Split (1)

train · ~99.7M rows (showing the first 43.6M)

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	A	2019-02-15	65	Call	10.5	11.25	0.2705	1	0	-0.0046	0	0.0124
2019-02-09	A	2019-02-15	65	Put	0	0.03	0.3133	-0.0002	0.0002	-0.0002	0.0001	0
2019-02-09	A	2019-02-15	67.5	Call	8.15	8.5	0.2705	0.9991	0.001	-0.0053	0.0003	0.0129
2019-02-09	A	2019-02-15	67.5	Put	0	0.03	0.3133	-0.0034	0.0031	-0.0024	0.0011	0
2019-02-09	A	2019-02-15	70	Call	5.7	6	0.2705	0.9845	0.0137	-0.0127	0.0041	0.0132
2019-02-09	A	2019-02-15	70	Put	0.03	0.05	0.3133	-0.0308	0.0212	-0.0162	0.0073	-0.0005
2019-02-09	A	2019-02-15	72.5	Call	3.35	3.6	0.2626	0.8955	0.0658	-0.0402	0.019	0.0123
2019-02-09	A	2019-02-15	72.5	Put	0.12	0.15	0.26	-0.1021	0.0655	-0.0343	0.0189	-0.0014
2019-02-09	A	2019-02-15	75	Call	1.33	1.49	0.2241	0.6456	0.1583	-0.0659	0.039	0.0091
2019-02-09	A	2019-02-15	75	Put	0.52	0.6	0.2201	-0.353	0.1619	-0.0598	0.039	-0.0047
2019-02-09	A	2019-02-15	77.5	Call	0.21	0.23	0.1861	0.2034	0.1449	-0.0405	0.0297	0.0029
2019-02-09	A	2019-02-15	77.5	Put	1.73	1.97	0.1721	-0.8214	0.1506	-0.0306	0.0281	-0.0081
2019-02-09	A	2019-02-15	80	Call	0	0.03	0.1861	0.0196	0.0244	-0.0067	0.005	0.0003
2019-02-09	A	2019-02-15	80	Put	4.1	4.35	0.1721	-0.9998	0.007	0	0.0005	0
2019-02-09	A	2019-02-15	82.5	Call	0	0.03	0.1861	0.0006	0.001	-0.0003	0.0002	0
2019-02-09	A	2019-02-15	82.5	Put	6.6	7.25	0.1721	-1	0	0	0	0
2019-02-09	A	2019-02-15	85	Call	0	0.03	0.1861	0	0	0	0	0
2019-02-09	A	2019-02-15	85	Put	9.1	9.75	0.1721	-1	0	0	0	0
2019-02-09	A	2019-03-15	65	Call	11.05	11.35	0.3457	0.9349	0.0157	-0.0189	0.0298	0.0571
2019-02-09	A	2019-03-15	65	Put	0.2	0.24	0.3386	-0.0613	0.0153	-0.0135	0.0291	-0.0044
2019-02-09	A	2019-03-15	67.5	Call	8.75	9	0.3222	0.8921	0.0245	-0.0242	0.0435	0.0562
2019-02-09	A	2019-03-15	67.5	Put	0.38	0.43	0.321	-0.1071	0.0246	-0.0194	0.0442	-0.0076
2019-02-09	A	2019-03-15	70	Call	6.55	6.8	0.3009	0.8233	0.0368	-0.0301	0.0608	0.0534
2019-02-09	A	2019-03-15	70	Put	0.68	0.75	0.3022	-0.1782	0.037	-0.0256	0.0613	-0.0124
2019-02-09	A	2019-03-15	72.5	Call	4.65	4.85	0.2907	0.7147	0.0498	-0.0366	0.0797	0.0473
2019-02-09	A	2019-03-15	72.5	Put	1.15	1.28	0.2829	-0.282	0.0514	-0.0308	0.0804	-0.0192
2019-02-09	A	2019-03-15	75	Call	2.99	3.15	0.2741	0.5779	0.0609	-0.0389	0.0918	0.039
2019-02-09	A	2019-03-15	75	Put	2.03	2.12	0.2716	-0.4243	0.0622	-0.0337	0.0916	-0.0279
2019-02-09	A	2019-03-15	77.5	Call	1.74	1.86	0.2627	0.42	0.0634	-0.0366	0.0917	0.0288
2019-02-09	A	2019-03-15	77.5	Put	3.2	3.4	0.2594	-0.5862	0.0654	-0.0313	0.0919	-0.036
2019-02-09	A	2019-03-15	80	Call	0.85	0.91	0.246	0.2617	0.0564	-0.0282	0.0763	0.0181
2019-02-09	A	2019-03-15	80	Put	4.85	5.05	0.25	-0.7429	0.0575	-0.024	0.0777	-0.0401
2019-02-09	A	2019-03-15	82.5	Call	0.36	0.42	0.2388	0.1409	0.0399	-0.0186	0.0524	0.0099
2019-02-09	A	2019-03-15	82.5	Put	6.85	7.1	0.2437	-0.8668	0.0421	-0.0146	0.0519	-0.0366
2019-02-09	A	2019-03-15	85	Call	0.14	0.18	0.2366	0.0675	0.0235	-0.0107	0.0306	0.0047
2019-02-09	A	2019-03-15	85	Put	9.15	9.5	0.2623	-0.9253	0.0283	-0.0097	0.0346	-0.0302
2019-02-09	AAL	2019-02-22	30.5	Call	5.45	5.6	0.3575	0.9922	0.0085	-0.004	0.0015	0.0116
2019-02-09	AAL	2019-02-22	30.5	Put	0	0.05	0.406	-0.0163	0.0142	-0.0041	0.0029	-0.0002
2019-02-09	AAL	2019-02-22	32.5	Call	3.55	3.65	0.3508	0.938	0.0495	-0.0129	0.0086	0.0116
2019-02-09	AAL	2019-02-22	32.5	Put	0.09	0.12	0.3889	-0.0816	0.0551	-0.0146	0.0106	-0.0012
2019-02-09	AAL	2019-02-22	33.5	Call	2.67	2.75	0.3516	0.8631	0.0885	-0.0214	0.0154	0.0109
2019-02-09	AAL	2019-02-22	33.5	Put	0.18	0.22	0.3659	-0.1459	0.0887	-0.0207	0.0161	-0.0021
2019-02-09	AAL	2019-02-22	34.5	Call	1.87	1.94	0.3443	0.7516	0.1305	-0.0292	0.0223	0.0096
2019-02-09	AAL	2019-02-22	34.5	Put	0.35	0.39	0.3431	-0.2481	0.1315	-0.0268	0.0221	-0.0033
2019-02-09	AAL	2019-02-22	35.5	Call	1.17	1.24	0.3272	0.6047	0.167	-0.0332	0.0271	0.0079
2019-02-09	AAL	2019-02-22	35.5	Put	0.64	0.7	0.3263	-0.396	0.1688	-0.0309	0.027	-0.0051
2019-02-09	AAL	2019-02-22	36	Call	0.88	0.95	0.3193	0.5187	0.1771	-0.0333	0.0281	0.0068
2019-02-09	AAL	2019-02-22	36	Put	0.85	0.92	0.3204	-0.4827	0.1782	-0.0312	0.0281	-0.006
2019-02-09	AAL	2019-02-22	36.5	Call	0.65	0.69	0.312	0.4289	0.1785	-0.0319	0.0277	0.0057
2019-02-09	AAL	2019-02-22	36.5	Put	1.12	1.18	0.3164	-0.5718	0.1779	-0.0301	0.0275	-0.0069
2019-02-09	AAL	2019-02-22	37.5	Call	0.31	0.35	0.3046	0.2616	0.1516	-0.0256	0.0229	0.0035
2019-02-09	AAL	2019-02-22	37.5	Put	1.79	1.84	0.3114	-0.7369	0.1517	-0.0241	0.0233	-0.0081
2019-02-09	AAL	2019-02-22	38.5	Call	0.13	0.16	0.3018	0.1378	0.1035	-0.0171	0.0155	0.0018
2019-02-09	AAL	2019-02-22	38.5	Put	2.6	2.69	0.3195	-0.8527	0.1065	-0.017	0.0166	-0.0082
2019-02-09	AAL	2019-02-22	39.5	Call	0.05	0.09	0.3151	0.0725	0.0621	-0.0111	0.0097	0.001
2019-02-09	AAL	2019-02-22	39.5	Put	3.5	3.65	0.3442	-0.914	0.0697	-0.0121	0.0114	-0.0075
2019-02-09	AAL	2019-02-22	41.5	Call	0	0.04	0.3151	0.012	0.014	-0.0025	0.0022	0.0002
2019-02-09	AAL	2019-02-22	41.5	Put	5.45	5.6	0.3442	-0.9901	0.0215	-0.0017	0.0022	-0.002
2019-02-09	AAL	2019-03-08	30.5	Call	5.25	6	0.3959	0.9435	0.0288	-0.01	0.0113	0.0217
2019-02-09	AAL	2019-03-08	30.5	Put	0.05	0.33	0.4164	-0.0652	0.0306	-0.0093	0.0127	-0.0019
2019-02-09	AAL	2019-03-08	32.5	Call	3.75	4.1	0.4039	0.8384	0.0608	-0.0194	0.0244	0.0201
2019-02-09	AAL	2019-03-08	32.5	Put	0.24	0.33	0.3713	-0.1433	0.0614	-0.0147	0.0236	-0.0039
2019-02-09	AAL	2019-03-08	33.5	Call	2.97	3.15	0.3718	0.7792	0.08	-0.0214	0.0296	0.0192
2019-02-09	AAL	2019-03-08	33.5	Put	0.44	0.52	0.3665	-0.2182	0.0812	-0.0188	0.0301	-0.0058
2019-02-09	AAL	2019-03-08	34.5	Call	2.24	2.45	0.3669	0.6876	0.0968	-0.0247	0.0353	0.0172
2019-02-09	AAL	2019-03-08	34.5	Put	0.69	0.9	0.371	-0.3148	0.0967	-0.0228	0.0349	-0.0083
2019-02-09	AAL	2019-03-08	35.5	Call	1.59	1.79	0.3516	0.5841	0.1113	-0.0258	0.0389	0.0148
2019-02-09	AAL	2019-03-08	35.5	Put	1.04	1.28	0.3604	-0.4185	0.1097	-0.0242	0.0389	-0.0108
2019-02-09	AAL	2019-03-08	36	Call	1.32	1.52	0.3486	0.5273	0.1145	-0.0259	0.0397	0.0135
2019-02-09	AAL	2019-03-08	36	Put	1.26	1.46	0.3501	-0.4746	0.1154	-0.0238	0.0397	-0.012
2019-02-09	AAL	2019-03-08	36.5	Call	1.06	1.17	0.3296	0.4665	0.121	-0.0244	0.0396	0.012
2019-02-09	AAL	2019-03-08	36.5	Put	1.52	1.59	0.3307	-0.5359	0.1221	-0.0222	0.0396	-0.0132
2019-02-09	AAL	2019-03-08	37.5	Call	0.67	0.86	0.3357	0.3551	0.1112	-0.0231	0.0371	0.0092
2019-02-09	AAL	2019-03-08	37.5	Put	2.13	2.35	0.3461	-0.6432	0.11	-0.0216	0.0368	-0.0152
2019-02-09	AAL	2019-03-08	38.5	Call	0.4	0.6	0.338	0.2579	0.0959	-0.0201	0.0322	0.0067
2019-02-09	AAL	2019-03-08	38.5	Put	2.85	3.05	0.3419	-0.7445	0.0971	-0.0181	0.0326	-0.0163
2019-02-09	AAL	2019-03-08	39.5	Call	0.21	0.5	0.3375	0.1774	0.0773	-0.0161	0.0259	0.0047
2019-02-09	AAL	2019-03-08	39.5	Put	3.6	3.9	0.3375	-0.8296	0.0792	-0.0137	0.0262	-0.0163
2019-02-09	AAL	2019-03-08	41.5	Call	0.05	0.12	0.3182	0.0609	0.038	-0.007	0.012	0.0016
2019-02-09	AAL	2019-03-08	41.5	Put	5.3	5.9	0.3443	-0.9329	0.0443	-0.0066	0.0137	-0.0128
2019-02-09	AAL	2019-03-29	30.5	Call	5.75	6.05	0.3986	0.8912	0.0355	-0.0119	0.0246	0.0351
2019-02-09	AAL	2019-03-29	30.5	Put	0.26	0.66	0.3986	-0.1088	0.0357	-0.0098	0.0242	-0.0052
2019-02-09	AAL	2019-03-29	32.5	Call	4.1	4.35	0.38	0.7966	0.0564	-0.0162	0.0373	0.0328
2019-02-09	AAL	2019-03-29	32.5	Put	0.5	0.98	0.4128	-0.2197	0.0547	-0.0159	0.0397	-0.0105
2019-02-09	AAL	2019-03-29	33.5	Call	3.35	3.55	0.3665	0.7355	0.0677	-0.0178	0.0431	0.0309
2019-02-09	AAL	2019-03-29	33.5	Put	0.71	1.01	0.3718	-0.2679	0.0677	-0.0159	0.043	-0.0126
2019-02-09	AAL	2019-03-29	34.5	Call	2.7	2.91	0.367	0.6591	0.0758	-0.0196	0.0484	0.0281
2019-02-09	AAL	2019-03-29	34.5	Put	1.1	1.36	0.3753	-0.3447	0.0752	-0.0178	0.0481	-0.0159
2019-02-09	AAL	2019-03-29	35.5	Call	2.07	2.32	0.3583	0.5788	0.0828	-0.0202	0.0516	0.025
2019-02-09	AAL	2019-03-29	35.5	Put	1.52	1.59	0.3537	-0.4233	0.085	-0.0177	0.0514	-0.0191
2019-02-09	AAL	2019-03-29	36	Call	1.8	2.1	0.3596	0.5368	0.0838	-0.0205	0.0524	0.0233
2019-02-09	AAL	2019-03-29	36	Put	1.71	1.96	0.36	-0.466	0.085	-0.0182	0.0523	-0.0208
2019-02-09	AAL	2019-03-29	36.5	Call	1.51	1.85	0.3522	0.4939	0.0859	-0.0201	0.0526	0.0216
2019-02-09	AAL	2019-03-29	36.5	Put	1.95	2.26	0.3601	-0.5082	0.0853	-0.0182	0.0523	-0.0224
2019-02-09	AAL	2019-03-29	37.5	Call	1.12	1.4	0.3483	0.4095	0.0846	-0.0192	0.0512	0.0181
2019-02-09	AAL	2019-03-29	37.5	Put	2.54	2.76	0.3494	-0.5947	0.0859	-0.0169	0.0506	-0.0252
2019-02-09	AAL	2019-03-29	38.5	Call	0.79	1.05	0.3445	0.3295	0.0797	-0.0176	0.0477	0.0147
2019-02-09	AAL	2019-03-29	38.5	Put	3.2	3.4	0.3432	-0.6774	0.0817	-0.0151	0.0469	-0.0272
2019-02-09	AAL	2019-03-29	39.5	Call	0.51	0.7	0.3294	0.2483	0.0729	-0.0146	0.0417	0.0112
2019-02-09	AAL	2019-03-29	39.5	Put	3.85	4.15	0.3305	-0.7591	0.0749	-0.0123	0.0415	-0.0281

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