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 | AAL | 2019-03-29 | 41.5 | Call | 0.21 | 0.41 | 0.3366 | 0.1438 | 0.0511 | -0.0106 | 0.0299 | 0.0065 |
2019-02-09 | AAL | 2019-03-29 | 41.5 | Put | 5.55 | 5.95 | 0.3506 | -0.8564 | 0.0537 | -0.0091 | 0.0312 | -0.027 |
2019-02-09 | AAP | 2019-02-15 | 140 | Call | 22.1 | 23.3 | 0.4488 | 0.9924 | 0.0021 | -0.0247 | 0.0047 | 0.0266 |
2019-02-09 | AAP | 2019-02-15 | 140 | Put | 0.05 | 0.15 | 0.4488 | -0.0076 | 0.0021 | -0.015 | 0.0047 | -0.0002 |
2019-02-09 | AAP | 2019-02-15 | 145 | Call | 17.1 | 17.8 | 0.4488 | 0.9689 | 0.007 | -0.0604 | 0.0158 | 0.0268 |
2019-02-09 | AAP | 2019-02-15 | 145 | Put | 0.1 | 0.15 | 0.4488 | -0.0311 | 0.007 | -0.0503 | 0.0158 | -0.001 |
2019-02-09 | AAP | 2019-02-15 | 150 | Call | 12.2 | 13 | 0.3309 | 0.9616 | 0.0112 | -0.0544 | 0.0188 | 0.0275 |
2019-02-09 | AAP | 2019-02-15 | 150 | Put | 0.15 | 0.25 | 0.3688 | -0.0556 | 0.0135 | -0.0659 | 0.0252 | -0.0018 |
2019-02-09 | AAP | 2019-02-15 | 155 | Call | 7.8 | 8.2 | 0.3197 | 0.8618 | 0.0307 | -0.1226 | 0.0496 | 0.0253 |
2019-02-09 | AAP | 2019-02-15 | 155 | Put | 0.5 | 0.65 | 0.3316 | -0.1464 | 0.0309 | -0.1211 | 0.0522 | -0.0044 |
2019-02-09 | AAP | 2019-02-15 | 160 | Call | 3.9 | 4.2 | 0.2945 | 0.6551 | 0.0557 | -0.1815 | 0.0828 | 0.0196 |
2019-02-09 | AAP | 2019-02-15 | 160 | Put | 1.45 | 1.7 | 0.2955 | -0.3459 | 0.0558 | -0.1721 | 0.0834 | -0.01 |
2019-02-09 | AAP | 2019-02-15 | 165 | Call | 1.25 | 1.6 | 0.2745 | 0.3503 | 0.06 | -0.1674 | 0.0833 | 0.0106 |
2019-02-09 | AAP | 2019-02-15 | 165 | Put | 3.8 | 4.1 | 0.2752 | -0.6513 | 0.0605 | -0.1579 | 0.082 | -0.017 |
2019-02-09 | AAP | 2019-02-15 | 170 | Call | 0.2 | 0.35 | 0.2542 | 0.1026 | 0.0313 | -0.0742 | 0.0402 | 0.0031 |
2019-02-09 | AAP | 2019-02-15 | 170 | Put | 7.6 | 8.1 | 0.265 | -0.8922 | 0.0326 | -0.0721 | 0.0415 | -0.0176 |
2019-02-09 | AAP | 2019-02-15 | 175 | Call | 0 | 0.15 | 0.2542 | 0.0183 | 0.0078 | -0.0185 | 0.0101 | 0.0006 |
2019-02-09 | AAP | 2019-02-15 | 175 | Put | 12.1 | 13 | 0.265 | -0.9852 | 0.0096 | -0.0122 | 0.0093 | -0.0069 |
2019-02-09 | AAP | 2019-02-15 | 180 | Call | 0 | 0.1 | 0.2542 | 0.0019 | 0.0011 | -0.0025 | 0.0014 | 0.0001 |
2019-02-09 | AAP | 2019-02-15 | 180 | Put | 17.3 | 18.1 | 0.265 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AAP | 2019-02-15 | 185 | Call | 0 | 0.1 | 0.2542 | 0.0001 | 0.0001 | -0.0002 | 0.0001 | 0 |
2019-02-09 | AAP | 2019-02-15 | 185 | Put | 22.3 | 23.1 | 0.265 | -1 | 0 | 0 | 0 | 0 |
2019-02-09 | AAP | 2019-03-15 | 140 | Call | 24.5 | 25.1 | 0.5015 | 0.8532 | 0.0091 | -0.0909 | 0.1155 | 0.1089 |
2019-02-09 | AAP | 2019-03-15 | 140 | Put | 1.95 | 2.3 | 0.5077 | -0.1494 | 0.0092 | -0.0834 | 0.1163 | -0.0234 |
2019-02-09 | AAP | 2019-03-15 | 145 | Call | 20.4 | 21.1 | 0.491 | 0.7991 | 0.0114 | -0.1068 | 0.1411 | 0.1044 |
2019-02-09 | AAP | 2019-03-15 | 145 | Put | 2.8 | 3.1 | 0.4878 | -0.1999 | 0.0115 | -0.0962 | 0.1408 | -0.0311 |
2019-02-09 | AAP | 2019-03-15 | 150 | Call | 16.6 | 17.1 | 0.4713 | 0.7372 | 0.0138 | -0.1177 | 0.1639 | 0.0985 |
2019-02-09 | AAP | 2019-03-15 | 150 | Put | 4 | 4.2 | 0.472 | -0.2636 | 0.0139 | -0.1082 | 0.1637 | -0.0406 |
2019-02-09 | AAP | 2019-03-15 | 155 | Call | 13.1 | 13.6 | 0.4562 | 0.6623 | 0.0159 | -0.1265 | 0.1837 | 0.0902 |
2019-02-09 | AAP | 2019-03-15 | 155 | Put | 5.5 | 5.7 | 0.4573 | -0.3389 | 0.016 | -0.1169 | 0.1828 | -0.0515 |
2019-02-09 | AAP | 2019-03-15 | 160 | Call | 10.1 | 10.5 | 0.4445 | 0.5774 | 0.0175 | -0.131 | 0.1967 | 0.0799 |
2019-02-09 | AAP | 2019-03-15 | 160 | Put | 7.5 | 7.7 | 0.4485 | -0.4242 | 0.0175 | -0.1222 | 0.196 | -0.0633 |
2019-02-09 | AAP | 2019-03-15 | 165 | Call | 7.5 | 8 | 0.4363 | 0.4874 | 0.0182 | -0.1301 | 0.2004 | 0.0684 |
2019-02-09 | AAP | 2019-03-15 | 165 | Put | 9.8 | 10.3 | 0.4402 | -0.5141 | 0.0182 | -0.1211 | 0.1996 | -0.0747 |
2019-02-09 | AAP | 2019-03-15 | 170 | Call | 5.4 | 5.9 | 0.4285 | 0.3976 | 0.0179 | -0.123 | 0.1938 | 0.0564 |
2019-02-09 | AAP | 2019-03-15 | 170 | Put | 12.8 | 13.2 | 0.435 | -0.603 | 0.0179 | -0.1145 | 0.1931 | -0.085 |
2019-02-09 | AAP | 2019-03-15 | 175 | Call | 3.7 | 4.1 | 0.4166 | 0.3101 | 0.0169 | -0.1089 | 0.1773 | 0.0445 |
2019-02-09 | AAP | 2019-03-15 | 175 | Put | 16 | 16.6 | 0.4263 | -0.6888 | 0.0168 | -0.1016 | 0.1791 | -0.0927 |
2019-02-09 | AAP | 2019-03-15 | 180 | Call | 2.5 | 2.95 | 0.4154 | 0.2368 | 0.0148 | -0.0947 | 0.1551 | 0.0342 |
2019-02-09 | AAP | 2019-03-15 | 180 | Put | 19.6 | 20.4 | 0.4183 | -0.7668 | 0.015 | -0.0848 | 0.1586 | -0.0964 |
2019-02-09 | AAP | 2019-03-15 | 185 | Call | 1.6 | 2 | 0.4098 | 0.1725 | 0.0124 | -0.0771 | 0.1284 | 0.0251 |
2019-02-09 | AAP | 2019-03-15 | 185 | Put | 23.9 | 24.5 | 0.422 | -0.8261 | 0.0127 | -0.0705 | 0.1344 | -0.0964 |
2019-02-09 | AAPL | 2019-02-22 | 145 | Call | 25.3 | 26.05 | 0.4236 | 0.9773 | 0.0038 | -0.0371 | 0.018 | 0.054 |
2019-02-09 | AAPL | 2019-02-22 | 145 | Put | 0.06 | 0.08 | 0.3886 | -0.0149 | 0.0029 | -0.0172 | 0.0125 | -0.001 |
2019-02-09 | AAPL | 2019-02-22 | 152.5 | Call | 17.9 | 18.55 | 0.3267 | 0.9627 | 0.0075 | -0.0419 | 0.0271 | 0.0559 |
2019-02-09 | AAPL | 2019-02-22 | 152.5 | Put | 0.12 | 0.16 | 0.3166 | -0.033 | 0.007 | -0.0274 | 0.0246 | -0.0022 |
2019-02-09 | AAPL | 2019-02-22 | 157.5 | Call | 13.3 | 13.55 | 0.295 | 0.9208 | 0.015 | -0.0619 | 0.0492 | 0.055 |
2019-02-09 | AAPL | 2019-02-22 | 157.5 | Put | 0.26 | 0.29 | 0.2763 | -0.0664 | 0.014 | -0.0417 | 0.0434 | -0.0042 |
2019-02-09 | AAPL | 2019-02-22 | 162.5 | Call | 8.75 | 8.9 | 0.2582 | 0.8376 | 0.0285 | -0.085 | 0.082 | 0.0513 |
2019-02-09 | AAPL | 2019-02-22 | 162.5 | Put | 0.64 | 0.67 | 0.2455 | -0.1507 | 0.0287 | -0.067 | 0.0811 | -0.0093 |
2019-02-09 | AAPL | 2019-02-22 | 167.5 | Call | 4.8 | 4.95 | 0.235 | 0.6623 | 0.0466 | -0.1099 | 0.1219 | 0.0414 |
2019-02-09 | AAPL | 2019-02-22 | 167.5 | Put | 1.68 | 1.73 | 0.2265 | -0.3337 | 0.0485 | -0.095 | 0.1232 | -0.0199 |
2019-02-09 | AAPL | 2019-02-22 | 170 | Call | 3.25 | 3.35 | 0.2261 | 0.5393 | 0.0526 | -0.1132 | 0.1324 | 0.034 |
2019-02-09 | AAPL | 2019-02-22 | 170 | Put | 2.6 | 2.69 | 0.2191 | -0.4621 | 0.0549 | -0.0992 | 0.1326 | -0.0266 |
2019-02-09 | AAPL | 2019-02-22 | 175 | Call | 1.22 | 1.26 | 0.2178 | 0.2812 | 0.0464 | -0.0909 | 0.1125 | 0.0179 |
2019-02-09 | AAPL | 2019-02-22 | 175 | Put | 5.5 | 5.7 | 0.2099 | -0.7317 | 0.0484 | -0.0757 | 0.1097 | -0.0364 |
2019-02-09 | AAPL | 2019-02-22 | 177.5 | Call | 0.68 | 0.71 | 0.2172 | 0.1803 | 0.0362 | -0.0701 | 0.0876 | 0.0115 |
2019-02-09 | AAPL | 2019-02-22 | 177.5 | Put | 7.45 | 7.65 | 0.205 | -0.8422 | 0.0374 | -0.052 | 0.0828 | -0.0356 |
2019-02-09 | AAPL | 2019-02-22 | 182.5 | Call | 0.2 | 0.23 | 0.2261 | 0.0662 | 0.0171 | -0.0354 | 0.0429 | 0.0042 |
2019-02-09 | AAPL | 2019-02-22 | 182.5 | Put | 11.95 | 12.5 | 0.2321 | -0.9388 | 0.0185 | -0.0275 | 0.0437 | -0.0275 |
2019-02-09 | AAPL | 2019-02-22 | 187.5 | Call | 0.08 | 0.11 | 0.2529 | 0.0296 | 0.008 | -0.0207 | 0.0225 | 0.0019 |
2019-02-09 | AAPL | 2019-02-22 | 187.5 | Put | 16.95 | 17.45 | 0.2926 | -0.9563 | 0.0115 | -0.0265 | 0.0319 | -0.0258 |
2019-02-09 | AAPL | 2019-02-22 | 195 | Call | 0.02 | 0.05 | 0.2818 | 0.0082 | 0.0024 | -0.0077 | 0.0075 | 0.0005 |
2019-02-09 | AAPL | 2019-02-22 | 195 | Put | 24.35 | 24.95 | 0.334 | -0.9875 | 0.0051 | -0.0093 | 0.0114 | -0.0116 |
2019-02-09 | AAPL | 2019-03-08 | 145 | Call | 25.9 | 26.15 | 0.3602 | 0.9543 | 0.0056 | -0.0387 | 0.0453 | 0.1047 |
2019-02-09 | AAPL | 2019-03-08 | 145 | Put | 0.18 | 0.22 | 0.3269 | -0.0321 | 0.0047 | -0.0194 | 0.034 | -0.0043 |
2019-02-09 | AAPL | 2019-03-08 | 152.5 | Call | 18.6 | 18.9 | 0.301 | 0.9188 | 0.0106 | -0.0478 | 0.0709 | 0.1057 |
2019-02-09 | AAPL | 2019-03-08 | 152.5 | Put | 0.4 | 0.45 | 0.2836 | -0.0697 | 0.01 | -0.0311 | 0.0631 | -0.0094 |
2019-02-09 | AAPL | 2019-03-08 | 157.5 | Call | 14 | 14.25 | 0.2734 | 0.8653 | 0.0168 | -0.0593 | 0.1023 | 0.1022 |
2019-02-09 | AAPL | 2019-03-08 | 157.5 | Put | 0.75 | 0.81 | 0.2604 | -0.1239 | 0.0167 | -0.0436 | 0.1011 | -0.0155 |
2019-02-09 | AAPL | 2019-03-08 | 162.5 | Call | 9.75 | 9.95 | 0.2514 | 0.7721 | 0.0255 | -0.0725 | 0.1426 | 0.0933 |
2019-02-09 | AAPL | 2019-03-08 | 162.5 | Put | 1.5 | 1.57 | 0.2448 | -0.2231 | 0.026 | -0.0593 | 0.1459 | -0.0273 |
2019-02-09 | AAPL | 2019-03-08 | 167.5 | Call | 6.15 | 6.35 | 0.2384 | 0.6268 | 0.0336 | -0.0831 | 0.1787 | 0.0771 |
2019-02-09 | AAPL | 2019-03-08 | 167.5 | Put | 2.88 | 2.96 | 0.2322 | -0.3727 | 0.0349 | -0.0702 | 0.1795 | -0.044 |
2019-02-09 | AAPL | 2019-03-08 | 170 | Call | 4.7 | 4.85 | 0.234 | 0.5397 | 0.036 | -0.0844 | 0.1873 | 0.0669 |
2019-02-09 | AAPL | 2019-03-08 | 170 | Put | 3.85 | 4 | 0.2269 | -0.4629 | 0.0376 | -0.0712 | 0.1874 | -0.0532 |
2019-02-09 | AAPL | 2019-03-08 | 175 | Call | 2.45 | 2.52 | 0.2245 | 0.3575 | 0.0352 | -0.0747 | 0.1761 | 0.0448 |
2019-02-09 | AAPL | 2019-03-08 | 175 | Put | 6.6 | 6.7 | 0.217 | -0.654 | 0.0371 | -0.0612 | 0.1734 | -0.0679 |
2019-02-09 | AAPL | 2019-03-08 | 177.5 | Call | 1.67 | 1.76 | 0.2222 | 0.2743 | 0.0318 | -0.0656 | 0.1573 | 0.0345 |
2019-02-09 | AAPL | 2019-03-08 | 177.5 | Put | 8.25 | 8.5 | 0.2129 | -0.7438 | 0.0336 | -0.0511 | 0.1556 | -0.0708 |
2019-02-09 | AAPL | 2019-03-08 | 182.5 | Call | 0.73 | 0.77 | 0.2203 | 0.1444 | 0.0219 | -0.0439 | 0.1072 | 0.0183 |
2019-02-09 | AAPL | 2019-03-08 | 182.5 | Put | 12.3 | 12.6 | 0.2055 | -0.8878 | 0.0227 | -0.0267 | 0.0942 | -0.0606 |
2019-02-09 | AAPL | 2019-03-08 | 187.5 | Call | 0.32 | 0.36 | 0.2275 | 0.0729 | 0.0129 | -0.0274 | 0.0653 | 0.0093 |
2019-02-09 | AAPL | 2019-03-08 | 187.5 | Put | 17 | 17.25 | 0.2015 | -0.9726 | 0.0123 | -0.0071 | 0.0337 | -0.024 |
2019-02-09 | AAPL | 2019-03-08 | 195 | Call | 0.11 | 0.14 | 0.2476 | 0.0285 | 0.0056 | -0.0139 | 0.0308 | 0.0036 |
2019-02-09 | AAPL | 2019-03-08 | 195 | Put | 24.35 | 24.65 | 0.2476 | -0.9922 | 0.006 | -0.0028 | 0.013 | -0.0053 |
2019-02-09 | AAPL | 2019-03-29 | 145 | Call | 26.35 | 26.7 | 0.3136 | 0.9324 | 0.0067 | -0.0356 | 0.0816 | 0.1775 |
2019-02-09 | AAPL | 2019-03-29 | 145 | Put | 0.43 | 0.47 | 0.2927 | -0.0556 | 0.0061 | -0.0202 | 0.07 | -0.0133 |
2019-02-09 | AAPL | 2019-03-29 | 152.5 | Call | 19.4 | 19.65 | 0.2791 | 0.8793 | 0.0115 | -0.045 | 0.1253 | 0.1748 |
2019-02-09 | AAPL | 2019-03-29 | 152.5 | Put | 0.93 | 0.98 | 0.2684 | -0.1125 | 0.0115 | -0.0314 | 0.1225 | -0.0248 |
2019-02-09 | AAPL | 2019-03-29 | 157.5 | Call | 15.05 | 15.35 | 0.2644 | 0.8155 | 0.0162 | -0.0538 | 0.1663 | 0.166 |
2019-02-09 | AAPL | 2019-03-29 | 157.5 | Put | 1.56 | 1.63 | 0.2549 | -0.1775 | 0.0165 | -0.0403 | 0.1617 | -0.0386 |
2019-02-09 | AAPL | 2019-03-29 | 162.5 | Call | 11.15 | 11.4 | 0.2525 | 0.7251 | 0.0212 | -0.0617 | 0.2082 | 0.1506 |
2019-02-09 | AAPL | 2019-03-29 | 162.5 | Put | 2.61 | 2.7 | 0.2447 | -0.2713 | 0.0219 | -0.0487 | 0.205 | -0.0577 |
2019-02-09 | AAPL | 2019-03-29 | 167.5 | Call | 7.75 | 8 | 0.2422 | 0.6095 | 0.0254 | -0.0661 | 0.2395 | 0.1287 |
2019-02-09 | AAPL | 2019-03-29 | 167.5 | Put | 4.2 | 4.35 | 0.2366 | -0.3921 | 0.0264 | -0.0538 | 0.2418 | -0.0802 |
2019-02-09 | AAPL | 2019-03-29 | 170 | Call | 6.3 | 6.5 | 0.2371 | 0.5444 | 0.0268 | -0.0661 | 0.2474 | 0.1158 |
2019-02-09 | AAPL | 2019-03-29 | 170 | Put | 5.2 | 5.4 | 0.2314 | -0.4599 | 0.028 | -0.0537 | 0.2474 | -0.092 |
2019-02-09 | AAPL | 2019-03-29 | 175 | Call | 3.95 | 4.1 | 0.2303 | 0.4085 | 0.027 | -0.0617 | 0.2424 | 0.0879 |
2019-02-09 | AAPL | 2019-03-29 | 175 | Put | 7.8 | 8 | 0.2229 | -0.6033 | 0.0286 | -0.0487 | 0.2383 | -0.1116 |
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