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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
0	A	2019-10-14	17.12	19,878	1,001	9,365	12,705	6	30.21	29	28.5	28.09	28.23	28.87	30.9	247	24.467	24.178	28.006	26.956	25.212	29.358	26.425	27.206	14.57
1	AA	2019-10-14	4.42	6,194	3,010	54,013	38,674	6	50.78	49.01	48.5	48.8	48.19	48.88	48.88	266	33.726	46.764	48.121	44.765	42.537	40.164	39.245	42.725	14.57
2	AABA	2019-10-14	5.23	4,301	2,863	159,161	53,453	5	32.94	26.79	33.5	34.56	46.93	53.62	68.93	298	250.021	178.984	146.748	131.652	121.37	106.253	87.977	71.316	14.57
3	AAL	2019-10-14	5.28	20,034	7,695	321,062	217,407	8	44.31	38.29	38.02	38.01	38.39	38.86	40.21	510	38.522	36.471	39.363	37.234	36.833	36.954	34.129	40.415	14.57
4	AAN	2019-10-14	7.99	133	520	621	657	4	38.67	37.36	37.05	35.48	38.74	37.1	41.23	110	38.073	34.551	32.789	30.906	30.523	34.543	31.101	32.307	14.57
5	AAOI	2019-10-14	9.13	568	867	13,355	29,898	6	72.69	74.87	68.29	73.56	71.3	74.83	70.06	182	47.218	54.346	55.92	60.97	57.62	56.315	57.961	60.808	14.57
6	AAON	2019-10-14	12.08	60	151	145	933	2	38.22	38.22	37.16	37.16	37.17	37.98	38.22	40	36.163	35.797	39.956	37.331	35.385	34.878	32.535	33.997	14.57
7	AAP	2019-10-14	5.04	921	943	11,301	7,080	5	32.83	33.4	33.67	32.93	31.97	33.18	35.12	314	26.035	26.281	27.861	26.71	25.514	25.312	25.769	28.519	14.57
8	AAPL	2019-10-14	2.88	84,986	47,927	1,136,840	960,145	11	28.23	26.84	25.95	26.43	27.28	28.48	30.21	960	21.332	24.625	27.967	25.931	24.966	27.164	25.58	30.27	14.57
9	AAT	2019-10-14	12.19	2	73	3	78	2	25.31	15.09	16.7	15.09	16.35	21.61	16.97	38	11.123	11.572	14.303	14.243	15.751	16.239	16.542	18.118	14.57
10	AAWW	2019-10-14	8.53	386	980	2,141	3,567	2	66.76	60.81	60.23	60.17	60.17	60.24	67.36	58	48.883	52.283	72.405	67.209	64.223	60.2	53.342	48.987	14.57
11	AAXJ	2019-10-14	1.64	518	22,965	11,798	29,163	3	33.77	23.27	18.9	17.58	18.27	19.84	30.67	218	11.748	13.337	17.171	16.029	16.216	16.617	15.688	18.511	14.57
12	AAXN	2019-10-14	9.56	575	320	9,499	7,177	5	46.62	45.85	45.67	45.67	45.72	45.93	46.73	148	27.976	35.527	46.039	42.762	43.981	41.131	41.189	45.719	14.57
13	AB	2019-10-14	15.08	317	58	1,737	1,725	2	40.23	40.23	29.91	16.19	16.19	29.53	26.72	32	15.302	19.075	25.449	23.722	23.582	23.261	21.565	24.952	14.57
14	ABB	2019-10-14	5.55	3,333	260	24,017	9,959	2	28.79	23.53	22.32	22.08	22.08	23.3	31.88	68	18.308	18.7	21.483	20.967	20.657	20.233	20.299	20.924	14.57
15	ABBV	2019-10-14	2.69	32,978	5,406	179,474	189,576	8	34.77	31.02	27.57	27.71	27.82	28.15	29.42	480	21.191	21.868	20.7	22.126	34.588	30.966	27.559	28.993	14.57
16	ABC	2019-10-14	3.61	11,703	1,898	3,380	14,600	6	33.79	34	34.04	32.85	32.84	33.51	34.32	302	17.806	25.929	29.344	28.399	26.801	27.103	28.214	27.939	14.57
17	ABCB	2019-10-14	14.06	1,058	20	3,193	20	3	32.75	44.23	38.49	33.82	33.245	33.74	42.19	48	19.668	28.608	30.801	29.085	27.288	26.779	27.244	29.86	14.57
18	ABDC	2019-10-14	20.9	27	10	249	369	2	93.69	93.69	70.225	46.76	46.76	46.76	93.69	36	7.965	10.272	30.396	27.475	26.136	24.127	25.073	26.679	14.57
19	ABEO	2019-10-14	30.29	266	173	13,361	1,521	3	143.64	131.2	131.2	131.2	137.42	143.64	143.64	40	80.9	172.694	148.063	133.653	123.976	111.158	98.914	88.769	14.57
20	ABEV	2019-10-14	75	83	15	2,327	125	2	35.15	35.15	30.39	25.63	25.63	25.63	35.15	12	29.21	28.101	33.624	32.228	31.112	30.154	31.848	32.833	14.57
21	ABG	2019-10-14	6.22	103	173	177	172	3	34.96	31.61	31.23	31.23	30.95	31.28	34.08	118	22.747	24.797	27.411	25.319	24.513	25.245	26.31	28.002	14.57
22	ABM	2019-10-14	13.52	16	62	76	74	2	34.39	33.54	30.99	27.92	33.76	33.39	27.92	36	24.672	28.993	27.792	26.045	26.626	26.068	25.881	32.643	14.57
23	ABMD	2019-10-14	3.07	1,135	1,577	8,405	9,510	5	49.11	48.2	47.51	47.24	47.14	47.65	47.8	542	38.207	33.66	62.86	57.843	53.952	49.578	46.361	50.254	14.57
24	ABR	2019-10-14	31.43	337	25	2,043	1,085	2	37.64	37.64	8.91	8.91	22.58	15.67	36.83	38	10.045	13.393	18.492	17.754	17.909	18.88	17.8	19.804	14.57
25	ABT	2019-10-14	2.61	1,965	4,437	58,570	67,667	7	25.86	24.62	23.84	23.72	23.74	23.78	27.62	382	22.038	21.237	22.136	21.64	20.635	19.866	19.725	22.249	14.57
26	ACAD	2019-10-14	5.65	1,805	3,521	31,648	15,530	6	62.01	62.49	61.55	60.28	61.06	60.97	61.91	394	50.706	164.889	142.797	128.488	118.678	105.753	89.907	87.27	14.57
27	ACB	2019-10-14	16	14,502	1,771	481,591	140,767	6	75.79	104.91	94.8	66.61	89.8	66.61	94.96	166	62.906	62.523	64.04	60.852	57.072	54.946	57.498	76.678	14.57
28	ACC	2019-10-14	12.19	36	29	99	292	2	27.09	24.78	18.18	16.19	16.19	19.07	28.04	40	9.373	12.318	13.973	13.853	13.817	14.637	14.896	17.054	14.57
29	ACCO	2019-10-14	40.83	15	6	1,361	150	2	42.98	48.06	42.82	39.06	39.06	48.06	48.06	26	21.258	26.196	48.068	44.873	42.633	41.827	36.837	39.597	14.57
30	ACGL	2019-10-14	13.61	61	12	1,440	668	2	25.51	22.65	20.78	19.98	20.41	22.26	19.98	34	15.307	16.081	19.578	19.197	18.406	17.975	17.22	18.228	14.57
31	ACH	2019-10-14	21.13	105	96	165	105	2	40.82	41.19	39.82	38.31	41.13	40.62	38.31	66	24.537	31.474	32.536	30.426	30.923	33.887	36.004	41.408	14.57
32	ACHC	2019-10-14	13.91	274	450	2,717	1,798	2	48.23	44.07	43.07	42.07	44.235	46.4	50.42	38	31.336	36.897	38.392	35.161	33.127	31.753	36.463	43.1	14.57
33	ACHN	2019-10-14	33.97	170	586	6,550	2,551	3	72.27	70.9	70.9	70.9	71.585	72.27	72.27	54	30.441	38.603	89.326	82.191	78.029	71.787	64.5	75.683	14.57
34	ACIA	2019-10-14	11.36	415	195	7,484	10,804	5	25.37	17.84	15.4	17.87	24.48	19.93	34.95	116	11.577	11.916	13.671	66.398	61.976	57.515	54.224	55.914	14.57
35	ACIW	2019-10-14	14.48	12	20	669	42	2	39.86	32.53	33.23	31.72	35.11	31.72	39.24	32	25.904	30.457	32.165	30.757	28.781	29.877	27.237	30.988	14.57
36	ACLS	2019-10-14	30.29	71	149	583	629	2	45.79	45.79	40.68	40.68	42.69	44.67	45.79	38	39.301	40.23	37.496	35.467	36.418	43.379	38.049	42.073	14.57
37	ACM	2019-10-14	7.96	232	84	5,200	805	2	23.5	26.75	27.99	26.87	28.91	27.19	29.24	44	16.175	23.024	24.591	22.918	23.236	22.77	21.848	25.747	14.57
38	ACN	2019-10-14	3.09	1,046	1,158	24,900	25,754	7	24.42	23.37	21.53	21.06	21.48	22.81	25.73	440	17.988	20.337	21.759	20.258	19.052	18.017	17.073	20.09	14.57
39	ACOR	2019-10-14	18.67	397	154	2,697	3,057	2	113.74	133.04	123.39	113.74	120.62	127.5	133.04	52	71.835	107.652	139.477	127.151	118.324	106.465	90.686	83.919	14.57
40	ACRE	2019-10-14	30.29	33	4	96	12	2	11.5	28.08	19.79	15.91	12.695	13.89	23.55	44	8.257	10.416	12.394	11.77	11.429	11.532	13.297	15.75	14.57
41	ACRX	2019-10-14	75	427	476	21,572	7,630	3	92.22	92.22	86.89	81.56	81.56	81.56	92.22	18	47.765	47.46	51.139	65.346	63.387	64.247	63.989	80.581	14.57
42	ACTG	2019-10-14	75	34	15	110	125	2	50.08	48.04	48.04	48.04	49.06	50.08	50.08	12	42.241	47.748	47.178	43.697	41.986	37.587	33.807	36.115	14.57
43	ACWI	2019-10-14	2.47	1,044	6,557	8,983	15,257	7	31.44	17.83	14.98	14.52	14.56	19.62	26.91	396	12.424	12.769	15.171	13.909	13.325	13.458	12.303	14.354	14.57
44	ACWV	2019-10-14	1.11	23	1	55	1	2	17.59	15.84	12.15	9.57	11.19	17.59	17.59	84	7.79	8.015	10.437	9.739	9.29	9.144	8.241	9.485	14.57
45	ACWX	2019-10-14	2.18	2	0	0	0	2	22.42	16.66	12.94	17.71	22.42	15.87	22.42	30	12.027	11.474	13.983	12.856	12.718	12.976	12.104	13.942	14.57
46	ADBE	2019-10-14	2.3	2,744	3,185	43,252	76,256	6	32.87	30.96	30.09	29.69	30.18	30.62	31.66	600	24.169	22.742	24.641	23.168	25.001	26.337	24	32.705	14.57
47	ADC	2019-10-14	7.46	3	0	39	0	2	20.92	16.55	18.82	18.64	19.04	25.12	34.7	20	10.319	14.866	19.722	18.858	18.884	19.308	18.837	20.371	14.57
48	ADI	2019-10-14	2.7	889	624	30,820	36,403	6	29.92	30.88	31.57	31.16	31.52	31.58	34.47	338	27.385	27.862	30.468	28.617	29.693	31.45	28.233	30.212	14.57
49	ADM	2019-10-14	2.64	1,504	1,303	50,521	35,621	6	31.74	28.02	24.46	24.35	24.52	25.9	28.77	312	23.285	21.524	24.182	22.428	21.259	23.297	21.387	20.474	14.57
50	ADNT	2019-10-14	7.95	713	4,324	33,257	40,162	4	74.08	73.47	74.43	73.36	74.19	73.71	74.3	212	63.679	76.111	98.995	89.814	83.865	80.245	79.915	75.628	14.57
51	ADP	2019-10-14	3.28	1,061	1,399	11,738	9,734	7	25.14	24.9	23.7	23.86	24.24	25.03	25.79	384	17.031	20.266	21.991	20.853	20.06	20.288	18.665	21.295	14.57
52	ADS	2019-10-14	2.67	734	719	5,339	4,770	5	39.4	39.58	39.09	38.07	38.77	39.29	39.82	292	22.888	38.632	34.609	33.652	32.205	32.506	33.504	32.58	14.57
53	ADSK	2019-10-14	3.06	836	1,879	19,181	21,525	5	39.55	38.52	38.59	38.49	37.95	38.47	39.35	326	26.96	31.833	33.728	31.797	31.224	31.729	29.295	37.793	14.57
54	ADSW	2019-10-14	14.48	0	2	0	33	2	44.35	24.4	24.08	24.08	42.9	28.12	59.05	32	0.74	1.247	2.162	2.646	2.49	3.354	23.259	23.991	14.57
55	ADTN	2019-10-14	9.25	859	1,375	1,790	6,675	2	38.95	41.3	40.125	40.63	39.91	40.87	41.85	72	71.38	58.288	50.394	61.962	57.417	51.019	47.429	47.504	14.57
56	ADUS	2019-10-14	7.55	47	5	235	19	2	38.24	36.7	36.15	35.62	35.62	36.91	37.92	64	21.84	34.194	33.528	30.419	30.716	30.34	31.352	35.35	14.57
57	ADVM	2019-10-14	30.29	3,882	383	12,466	4,731	4	91.08	91.08	91.08	76.84	76.84	91.08	91.08	72	70.26	144.291	125.299	123.874	114.64	109.8	101.665	92.392	14.57
58	AEE	2019-10-14	7.32	133	66	1,597	466	2	36.84	22.36	18.67	18.67	19.41	24.31	39.92	60	12.354	15.219	14.555	13.398	13.613	14.549	14.039	15.94	14.57
59	AEG	2019-10-14	75	127	54	6,857	2,153	2	38.55	38.55	31.765	24.98	31.765	38.55	24.98	12	23.201	27.131	32.371	30.087	28.64	28.646	27.783	27.501	14.57
60	AEGN	2019-10-14	29.05	77	76	222	161	2	33.06	43.85	36.8	33.06	37.36	41.54	33.55	46	23.788	28.524	28.335	27.476	30.036	38.395	39.691	39.83	14.57
61	AEIS	2019-10-14	11.23	59	22	172	177	2	39.04	44	40.77	39.42	41.58	42.04	38.77	42	29.183	32.6	37.003	37.464	37.095	41.796	38.022	41.006	14.57
62	AEL	2019-10-14	15.69	45	25	101	35	2	41.13	36.4	36.245	36.85	36.09	36.09	43.08	32	33.261	34.721	36.757	34.325	36.201	37.497	34.489	33.182	14.57
63	AEM	2019-10-14	4.49	1,927	2,395	45,320	32,264	5	32.74	33.53	33.52	32.74	33.6	34.5	35.02	188	33.809	33.428	32.187	30.264	29.412	28.732	26.839	31.387	14.57
64	AEO	2019-10-14	6.94	2,462	487	17,898	9,174	6	53.25	48.06	51.3	47.86	47.25	47.27	47.44	242	32.44	59.061	57.514	53.549	51.316	49.026	43.761	43.064	14.57
65	AEP	2019-10-14	4.3	519	615	28,824	23,966	5	29.64	18.69	17.83	18.32	18.33	20	21.82	184	10.316	12.187	13.695	13.11	13.304	14.336	13.484	15.119	14.57
66	AER	2019-10-14	6.31	252	3,923	5,919	17,965	3	30.48	28.05	25.94	25.54	25.83	29.1	29.57	96	19.569	21.635	26.975	25.663	24.466	26.517	26.103	28.226	14.57
67	AERI	2019-10-14	13.43	315	234	8,415	2,624	3	90.91	93.45	91.6	92.98	91.615	93.48	89.75	80	82.823	80.287	70.444	66.029	63.617	61.201	58.208	54.116	14.57
68	AES	2019-10-14	6.96	69	59	1,359	1,355	2	28.97	19.12	23.55	18.68	22.95	23.21	22.84	68	19.651	21.264	23.916	22.675	22.984	22.099	20.115	22.8	14.57
69	AFG	2019-10-14	2.71	167	111	473	274	2	31.41	24.31	19.42	17.65	21.03	27.46	50.11	102	18.645	16.783	19.083	17.761	17.099	16.638	15.255	17.41	14.57
70	AFI	2019-10-14	40.83	9	39	57	53	2	53.84	53.84	53.19	52.54	53.19	53.84	52.54	24	31.686	40.262	48.921	46.5	46.685	50.276	46.521	49.258	14.57
71	AFL	2019-10-14	2.85	969	939	21,323	21,781	6	22.8	22.95	20.56	19.69	19.57	22.66	24.42	308	15.864	20.592	20.813	19.469	18.359	17.466	15.372	17.722	14.57
72	AFMD	2019-10-14	75	138	36	2,694	329	2	85.06	85.06	84.945	84.83	84.83	84.83	85.06	12	59.397	53.536	55.656	53.43	65.556	60.21	56.809	235.129	14.57
73	AFTY	2019-10-14	6.86	20	511	40	676	2	41.45	32.8	22.12	22.12	23.01	24.4	31.9	84	13.385	13.827	20.478	19.62	20.625	23.008	25.159	26.758	14.57
74	AG	2019-10-14	11.24	2,671	1,175	117,433	33,549	6	62.47	62.28	60.08	59.01	60.08	65.34	61.29	220	47.258	52.294	51.825	55.673	54.179	51.851	48.241	51.969	14.57
75	AGCO	2019-10-14	7.32	118	153	167	415	2	32.8	31.68	29.75	30.72	33.32	30.48	32.48	62	23.395	27.464	36.046	33.349	31.348	31.958	28.004	29.138	14.57
76	AGEN	2019-10-14	45.67	306	11	4,910	141	2	78.38	72.53	70.705	68.88	72.265	75.65	68.88	24	34.966	35.433	58.906	55.278	53.768	52.116	53.578	68.683	14.57
77	AGFS	2019-10-14	75	8	7	984	12	2	86.47	77.27	77.27	77.27	81.87	86.47	86.47	12	99.654	87.896	79.328	79.42	83.206	81.967	74.969	68.209	14.57
78	AGG	2019-10-14	0.92	549	128	1,569	1,154	2	11.9	11.9	11.81	5.54	6.62	11.9	11.9	74	3.557	4.068	4.104	3.931	3.795	3.5	3.266	2.968	14.57
79	AGI	2019-10-14	45.67	212	165	13,729	1,536	4	52.37	52.37	51.6	50.83	50.83	50.83	52.37	42	40.749	42.684	47.642	45.284	44.712	45.113	42.93	48.153	14.57
80	AGIO	2019-10-14	11.32	207	53	1,450	3,838	2	56.1	56.85	56.66	56.1	56.38	58.84	57.23	46	45.7	46.714	50.636	49.192	48.026	48.721	48	53.015	14.57
81	AGLE	2019-10-14	45.67	5	21	68	24	2	62.94	62.94	54.83	54.83	62.94	62.94	62.94	22	37.058	41.778	58.515	55.468	51.721	50.141	51.743	56.09	14.57
82	AGM	2019-10-14	7.52	7	38	27	53	2	37.06	35.51	35.83	33.61	32.13	34.39	35.86	52	18.965	27.551	31.619	30.551	28.76	30.389	33.418	34.972	14.57
83	AGN	2019-10-14	2.99	1,886	13,089	61,738	120,524	8	25.34	22.32	19.42	18.9	17.96	23.08	24.25	478	8.848	9.898	9.982	10.847	45.996	43.019	39.275	35.109	14.57
84	AGNC	2019-10-14	7.02	3,569	2,457	58,358	62,776	6	50.42	39.12	32.39	16.42	11.01	23.97	29.89	226	12.496	17.263	17.642	16.113	15.077	15.091	12.919	12.583	14.57
85	AGO	2019-10-14	3.91	1,086	3,000	5,937	16,178	3	28.74	22.45	22.69	21.63	22.11	26.1	32.84	154	14.365	17.966	22.642	21.858	20.591	20.769	19.029	20.69	14.57
86	AGQ	2019-10-14	3.58	1,031	644	12,511	5,321	4	53.21	52.47	52.43	52.11	51.12	51.51	51.37	294	57.994	63.859	56.637	53.548	50.484	45.837	41.01	38.213	14.57
87	AGR	2019-10-14	10.76	50	2	97	3	2	25.81	22.58	21.035	19.49	21.885	24.28	33.64	40	9.426	13.07	15.511	14.815	14.403	15.039	15.091	16.63	14.57
88	AGRO	2019-10-14	52.08	72	30	149	32	2	45	70.54	57.77	45	57.7	70.4	64.82	20	38.013	35.382	47.783	43.798	41.137	38.594	35.721	33.407	14.57
89	AGTC	2019-10-14	75	45	13	468	14	2	112.32	112.32	112.32	112.32	112.32	112.32	112.32	12	62.886	81.102	73.547	67.137	63.135	58.484	55.821	76.467	14.57
90	AGX	2019-10-14	8.32	212	211	712	566	2	35.66	34.82	34.2	33.33	31.23	36.29	39.13	30	21.748	26.586	25.68	25.683	27.429	26.622	29.371	33.707	14.57
91	AGYS	2019-10-14	16.73	20	2	526	2	2	31.35	30.79	31.06	30.79	31.59	33	47.13	32	27.453	32.813	32.16	30.196	29.464	28.962	29.053	32.179	14.57
92	AHH	2019-10-14	29.05	11	30	22	36	2	26.19	25.76	4	4	23.18	22.77	22.98	46	6.833	10.583	12.913	12.761	13.599	16.059	15.621	17.802	14.57
93	AHT	2019-10-14	61.11	58	116	1,552	2,229	2	61.22	42.59	42.59	42.59	51.905	61.22	61.22	14	46.901	60.636	56.702	57.143	61.839	55.587	51.257	47.139	14.57
94	AI	2019-10-14	45.67	196	379	761	942	2	44.48	23.33	23.33	23.33	33.905	44.48	44.48	20	21.521	26.14	27.341	25.907	26.18	25.326	23.976	23.269	14.57
95	AIA	2019-10-14	1.73	0	0	0	0	2	30.65	30.65	16.41	19.13	22.89	30.65	30.65	32	12.092	13.987	18.005	16.88	17.196	17.526	16.374	19.554	14.57
96	AIG	2019-10-14	3.69	2,984	4,020	129,288	101,465	8	27.82	26.84	26.55	26.35	26.79	28.06	27.92	308	20.583	21.327	25.444	23.665	22.234	23.685	25.111	26.326	14.57
97	AIMC	2019-10-14	3.61	1,123	223	1,267	2,354	3	46.52	43.52	42.45	42.17	42.17	42.74	44.39	202	40.888	42.982	59.829	54.175	50.756	49.504	43.944	41.974	14.57
98	AIMT	2019-10-14	29.05	468	154	10,036	2,889	2	56.56	57.63	57.095	56.59	57.25	57.94	56.95	48	60.127	72.987	64.333	61.94	57.686	51.884	48.27	53.824	14.57
99	AIN	2019-10-14	6.53	104	26	139	33	2	38.05	30.36	29.09	29.01	29.01	30.71	35.76	26	27.643	28.737	31.758	29.464	29.132	30.473	28.066	31.916	14.57