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gauss314
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options-IV-SP500

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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
200	APPF	2019-10-14	5.69	204	63	656	249	2	44.58	43.69	41.86	40.74	41.44	42.44	42.4	60	32.361	32.044	32.445	30.15	32.388	30.457	32.691	36.157	14.57
201	APPN	2019-10-14	10.95	164	122	1,580	1,591	2	56.02	55.33	55.33	55.39	55.505	55.68	56.62	50	35.158	43.344	58.295	54.013	55.299	54.878	49.79	53.515	14.57
202	APPS	2019-10-14	45.67	149	176	8,190	2,099	4	91.56	85.94	82.73	79.52	79.52	79.52	106.16	40	50.916	58.394	62	58.649	57.382	59.171	61.17	60.817	14.57
203	APRN	2019-10-14	17.14	723	562	19,421	7,443	4	122	80.7	62.97	62.97	124.35	103.67	68.89	136	75.638	63.516	69.859	97.76	184.383	162.504	139.36	131.525	14.57
204	APTO	2019-10-14	75	96	26	2,252	1,338	2	113.38	113.38	113.38	113.38	113.38	113.38	113.38	12	85.95	72.257	70.106	70.138	68.504	69.004	63.642	68.898	14.57
205	APTS	2019-10-14	30.29	147	47	1,143	1,433	2	39.44	19.62	30.35	19.62	20.74	33.26	27.42	40	11.683	19.555	21.91	22.578	21.947	21.686	21.07	28.596	14.57
206	APTV	2019-10-14	4.38	506	664	4,345	5,459	4	36.97	34.76	34.19	34.03	34.14	34.71	37.44	234	29.589	31.243	35.679	33.928	31.956	35.01	32.44	32.572	14.57
207	APYX	2019-10-14	52.08	3	2	3	2	2	81.87	81.87	76.725	71.58	71.58	71.58	81.87	20	49.824	59.643	66.869	65.992	63.959	64.972	82.422	77.288	14.57
208	AQUA	2019-10-14	30.29	59	13	143	15	3	44.36	38.78	41.43	38.53	44.25	38.53	42.69	54	29.46	32.548	41.873	40.263	39.049	39.607	38.516	51.723	14.57
209	AR	2019-10-14	21.44	2,136	1,647	241,225	27,206	6	96.69	92.02	92.02	92.02	94.355	96.69	96.69	198	104.341	101.736	95.134	87.118	80.812	75.445	67.534	59.773	14.57
210	ARA	2019-10-14	52.08	31	33	371	101	2	89.8	95.38	92.59	89.8	92.59	95.38	95.38	20	54.139	141.26	120.641	110.751	102.271	92.468	95.708	82.229	14.57
211	ARAV	2019-10-14	40.95	152	16	211	25	3	79.69	75.5	75.5	75.5	77.595	79.69	79.69	32	108.229	85.243	82.992	76.678	71.129	71.459	72.875	69.74	14.57
212	ARAY	2019-10-14	37.04	202	104	1,708	523	2	76.11	76.11	70	63.89	63.89	63.89	76.11	30	40.418	46.608	47.986	45.561	43.774	40.846	42.137	54.481	14.57
213	ARCB	2019-10-14	14.35	21	124	242	457	2	51.37	49.38	49.07	45.21	45.21	53.53	47.88	32	36.32	35.679	38.881	39.18	37.961	37.774	37.19	40.764	14.57
214	ARCC	2019-10-14	12.2	1,535	1,785	15,811	75,124	5	40.64	32.83	19.29	17.52	19.63	17.09	26.08	158	11.698	12.781	14.628	13.393	12.75	12.686	11.938	14.838	14.57
215	ARCH	2019-10-14	6.64	169	328	363	1,323	2	46.79	46.18	45.87	45.83	45.86	46.15	48.84	70	41.149	39.289	44.014	41.116	39.223	36.338	35.556	34.211	14.57
216	ARCO	2019-10-14	52.08	59	48	330	67	2	35.24	35.24	32.68	30.12	30.12	30.12	35.24	20	21.577	28.23	38.365	39.701	38.098	36.83	34.968	35.816	14.57
217	ARCT	2019-10-14	40.83	117	126	3,222	978	2	111.53	104.42	95.28	94.54	111.53	94.54	111.53	28	95.065	90.282	95.965	88.851	107.686	99.51	90.347	82.85	14.57
218	ARD	2019-10-14	29.05	9	112	9	493	2	28.46	32.94	34.15	28.21	28.21	35.15	29.2	42	30.71	25.863	27.943	31.882	30.637	28.906	29.241	31.25	14.57
219	ARDX	2019-10-14	61.11	302	88	2,528	1,282	2	118.14	107.99	107.99	107.99	113.065	118.14	118.14	16	66.602	206.492	172.921	155.858	143.407	128.15	110.571	97.214	14.57
220	ARE	2019-10-14	3.63	269	141	511	330	2	30.49	20.09	17.88	17.39	17.39	18.53	21.54	76	10.45	12.652	14.676	15.285	16.388	15.975	15.931	18.399	14.57
221	ARES	2019-10-14	15.69	192	59	840	284	2	41.06	38.21	32.61	32.61	38.85	34.76	42.27	32	37.702	36.659	36.02	33.321	33.402	30.099	27.552	29.285	14.57
222	ARGT	2019-10-14	4.33	181	101	2,035	698	2	41.86	41.22	40.16	39.12	42.73	39.75	48.31	54	19.624	26.158	56.94	51.541	48.475	45.446	39.244	37.165	14.57
223	ARGX	2019-10-14	3.97	313	199	785	188	2	48.67	48.23	48.02	48.18	47.35	47.66	47.92	76	34.849	30.411	33.732	32.669	33.266	36.183	36.505	47.248	14.57
224	ARI	2019-10-14	29.05	19	80	148	182	2	35.78	35.78	20.17	13.12	13.12	35.78	24.49	48	9.364	11.313	13.23	12.136	11.363	11.427	10.968	13.375	14.57
225	ARKK	2019-10-14	2.26	179	251	849	1,365	2	27.66	26.64	29.48	30.12	29.58	24.77	25.04	48	21.362	23.399	26.899	26.735	25.906	27.417	26.208	30.562	14.57
226	ARKW	2019-10-14	1.94	34	76	46	96	2	29.22	27	30.49	30.52	35.66	41.37	52.63	116	22.338	22.788	25.934	24.03	23.165	24.442	23.329	28.872	14.57
227	ARLP	2019-10-14	29.05	470	355	7,559	14,049	4	76.86	32.03	76.86	30.2	30.2	73.01	76.86	90	29.337	32.351	33.53	31.054	28.903	26.465	23.561	23.51	14.57
228	ARMK	2019-10-14	3.62	1,452	765	3,462	2,137	6	27.27	25.33	25.46	25.21	25.88	26.6	30.22	266	20.127	28.764	28.102	26.55	25.127	27.157	25.942	29.098	14.57
229	ARNA	2019-10-14	3.61	554	1,119	7,809	2,233	5	53.45	52.42	49.95	50.02	51.38	54.19	59.4	306	33.743	36.224	38.95	37.03	36.593	41.372	39.309	47.485	14.57
230	ARNC	2019-10-14	3.4	986	1,004	22,220	16,182	5	51.25	35.65	30.22	30.93	32.86	32.91	40.43	208	24.215	21.77	23.617	22.401	22.373	22.849	22.963	32.739	14.57
231	AROC	2019-10-14	37.04	166	52	864	743	2	41.84	53.95	53.95	35.21	35.21	53.95	52.22	30	29.578	36.87	38.974	36.622	37.569	38.507	38.159	40.4	14.57
232	AROW	2019-10-14	6.64	0	0	0	0	2	38.46	33.7	32.14	32.14	45.8	62.25	77.42	72	22.013	28.052	25.413	25.335	23.856	23.392	23.582	24.797	14.57
233	ARQL	2019-10-14	16.11	1,324	1,321	40,066	15,360	5	97.35	101.85	105.44	97.35	106.63	107.14	106.98	112	60.178	61.929	58.813	56.378	82.564	77.868	107.992	98.425	14.57
234	ARR	2019-10-14	29.05	73	148	1,217	4,605	2	39.59	13.44	29.56	11.74	11.74	25.76	21.14	46	10.289	14.412	17.074	16.291	15.675	17.871	16.028	15.826	14.57
235	ARTNA	2019-10-14	14.06	16	26	134	29	2	29.27	24.44	22.66	20.87	26.04	20.87	27.73	34	14.209	20.054	21.859	21.467	21.704	21.941	23.178	26.191	14.57
236	ARTX	2019-10-14	75	60	4	202	25	2	81.86	81.86	52.475	23.09	23.09	23.09	81.86	12	108.384	78.729	68.383	64.109	61.489	60.933	54.098	50.339	14.57
237	ARW	2019-10-14	4.37	277	58	725	199	2	31.21	29.63	29.44	28.89	29.12	29.76	29.42	80	20.586	23.785	24.947	25.573	25.216	30.075	26.777	27.414	14.57
238	ARWR	2019-10-14	9.14	1,975	1,943	20,906	10,072	6	68.66	68.19	67.66	66.67	67.75	68.22	67.63	362	34.449	57.767	52.272	50.978	48.529	52.641	54.182	73.303	14.57
239	ASA	2019-10-14	33.97	123	33	638	45	2	41.51	37.94	34.78	34.78	35.43	38.23	39.15	36	31.991	32.389	32.106	31.947	30.629	29.176	27.166	27.618	14.57
240	ASB	2019-10-14	15.76	1,776	61	47	82	2	47.19	28.08	26.35	24.62	25.955	27.29	44.98	28	22.56	24.72	27.052	25.792	24.123	24.212	24.074	24.295	14.57
241	ASC	2019-10-14	45.67	2,717	567	4,223	496	2	61.64	61.4	61.4	61.4	61.52	61.64	61.64	20	56.995	47.92	48.513	50.856	50.785	48.337	49.897	50.115	14.57
242	ASFI	2019-10-14	61.11	13	7	109	30	1	95.56	51.62	50.885	50.15	50.15	50.15	70.47	8	37.219	34.228	37.502	34.807	34.885	54.77	55.127	65.47	14.57
243	ASGN	2019-10-14	9.03	120	177	838	621	2	40.15	37.34	36.65	34.96	37.55	36.89	38.58	52	29.507	31.296	32.7	31.092	29.564	33.069	30.528	33.616	14.57
244	ASH	2019-10-14	7.97	175	171	2,780	9,915	3	26.3	25.33	27.52	25.5	22.83	25.63	27.02	86	17.316	18.924	20.838	20.865	20.064	22.025	20.051	22.429	14.57
245	ASHR	2019-10-14	1.6	6,904	7,708	100,568	38,213	5	30.37	25.44	24.79	23.98	23.42	25.65	30.8	392	15.511	15.95	21.091	20.319	20.88	24.046	26.071	27.567	14.57
246	ASHS	2019-10-14	3.91	180	62	1,004	147	2	35.83	26.12	29.84	24.62	23.58	28.1	34.81	110	17.416	19.877	21.314	21.236	22.112	26.157	28.707	28.393	14.57
247	ASIX	2019-10-14	15.34	17	32	180	67	2	51.21	46.08	46.99	46.08	47.58	51.21	51.21	32	32.357	37.141	42.547	40.754	39.577	42.844	38.61	41.023	14.57
248	ASMB	2019-10-14	31.43	9	31	25	33	2	100.96	97.25	97.25	97.25	99.105	100.96	100.96	40	93.492	69.705	77.212	73.941	71.733	67.178	68.572	66.314	14.57
249	ASML	2019-10-14	3.84	1,078	1,474	7,378	7,713	5	33.19	30.22	29.42	29.39	29.39	29.74	31.83	328	23.87	23.699	26.527	28.257	28.049	28.236	26.782	32.704	14.57
250	ASND	2019-10-14	4.79	519	604	10,522	1,127	2	59.62	59	58.39	58.72	58.74	58.14	58.35	100	37.434	32.979	32.248	34.249	38.174	38.279	95.689	80.425	14.57
251	ASPS	2019-10-14	15.89	36	75	231	144	2	51.05	40.33	43.35	39.64	43.29	39.64	49.2	30	29.186	32.228	36.96	36.975	35.772	36.91	35.302	37.051	14.57
252	ASR	2019-10-14	3.16	23	14	25	25	2	31.75	29.29	28.78	28.78	28.83	29.22	25.62	48	22.516	22.943	24.485	23.819	23.563	23.572	24.936	31.479	14.57
253	ASRT	2019-10-14	33.97	246	73	6,195	554	2	34.5	98.4	66.45	34.5	66.45	98.4	98.4	30	57.401	86.661	122.283	111.307	105.024	96.129	84.976	75.34	14.57
254	ASRV	2019-10-14	75	27	0	27	0	2	33.07	50.78	41.925	33.07	41.925	50.78	50.78	12	11.597	15.062	15.073	14.664	14.178	16.973	14.857	15.174	14.57
255	ASTE	2019-10-14	13.16	80	115	186	619	2	33.93	40.51	37.22	40.19	35.435	36.94	45.58	34	24.426	32.34	33.651	33.394	31.501	32.042	43.294	47.439	14.57
256	ASUR	2019-10-14	40.83	94	34	782	162	2	73.33	62.86	62.86	62.86	68.095	73.33	73.33	26	89.452	74.109	87.014	82.25	78.105	72.758	69.317	72.745	14.57
257	ASYS	2019-10-14	61.11	28	18	91	38	2	64.32	44.56	44.56	44.56	54.44	64.32	64.32	16	39.186	43.085	45.527	45.689	47.944	44.986	44.03	48.882	14.57
258	AT	2019-10-14	75	302	305	1,478	1,269	2	42.97	42.97	42.97	27.54	27.54	42.97	42.97	12	29.383	26.557	27.334	28.197	27.455	34.236	32.194	29.813	14.57
259	ATAX	2019-10-14	45.67	33	20	195	100	2	24.93	24.93	23.86	23.86	24.93	24.93	24.93	22	20.736	20.073	18.823	17.186	17.056	18.906	18.03	19.713	14.57
260	ATEC	2019-10-14	61.11	84	21	1,097	60	2	78.18	78.18	78.18	78.18	78.18	78.18	78.18	14	37.851	44.16	53.43	55.613	55.987	68.753	76.158	67.551	14.57
261	ATEN	2019-10-14	45.67	50	15	1,153	6	2	45.98	45.98	45.795	45.61	45.795	45.98	45.61	22	24.725	31.472	30.938	30.393	29.867	30.309	29.205	30.817	14.57
262	ATEX	2019-10-14	16.6	55	14	4,156	27	2	86.19	86.64	85.495	87.51	85.895	87.44	84.35	28	49.082	47.865	54.272	50.066	46.451	45.654	45.807	48.442	14.57
263	ATGE	2019-10-14	3.75	113	125	228	243	6	41.08	40.29	39.73	40.06	38.93	41.15	44.78	318	29.512	40.42	38.338	34.907	32.738	32.159	28.664	31.421	14.57
264	ATH	2019-10-14	12.57	195	62	18,371	927	3	38.62	33.53	32.8	32.07	32.695	33.32	42.84	48	30.248	29.299	29.209	27.71	25.886	27.906	26.073	26.412	14.57
265	ATHM	2019-10-14	5.59	191	157	1,004	1,029	2	52.99	41.95	44.66	44.8	44.72	47.89	43.68	90	41.436	44.108	39.79	40.207	43.267	44.43	46.409	52.213	14.57
266	ATI	2019-10-14	11.9	391	958	9,117	5,447	3	41.87	42.95	43.28	40.63	42.95	40.63	47.09	68	42.68	39.666	43.729	40.798	38.929	40.272	37.364	37.419	14.57
267	ATKR	2019-10-14	15.69	440	33	370	53	2	47.28	34.2	34.75	33.57	35.76	33.57	39.81	32	24.348	29.466	34.405	32.213	31.209	29.66	29.986	39.342	14.57
268	ATLC	2019-10-14	61.11	58	4	216	4	2	83.57	76.6	72.88	69.16	88.535	107.91	69.16	16	82.022	99.146	93.587	85.973	79.777	72.384	64.813	88.052	14.57
269	ATNI	2019-10-14	9.98	29	11	29	11	2	42.46	36.99	38.72	36.99	39.61	48.51	58.94	48	19.884	29.263	31.106	29.328	30.56	30.756	38.23	37.978	14.57
270	ATNX	2019-10-14	29.05	944	466	2,414	1,954	2	86.45	86.45	84.125	81.8	81.8	81.8	86.45	46	36.229	43.81	59.552	59.183	57.803	68.901	60.161	60.083	14.57
271	ATO	2019-10-14	5.33	49	92	245	205	2	22.71	18.88	16.74	16.55	16.75	16.97	22	76	11.5	13.082	13.42	12.593	13.834	14.037	13.412	16.233	14.57
272	ATR	2019-10-14	4.48	118	37	155	112	2	25.93	22.76	20.98	20.31	19.58	21.02	29.92	76	15.049	14.858	17.062	16.942	17.057	15.815	14.421	16.803	14.57
273	ATRA	2019-10-14	25.53	304	334	4,106	871	2	112	112	50.04	50.04	103.31	65.12	112	52	49.097	58.484	57.751	59.225	55.482	62.452	61.16	63.867	14.57
274	ATRC	2019-10-14	15.08	127	219	316	453	2	43.23	44.97	35.72	35.72	36.92	40	51.79	32	27.136	36.615	36.574	34.544	32.629	30.603	31.451	35.019	14.57
275	ATRS	2019-10-14	75	74	419	3,914	3,829	2	71.98	71.98	64.875	57.77	64.875	71.98	57.77	12	20.271	32.025	37.606	38.132	37.855	39.169	42.193	48.489	14.57
276	ATSG	2019-10-14	15.89	166	1,349	601	7,548	2	46.25	40.31	39.85	39.39	40.215	41.04	49.41	32	23.566	28.029	29.738	29.597	29.044	33.58	32.683	36.602	14.57
277	ATU	2019-10-14	15.89	35	60	167	231	2	22.98	45.46	51.94	22.98	32.55	42.04	42.03	32	50.012	46.272	42.707	42.798	40.843	37.654	33.975	34.331	14.57
278	ATUS	2019-10-14	8.64	715	1,216	15,817	14,607	5	35.46	33.67	33.81	33.14	33.75	34.28	34.06	236	16.302	19.21	22.121	21.292	22.379	25.111	25.584	32.895	14.57
279	ATVI	2019-10-14	3.01	3,520	4,332	108,991	100,616	7	38.05	39.37	38.56	38.49	38.22	38.79	38.85	366	25.596	30.466	34.377	32.349	31.701	33.685	36.79	40.851	14.57
280	AU	2019-10-14	7.65	518	515	50,392	37,495	4	56.31	49.72	48.47	49.09	48.65	49.41	48.46	176	51.892	50.619	53.056	51.606	50.143	48.428	46.373	43.854	14.57
281	AUB	2019-10-14	14.06	11	5	16	6	2	29.73	29.99	22.44	22.06	30.94	22.06	29.16	28	19.802	29.247	28.83	28.145	26.87	27.834	28.246	27.385	14.57
282	AUDC	2019-10-14	30.29	225	56	7,179	3,503	2	53.51	49.75	51.35	49.75	53.51	52.73	53.51	44	45.743	41.147	44.718	42.828	40.189	44.677	46.726	49.663	14.57
283	AUPH	2019-10-14	20.31	2,131	3,403	31,805	19,890	3	135.55	135.55	135.55	131.83	133.69	135.55	131.83	72	47.952	55.156	48.706	45.591	42.982	40.339	43.878	46.446	14.57
284	AUTO	2019-10-14	75	29	12	174	51	2	123.09	123.09	123.09	109.07	109.07	123.09	123.09	12	94.679	99.222	111.606	103.857	101.522	92.717	86.08	77.874	14.57
285	AUY	2019-10-14	24.46	2,798	1,389	186,581	59,078	5	53.38	54.31	52.29	51.43	52.03	51.43	53.13	114	44.66	45.467	47.756	47.797	47.875	46.294	45.112	45.289	14.57
286	AVA	2019-10-14	12.91	19	34	58	20	2	35.47	32.47	24.19	16.25	16.25	35.47	35.47	22	13.617	15.519	14.48	13.604	13.274	14.551	13.665	17.5	14.57
287	AVAV	2019-10-14	6.33	251	220	3,121	2,718	2	52.85	52.34	50.63	51.93	50.28	51.38	52.32	82	40.587	38.986	36.95	35.037	37.462	39.458	40.039	44.87	14.57
288	AVB	2019-10-14	3.53	111	218	1,400	1,028	2	26.25	18.85	18.53	18.1	17.91	21.22	22.94	92	9.97	12.019	14.852	14.669	14.464	14.671	14.115	16.384	14.57
289	AVD	2019-10-14	30.29	37	37	47	77	2	45.88	38.69	38.68	40.38	38.67	38.67	48.16	42	20.2	31.381	36.674	35.538	33.759	35.758	33.368	34.55	14.57
290	AVEO	2019-10-14	29.11	1,012	512	97,895	14,056	4	128.73	128.73	110.045	91.36	110.045	128.73	91.36	78	49.49	87.383	80.128	74.284	73.437	81.279	145.251	122.554	14.57
291	AVGO	2019-10-14	2.14	3,721	2,650	59,221	78,137	8	33.87	33.69	32.2	31.35	32.04	31.75	34.13	680	21.936	28.931	29.691	30.25	31.14	31.595	29.675	32.91	14.57
292	AVID	2019-10-14	45.67	168	95	2,336	120	2	75.2	75.2	74.24	73.28	74.24	75.2	73.28	22	32.7	48.658	88.243	80.521	75.075	71.297	71.378	62.447	14.57
293	AVNS	2019-10-14	12.56	99	20	180	48	3	43.9	39.27	38.975	38.68	38.765	38.85	45.52	54	33.231	41.688	40.536	38.074	36.57	36.782	34.323	39.351	14.57
294	AVP	2019-10-14	24.46	659	9,660	100,912	69,493	5	49.53	49.28	49.54	47.93	49.52	59.28	47.93	120	29.653	34.864	35.994	35.124	35.001	43.385	61.82	58.606	14.57
295	AVT	2019-10-14	3.31	25	46	68	50	2	32.89	30.76	31.07	30.8	30.56	31.49	32.85	112	36.471	34.856	35.069	32.895	31.07	30.398	27.325	28.309	14.57
296	AVX	2019-10-14	29.05	84	51	283	843	2	20.5	33.77	29.68	20.5	34.33	31.63	40.2	46	20.526	28.175	31.789	29.637	28.111	27.996	28.014	30.434	14.57
297	AVXL	2019-10-14	75	156	66	6,040	4,677	2	115.85	97.42	97.42	97.42	106.635	115.85	115.85	12	70.208	62.158	64.329	68.261	66.057	63.725	68.204	69.693	14.57
298	AVY	2019-10-14	5.13	26	57	501	293	2	30.08	26.93	25.73	24.6	25.92	26.25	32.44	76	20.798	22.225	24.555	24.851	23.292	23.622	21.681	22.094	14.57
299	AWI	2019-10-14	6.18	312	79	6,310	938	2	28.95	26.68	25.94	25.97	26.09	25.63	29.21	68	13.053	19.088	23.266	21.841	21.576	21.245	20.361	23.98	14.57