Datasets:

gauss314
/

options-IV-SP500

Dataset card Viewer Files Files and versions Community

Split (1)

train · 3.16M rows

Unnamed: 0 int64 0 3.16M	symbol stringlengths 1 5	date stringlengths 10 10	strikes_spread float64 0.33 375	calls_contracts_traded int64 0 1.57M	puts_contracts_traded int64 0 1.38M	calls_open_interest int64 0 7.12M	puts_open_interest int64 0 9.22M	expirations_number int64 1 25	DITM_IV float64 1.57 149	ITM_IV float64 1.57 149	sITM_IV float64 1.04 149	ATM_IV float64 1 149	sOTM_IV float64 1.01 149	OTM_IV float64 1.14 149	DOTM_IV float64 1.02 149	contracts_number int64 3 10.8k	hv_20 float64 0 3.47M	hv_40 float64 0 2.48M	hv_60 float64 0 2.04M	hv_75 float64 0 1.83M	hv_90 float64 0 1.67M	hv_120 float64 0 1.45M	hv_180 float64 0 1.18M	hv_200 float64 0.13 917k	VIX float64 11.5 82.7
100	AINV	2019-10-14	7.55	843	424	1,538	2,963	2	53	35.53	20.28	20.28	22.27	23.7	32.85	68	15.66	14.646	15.42	14.741	14.161	14.114	13.505	19.638	14.57
101	AIR	2019-10-14	12.72	28	39	120	79	2	35.52	31.88	31.135	31.99	31.7	33.01	30.39	38	39.868	33.111	32.379	34.852	34.193	34.895	32.259	34.499	14.57
102	AIRG	2019-10-14	31.43	19	1	28	1	2	60.11	53.08	60.11	53.08	56.81	56.32	60.11	38	25.642	39.54	43.321	42.259	44.452	46.035	49.227	49.771	14.57
103	AIT	2019-10-14	9.98	26	1	19	1	2	36.21	31.59	30.69	29.99	29.79	29.79	45.29	46	26.571	28.486	29.571	27.969	26.699	27.01	25.722	28.075	14.57
104	AIV	2019-10-14	11.68	41	315	392	715	2	33.15	26.41	20.61	16.5	16.5	19.97	24.85	40	11.413	11.613	15.863	15.478	15.087	15.362	15.011	17.397	14.57
105	AIZ	2019-10-14	5.16	204	261	1,465	1,944	4	37.46	26.21	25.39	23.2	21.48	24.82	26.98	172	17.021	17.777	23.367	21.894	21.095	20.716	19.508	20.787	14.57
106	AJG	2019-10-14	6.46	219	58	536	706	2	24.42	21.42	19.4	19.64	21.77	21.18	24.16	68	18.603	18.799	20.326	19.481	18.655	17.77	16.919	17.017	14.57
107	AJRD	2019-10-14	11.63	37	1,565	1,356	3,593	3	40.54	40.54	39.88	39.24	39.24	39.69	40.54	62	15.974	24.611	37.97	35.576	33.972	34.214	32.326	35.478	14.57
108	AKAM	2019-10-14	2.76	736	753	6,514	7,226	6	32.53	32.32	33.35	31.76	31.97	31.41	34.68	334	18.741	20.298	27.221	24.678	23.911	23.672	22.156	28.949	14.57
109	AKBA	2019-10-14	27.04	164	162	7,988	1,110	3	78.73	78.73	64.645	50.56	50.56	74.21	78.73	46	47.765	86.409	84.058	79.363	75.332	70.33	68.47	68.304	14.57
110	AKCA	2019-10-14	19.11	420	346	1,347	753	2	71.94	75.66	73.8	73.39	73.295	74.65	81.8	34	139.003	105.532	90.487	84.144	80.74	75.724	71.66	75.962	14.57
111	AKR	2019-10-14	15.08	13	105	44	34	2	32.63	16.34	18.19	15.02	15.02	23.83	28.93	32	7.881	12.916	16.115	15.805	15.881	16.251	16.744	20.554	14.57
112	AKRX	2019-10-14	18.55	1,296	1,338	26,268	6,283	5	85.87	84.88	84.88	85.68	85.205	85.53	90.44	166	61.138	85.761	81.106	76.417	72.085	85.855	79.899	94.593	14.57
113	AKS	2019-10-14	32.29	1,057	6,071	119,113	111,568	6	67.53	69.96	68.745	67.53	68.745	69.96	69.96	118	57.894	61.579	72.55	68.569	66.414	66.572	60.55	57.583	14.57
114	AKTS	2019-10-14	61.11	51	22	2,231	1,012	2	92.11	92.11	74.38	73.59	73.59	92.11	92.11	14	50.627	57.399	54.305	65.271	62.634	68.727	61.836	67.658	14.57
115	AL	2019-10-14	12.57	397	21	2,571	1,209	2	31.43	34.79	30.21	29.38	27.85	30.07	25.63	38	20.527	25.386	28.772	27.411	26.694	27.101	26.586	29.521	14.57
116	ALB	2019-10-14	5.45	1,060	585	29,162	20,517	5	40.49	38.77	30.81	37.15	42.84	35.9	38.37	210	30.516	35.617	43.317	39.623	38.014	37.105	34.758	34.267	14.57
117	ALBO	2019-10-14	14.47	75	183	202	186	2	59.17	63.97	61.52	57.88	60.93	66.14	57.88	38	47.933	57.068	54.967	51.445	47.67	47.066	51.891	53.131	14.57
118	ALDR	2019-10-14	12.29	1,335	2,170	8,222	115,648	3	58.73	54.57	35.77	24.18	11.03	80.61	66.32	116	309.613	224.927	187.455	169.421	156.341	138.476	119.105	99.268	14.57
119	ALDX	2019-10-14	45.67	261	210	1,740	480	2	111.69	111.69	102.17	102.17	111.69	111.69	111.69	20	54.955	63.57	58.785	54.405	56.474	51.627	68.062	71.754	14.57
120	ALE	2019-10-14	6.51	22	44	34	69	2	29.27	20.56	21.6	18.06	17.12	27.78	36.77	44	9.434	13.364	13.506	13.317	13.39	14.042	14.907	17.361	14.57
121	ALEX	2019-10-14	15.89	126	13	361	67	2	33.31	29.27	24.36	24.36	26.5	35.01	30.84	30	13.507	17.839	22.296	23.069	22.639	23.237	23.262	24.993	14.57
122	ALFA	2019-10-14	1.95	0	0	0	0	2	32.36	19.73	16.58	19.96	24.79	33.03	54.8	86	14.772	15.778	17.447	16.221	15.466	15.683	14.669	20.201	14.57
123	ALG	2019-10-14	5.55	65	65	142	130	2	49.22	30.58	29.27	30.94	32.85	35.49	49.65	68	27.658	34.124	38.304	35.238	33.048	31.714	27.768	27.472	14.57
124	ALGN	2019-10-14	2.56	1,656	1,840	16,046	16,878	6	47.71	47.32	46.01	46.53	46.25	46.88	46.88	500	30.297	28.589	63.486	57.809	54.733	51.093	47.966	51.121	14.57
125	ALGT	2019-10-14	4.07	143	104	17,600	431	5	28.5	26.23	25.84	26.13	26.02	26.43	27.36	242	9.632	14.921	16.381	17.41	18.66	20.937	23.402	30.182	14.57
126	ALK	2019-10-14	4.94	854	605	12,527	13,324	4	29.49	28.95	29.86	28.86	29.15	30.41	31.95	192	20.051	21.503	24.482	24.34	23.845	23.809	23.155	27.266	14.57
127	ALKS	2019-10-14	5.2	174	72	482	139	2	54.81	56.09	54.91	54.49	55.44	54.92	54.52	114	41.085	47.169	50.589	48.419	45.486	47.124	44.257	42.274	14.57
128	ALL	2019-10-14	4.63	581	594	9,276	7,693	4	23.01	20.32	19.22	20.62	22.09	22.71	25.08	176	15.515	14.53	20.646	19.495	19.023	18.48	16.98	19.107	14.57
129	ALLE	2019-10-14	5.33	112	61	261	61	2	36.66	27.29	22.76	22.75	22.85	24.35	28.87	72	15.281	17.199	19.339	18.485	17.702	18.916	18.516	20.214	14.57
130	ALLT	2019-10-14	45.67	72	12	243	154	2	33.18	33.18	33.18	33.18	33.18	33.18	33.18	22	19.439	25.974	27.524	27.907	26.857	27.685	29.406	29.297	14.57
131	ALLY	2019-10-14	4.1	1,561	1,387	200,899	27,111	5	29.2	29.21	27.44	28.75	30.37	29.3	29.47	206	22.981	27.564	27.894	28.451	26.45	25.255	23.833	24.686	14.57
132	ALNY	2019-10-14	5.43	808	1,257	12,082	9,154	7	48.58	46.94	47.12	47.17	48.56	46.63	48.46	292	39.366	35.334	39.063	37.865	36.284	38.021	41.193	49.745	14.57
133	ALRM	2019-10-14	5.15	241	2,965	1,346	3,161	2	46.71	41.63	42.76	42.67	42.66	43.51	44.99	80	21.406	25.63	29.453	27.582	27.335	31.636	31.793	37.861	14.57
134	ALSN	2019-10-14	12.19	10	4	2,683	33	2	30.59	27.95	27.89	27.83	27.89	27.95	29.35	38	26.061	27.28	28.073	26.622	24.904	26.737	24.745	25.459	14.57
135	ALTR	2019-10-14	13.61	61	15	130	39	2	40.24	40.24	39.875	39.51	39.82	40.13	40.24	36	29.493	29.432	43.827	40.444	39.009	39.176	37.314	43.885	14.57
136	ALV	2019-10-14	7.37	44	131	634	1,386	2	38.44	35.99	35.33	35.5	35.73	35.43	39.68	62	25.777	33.514	35.166	33.109	32.331	34.464	33.659	34.196	14.57
137	ALXN	2019-10-14	2.63	648	2,154	14,910	18,734	8	42.24	41.96	42.09	41.76	42.08	41.8	42.51	448	30.086	48.812	43.986	41.455	40.511	38.832	36.624	37.594	14.57
138	AM	2019-10-14	31.43	222	124	12,056	23,079	4	51.54	51.54	51.54	51.54	51.54	51.54	51.54	54	50.248	52.661	56.977	52.181	49.688	45.801	41.185	40.197	14.57
139	AMAG	2019-10-14	15.73	347	1,000	2,356	4,184	5	102.93	98.92	97.535	102.25	97.34	98.53	96.15	166	55.095	54.394	67.431	63.159	60.844	61.163	60.507	54.327	14.57
140	AMAT	2019-10-14	3.61	2,623	6,544	151,767	245,824	6	34.44	35.01	34.01	34.57	35.23	35.69	40.11	334	29.072	28.327	32.162	31.362	32.684	32.966	31.166	37.114	14.57
141	AMBA	2019-10-14	3.5	1,383	1,779	18,434	15,257	7	49.27	49.89	50.85	52.16	50.6	50.48	48.84	366	42.294	62.792	55.29	50.049	47.71	49.218	44.346	46.138	14.57
142	AMBC	2019-10-14	27.45	798	32	5,330	73	2	44.78	42.31	41.665	41.02	41.185	41.35	44.93	42	19.669	20.944	21.543	20.45	23.939	27.946	25.058	26.28	14.57
143	AMC	2019-10-14	6.59	2,683	4,793	91,450	29,773	6	69.05	59.17	60.08	59.79	56.23	59.26	59.3	262	26.215	34.515	45.645	44.01	44.296	41.955	43.648	45.035	14.57
144	AMCX	2019-10-14	9.64	192	117	1,071	930	2	36.37	36.1	34.18	32.47	34.16	35.41	32.47	48	27.57	29.9	28.837	26.472	25.007	24.743	25.194	28.363	14.57
145	AMD	2019-10-14	6.23	18,638	7,837	885,353	813,123	9	55.32	53.58	53.8	51.78	50.54	51.59	51.79	506	28.506	35.469	53.569	49.974	50.125	50.754	55.824	65.485	14.57
146	AME	2019-10-14	6.46	113	27	1,292	100	2	28.02	26.48	23.92	23.71	23.75	26.38	31.02	68	21.123	23.687	24.193	23.257	22.421	21.209	19.55	22.481	14.57
147	AMED	2019-10-14	4.26	344	1,188	1,865	4,103	5	40.49	39.31	38.77	38.58	38.48	38.95	40.35	264	29.196	28.678	28.476	27.153	25.887	27.485	31.526	38.259	14.57
148	AMG	2019-10-14	5.81	293	175	834	2,214	2	41.83	38.82	37.48	37.36	32.79	38.87	45.94	76	31.719	33.464	33.659	31.857	29.872	33.145	31.836	30.862	14.57
149	AMGN	2019-10-14	2.74	2,110	2,734	35,951	54,248	6	25.37	25.06	24.74	24.4	24.55	26.15	27.67	400	14.86	19.538	27.084	25.659	24.064	22.817	22.484	23.192	14.57
150	AMH	2019-10-14	15.89	43	57	199	143	2	38.48	17.93	15.44	15.44	18.35	19.72	38.48	28	9.898	12.92	15.004	15.095	14.95	14.94	15.357	16.985	14.57
151	AMJ	2019-10-14	4.28	2,635	1,148	15,633	5,633	4	37.48	28.57	28.87	26.03	22.03	25.52	52.22	224	9.922	15.478	15.916	15.45	15.73	16.09	15.706	18.863	14.57
152	AMKR	2019-10-14	21.13	205	389	2,053	795	2	43.5	42.62	41.965	42.07	41.31	41.31	43.16	64	29.117	28.442	51.063	46.592	45.773	45.941	40.539	44.744	14.57
153	AMLP	2019-10-14	11.83	971	1,141	54,271	85,290	5	62.25	62.72	14.22	19.17	21.45	20.81	25.74	196	9.276	15.866	15.362	14.557	13.874	14.504	14.472	18.662	14.57
154	AMN	2019-10-14	9.98	95	72	341	284	5	38.83	36.86	35.6	37.36	35.79	36.58	38.15	106	23.194	22.519	29.656	27.352	25.893	25.716	30.694	34.978	14.57
155	AMNB	2019-10-14	13.61	22	4	60	4	2	28.98	25.68	25.68	25.69	27.33	28.98	28.98	36	17.801	28.313	30.939	32.899	30.426	29.062	27.026	24.739	14.57
156	AMOT	2019-10-14	15.87	7	10	7	20	2	39.92	44.81	41.52	38.74	39.12	43.03	38.74	20	26.701	42.357	40.943	38.536	36.094	37.629	34.996	38.373	14.57
157	AMP	2019-10-14	4.26	493	730	3,027	5,165	2	35.2	33.3	32.77	32.41	32.46	33.39	34.86	106	30.706	30.684	34.501	31.744	30.783	29.685	28.027	29.89	14.57
158	AMPE	2019-10-14	61.67	775	173	30,887	386	3	140.67	140.67	140.67	140.67	140.67	140.67	140.67	28	45.679	52.69	47.373	47.336	74.609	70.662	68.77	113.464	14.57
159	AMPH	2019-10-14	19.11	39	3	178	275	2	69.9	46.79	46.315	48.21	45.84	45.84	50.31	34	19.491	25.718	28.301	26.906	26.505	29.546	32.269	33.115	14.57
160	AMPY	2019-10-14	40.83	344	53	1,498	229	2	60.63	63.93	62.28	60.63	62.28	63.93	63.93	22	42.081	55.418	87.263	81.926	82.066	93.72	78.515	64.886	14.57
161	AMRC	2019-10-14	30.29	71	50	439	52	2	37.91	46.78	41.355	37.19	40.63	45.33	35.93	42	34.565	33.208	36.43	33.492	31.765	32.39	32.329	37.645	14.57
162	AMRN	2019-10-14	9.29	11,597	2,655	330,466	68,317	7	108.6	105.83	103.36	100.98	105.01	103.86	108.33	404	40.357	47.374	58.262	64.723	61.047	59.85	59.801	303.091	14.57
163	AMRS	2019-10-14	21.99	8,458	5,809	34,899	21,707	3	105.61	122.87	81.9	81.9	109.02	91.91	109.46	78	58.946	78.821	90.806	83.739	83.378	81.528	138.588	120.82	14.57
164	AMRX	2019-10-14	31.43	158	147	6,798	3,630	2	89.81	84.38	84.38	84.38	87.095	89.81	89.81	26	69.139	91.147	84.373	103.125	96.053	92.674	81.669	70.768	14.57
165	AMSC	2019-10-14	19.42	244	193	942	640	2	61.26	59.62	63.74	58.34	67.45	62.86	58.34	64	41.272	56.938	62.112	62.813	65.749	60.769	59.79	70.996	14.57
166	AMSF	2019-10-14	9	16	50	16	50	2	30.69	26.55	23.71	24.18	27.14	28.03	49.01	44	17.36	17.636	17.783	18.067	18.807	18.361	17.475	19.288	14.57
167	AMSWA	2019-10-14	31.43	73	3	154	3	2	28.66	35.62	30.6	28.66	35.58	30.75	38.41	40	22.256	35.663	32.527	30.102	32.608	30.101	27.84	36.015	14.57
168	AMT	2019-10-14	2.82	1,686	642	29,341	22,288	5	24.27	24.21	23.39	23.33	23.65	24.62	26.98	322	16.663	23.39	21.52	20.34	19.979	19.092	17.492	18.429	14.57
169	AMTD	2019-10-14	3.85	1,635	1,186	27,531	16,481	6	54.6	38.13	38.04	36.21	37.68	37.42	45.16	200	94.772	70.972	60.565	55.277	51.175	46.522	40.144	35.585	14.57
170	AMWD	2019-10-14	6.8	28	76	78	130	2	44	41.73	40.28	39.88	40.15	41.11	43.51	68	23.124	29.73	34.392	33.302	31.232	35.013	33.172	35.901	14.57
171	AMX	2019-10-14	7.76	2,317	794	14,158	1,156	2	33.16	28.14	28.42	28.14	28.2	29.02	30.29	68	25.85	24.741	27.92	28.154	27.28	27.409	28.021	30.199	14.57
172	AMZA	2019-10-14	27.45	78	111	5,930	5,148	2	47.29	21.67	47.29	18.8	18.8	38.31	47.29	46	16.696	23.877	23.854	22.415	21.572	21.989	20.516	25.04	14.57
173	AMZN	2019-10-14	0.69	7,410	9,553	159,289	216,581	10	30.14	28.23	27.61	27.4	27.12	27.29	29.75	2,358	17.091	17.916	20.524	19.541	19.834	21.809	23.083	33.087	14.57
174	AN	2019-10-14	11.38	12,818	380	2,074	1,086	4	39.38	32.52	31.58	29.97	30.78	32.43	36.45	196	17.527	22.521	31.493	29.267	28.276	29.369	28.853	27.884	14.57
175	ANAB	2019-10-14	10.24	328	4,833	3,766	10,677	5	123.21	120.53	120.53	123.16	121.87	123.21	123.21	148	62.998	62.853	59.891	55.662	58.287	55.307	54.334	55.886	14.57
176	ANAT	2019-10-14	4.54	25	21	143	121	2	31.81	27.15	25.12	24.84	24.91	24.54	34.53	76	20.036	19.665	20.662	20.957	20.593	19.534	20.609	20.195	14.57
177	ANDE	2019-10-14	14.75	106	433	158	1,462	2	45.92	50.36	49.48	45.92	50.36	50.36	50.31	30	43.406	52.065	46.95	42.815	40.481	40.697	35.981	36.228	14.57
178	ANET	2019-10-14	2.34	945	1,776	9,944	12,885	6	43.49	42.58	42.38	41.89	42.36	42.6	42.95	532	24.836	28.342	38.72	35.339	35.171	38.462	37.951	41.576	14.57
179	ANF	2019-10-14	5.65	1,226	1,366	11,484	15,015	7	64.74	56.32	53.21	59.87	56.98	63.72	62.92	322	44.235	68.487	65.976	61.11	57.464	65.187	61.182	62.459	14.57
180	ANGI	2019-10-14	31.43	445	338	2,001	1,071	4	66.05	66.05	58.25	50.45	50.45	50.45	66.05	54	39.39	35.439	61.197	56.378	53.608	52.203	45.413	47.797	14.57
181	ANGL	2019-10-14	3.51	13	4	13	9	2	26.49	26.49	18.53	21.91	26.49	26.49	26.49	20	3.86	4.392	5.958	5.616	5.499	5.457	5.124	5.63	14.57
182	ANGO	2019-10-14	29.05	117	66	145	56	2	34.04	49.18	36.25	34.04	42.5	40.87	39.69	48	54.019	42.308	37.626	35.968	33.647	31.023	32.002	32.312	14.57
183	ANIK	2019-10-14	11.53	108	43	309	5,626	2	51.06	49.16	48.28	48.28	49.33	51.86	48.66	56	23.415	24.639	64.358	58.23	54.061	53.954	50.084	44.288	14.57
184	ANIP	2019-10-14	8.2	197	186	422	311	2	56.09	55.39	50.82	52.78	52.5	54.43	56.04	60	19.726	27.252	36.399	33.905	32.875	30.588	29.245	33.805	14.57
185	ANSS	2019-10-14	3.73	271	1,309	605	2,957	3	37.56	32.4	27.74	28.49	28.12	30.42	33.92	164	23.272	26.778	30.032	27.739	26.558	26.532	23.672	27.927	14.57
186	ANTM	2019-10-14	2.26	1,412	1,668	19,337	20,530	6	33.55	30.35	28.38	29.17	30.46	30.49	33.9	450	19.836	21.642	24.928	25.663	24.471	24.49	30.277	27.986	14.57
187	AOBC	2019-10-14	9.96	891	607	20,443	4,680	6	72.68	53.98	37.88	55.35	64.44	51.7	62.92	180	44.696	69.242	61.502	57.818	55.729	49.584	47.284	59.244	14.57
188	AON	2019-10-14	3.65	66	392	2,386	2,606	2	24.65	23.79	21.55	21.6	22.67	23.98	30.19	98	19.224	19.899	21.646	20.161	19.157	18.86	21.793	20.427	14.57
189	AOS	2019-10-14	12.08	87	98	762	1,148	2	29.17	27.06	27.57	27.06	27.65	29.17	29.17	42	25.562	26.987	27.656	26.986	24.968	29.34	25.735	27.357	14.57
190	AOSL	2019-10-14	31.43	468	309	572	309	2	63.05	35.7	52.22	35.7	49.35	43.38	53.96	34	29.073	38.202	73.654	67.563	63.536	60.311	55.237	56.677	14.57
191	APA	2019-10-14	4.48	3,038	2,083	50,877	35,970	5	56.91	55.75	52.34	55.97	52.94	53.56	56.94	194	80.274	64.22	58.731	55.618	52.687	50.522	45.784	43.312	14.57
192	APAM	2019-10-14	15.08	155	28	507	91	2	39.44	32.45	22.76	22.76	35.78	29.98	45.55	32	21.354	25.317	27.096	28.13	27.087	27.808	27.049	27.894	14.57
193	APD	2019-10-14	3.51	377	306	4,071	3,928	3	30.85	27.36	24.28	23.98	24.39	27.35	30.08	148	25.82	24.217	23.326	21.505	20.337	21.042	18.579	19.649	14.57
194	APEI	2019-10-14	14.06	49	61	119	63	2	53.89	48.79	48.125	47.46	47.985	48.51	54.73	34	23.487	32.266	57.304	52.49	48.467	46.46	41.042	42.288	14.57
195	APH	2019-10-14	6.31	56	105	588	1,326	2	26.78	23.31	25.14	23.96	24.18	22.97	26.4	68	19.401	23.563	27.935	25.9	24.836	24.309	21.85	22.763	14.57
196	APHA	2019-10-14	17.91	5,443	821	146,771	60,019	5	95.98	94.87	95.98	73.88	73.88	90.67	95.98	94	63.072	59.75	103.465	93.573	87.261	82.941	81.783	101.71	14.57
197	APLE	2019-10-14	30.29	491	164	5,904	1,377	2	42.42	28.8	21.05	13.3	22.41	13.3	25.81	44	9.618	13.624	15.954	15.602	15.62	15.133	15.192	16.455	14.57
198	APO	2019-10-14	2.78	1,987	4,552	48,223	35,682	7	37.4	35.86	35.48	34.39	34.21	35.33	35.56	390	29.205	35.495	38.501	35.822	33.466	32.69	31.018	33.248	14.57
199	APOG	2019-10-14	13.03	84	39	243	185	2	38.1	38.28	35.43	34.22	40.7	34.22	37.71	36	55.199	45.873	41.225	43.271	41.027	37.767	33.72	35.236	14.57