | 0 | -0.06541 | 0 | 0.01227 | 0 | contraction |
SPY240102P00448000 | SPY | 2024-01-02 | 448 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,913 | 1 | 614 | 2024-01-02 | 0.38126 | -0.00345 | 0.0011 | -0.04873 | 0.00257 | -0.00004 | 0 | contraction |
SPY240102C00449000 | SPY | 2024-01-02 | 449 | call | 24.19 | 23.8 | 22.63 | 150 | 24.96 | 157 | 0 | 2 | 2024-01-02 | 0.47851 | 0.98067 | 0.00397 | -0.3426 | 0.01164 | 0.01205 | 0 | contraction |
SPY240102P00449000 | SPY | 2024-01-02 | 449 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,913 | 29 | 1,281 | 2024-01-02 | 0.36693 | -0.00357 | 0.00118 | -0.04835 | 0.00265 | -0.00005 | 0 | contraction |
SPY240102C00450000 | SPY | 2024-01-02 | 450 | call | 21.1 | 22.31 | 21.29 | 259 | 23.33 | 250 | 391 | 848 | 2024-01-02 | 0.38457 | 1 | 0 | -0.0657 | 0 | 0.01233 | 0 | contraction |
SPY240102P00450000 | SPY | 2024-01-02 | 450 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,913 | 1 | 2,842 | 2024-01-02 | 0.3526 | -0.0037 | 0.00127 | -0.04797 | 0.00274 | -0.00005 | 0 | contraction |
SPY240102C00451000 | SPY | 2024-01-02 | 451 | call | 22.16 | 21.72 | 21.12 | 260 | 22.32 | 260 | 0 | 2 | 2024-01-02 | 0.31053 | 0.99815 | 0.00077 | -0.08846 | 0.00146 | 0.01233 | 0 | contraction |
SPY240102P00451000 | SPY | 2024-01-02 | 451 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 7,913 | 1 | 104 | 2024-01-02 | 0.33827 | -0.00385 | 0.00137 | -0.0476 | 0.00283 | -0.00005 | 0 | contraction |
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