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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
3,161,600	XES	2023-07-28	2.57	7	35	241	140	3	38.41	34.16	34.97	34.74	35.02	37.86	41.03	233	30.093	33.916	33.326	34.799	36.461	38.938	39.154	45.147	13.33
3,161,601	XHB	2023-07-28	1.45	810	11,296	47,833	166,490	6	31.61	26.97	23.09	22.74	23.26	26.45	29.94	569	17.769	20.03	19.885	19.696	20.113	21.091	25.381	29.881	13.33
3,161,602	XHE	2023-07-28	1.99	0	0	15	0	3	27.65	25.09	19.36	18.71	20.55	22.6	27.65	121	15.21	13.454	14.772	16.193	16.969	18.724	21.946	26.624	13.33
3,161,603	XHR	2023-07-28	31.43	5	0	1	128	3	63.85	66.48	60.225	53.97	60.225	66.48	66.48	35	29.682	30.96	27.986	27.414	29.018	29.427	33.213	39.598	13.33
3,161,604	XLB	2023-07-28	1.32	406	463	41,148	81,796	8	25.2	21.12	18.36	17.75	18.44	20.45	24.65	625	14.401	16.345	16.182	16.012	15.859	17.531	19.397	22.784	13.33
3,161,605	XLE	2023-07-28	1.51	14,171	15,390	521,201	891,812	14	28.01	25.37	23.86	23.88	23.94	25.97	28.97	1,298	18.964	19.86	20.523	21.267	23.102	24.95	26.038	31.178	13.33
3,161,606	XLF	2023-07-28	2.64	17,264	17,663	1,332,440	2,294,120	15	27.27	21.54	18.72	16.86	17.57	18.55	22.3	845	10.88	12.049	13.795	14.447	15.029	18.519	18.578	21.526	13.33
3,161,607	XLI	2023-07-28	1.04	2,517	4,675	135,984	209,854	10	25.04	20.78	16.93	16.4	17.2	19.27	21.87	1,123	9.445	12.782	13.582	14.028	14.615	15.354	16.47	19.968	13.33
3,161,608	XLK	2023-07-28	1	1,789	4,090	122,308	128,932	8	26.38	23.54	20.72	19.42	21.18	24.09	28.31	1,020	14.832	15.692	18.079	18.008	17.686	18.862	23.49	27.09	13.33
3,161,609	XLNX	2023-07-28	3.96	156	248	52	198	1	105.83	101.22	102.88	98.79	97.35	95.46	98.35	80	63.444	58.548	56.171	53.701	50.621	46.124	43.216	42.929	13.33
3,161,610	XLP	2023-07-28	1.4	1,220	670	51,451	87,664	7	29.17	18.55	14.43	11.9	12.41	15.47	20.58	568	9.299	9.114	9.647	9.436	9.474	10.051	11.636	15.384	13.33
3,161,611	XLRE	2023-07-28	3.71	628	133	4,945	14,700	6	26.02	22.59	19.71	20.63	19.49	20.32	23.45	256	12.636	14.468	15.597	16.455	17.956	18.862	22.082	23.583	13.33
3,161,612	XLU	2023-07-28	1.45	1,870	1,952	122,707	187,717	9	23.14	19.68	17.07	16.4	17.85	17.63	19.65	704	15.963	14.847	14.312	14.179	15.815	16.666	17.587	20.493	13.33
3,161,613	XLV	2023-07-28	0.85	3,735	5,524	103,565	129,533	11	27.46	20.23	15.31	13.89	14.16	16.08	18.67	1,338	12.082	11.2	10.802	11.026	11.431	12.002	12.682	15.912	13.33
3,161,614	XLY	2023-07-28	1	785	2,136	82,614	85,794	8	28.59	24.25	21.97	20.58	22.27	23.48	29.05	973	17.409	17.147	16.968	17.644	18.431	19.156	23.072	28.232	13.33
3,161,615	XME	2023-07-28	2.18	105	82	22,939	67,300	6	36.49	31.22	28.12	27.83	28.44	29.57	30.66	436	19.931	22.303	23.364	23.641	23.122	25.824	28.47	35.495	13.33
3,161,616	XMLV	2023-07-28	1.9	0	0	13	0	3	21.88	20.44	13.81	12.97	15.34	21.88	21.88	53	9.706	14.241	14.109	14.27	14.882	15.689	16.442	17.777	13.33
3,161,617	XNCR	2023-07-28	15.69	25	0	5	9	3	62.5	62.5	51.85	49.12	51.14	49.12	62.5	37	32.349	27.104	31.394	32.355	32.537	34.56	36.966	42.783	13.33
3,161,618	XNET	2023-07-28	52.08	0	1	1,167	1,057	3	71.21	71.21	71.21	71.21	71.21	71.21	71.21	18	33.623	80.026	72.976	67.375	63.516	64.631	70.974	68.517	13.33
3,161,619	XOM	2023-07-28	2.78	16,605	16,703	394,206	350,088	8	29.45	27.62	25.78	25.1	25.29	26.13	27.42	454	22.906	21.188	21.804	22.71	25.486	26.07	26.477	30.806	13.33
3,161,620	XOP	2023-07-28	1.06	131	303	138,876	206,693	8	35.82	31.06	29.86	29.64	30.18	31.7	34.14	1,144	24.28	26.169	26.789	27.821	29.011	32.161	34.007	39.912	13.33
3,161,621	XPH	2023-07-28	2.47	0	2	37	15	3	53.69	35.76	22.7	17.63	19.24	23.19	38.95	87	15.928	15.252	15.223	15.791	15.931	18.226	18.43	21.07	13.33
3,161,622	XPO	2023-07-28	5.82	595	102	23,296	13,269	6	47.41	45.98	45.26	45.09	45.25	45.34	47.02	305	40.835	39.72	36.862	49.081	48.354	52.907	51.282	51.922	13.33
3,161,623	XPP	2023-07-28	8.15	0	0	45	26	3	92.03	71.62	52.76	55.05	55.68	62.12	70.2	100	60.498	57.72	59.19	58.072	56.91	55.986	64.109	67.26	13.33
3,161,624	XRAY	2023-07-28	13.03	15	3	1,472	79	3	37.48	37.02	26.41	24.44	26.34	27.89	24.44	39	16.785	22.77	23.588	22.002	22.478	27.797	31.985	32.89	13.33
3,161,625	XRT	2023-07-28	1.71	33	73	22,863	97,093	7	26.42	25.25	24.63	24.32	24.33	26.1	28.52	731	17.643	21.894	23.77	22.895	22.735	23.81	26.881	32.528	13.33
3,161,626	XRX	2023-07-28	10.84	136	135	13,927	34,215	5	47.6	38.52	34.44	33.23	34.3	33.39	38.89	138	35.736	40.404	41.14	45.749	44.214	40.801	40.667	44.831	13.33
3,161,627	XSD	2023-07-28	0.88	0	0	188	74	3	22.38	27.46	26.52	27.18	28.57	31.32	36.62	192	28.871	27.389	31.292	30.827	30.544	30.265	34.581	37.511	13.33
3,161,628	XT	2023-07-28	1.9	14	0	407	6	3	23.63	19.37	17.72	16.06	15.23	23.63	23.63	50	17.379	16.733	16.257	16.584	16.65	18.19	21.576	24.16	13.33
3,161,629	XXII	2023-07-28	37.04	1,949	205	3,863	2,029	4	131.27	131.27	131.14	131.01	131.01	131.01	131.27	55	276.053	200.561	167.587	152.307	143.657	126.814	113.905	108.022	13.33
3,161,630	XYL	2023-07-28	5.35	48	22	896	2,070	3	35.08	28.49	27.06	23.8	24.34	27.1	33.46	99	14.89	16.433	18.334	17.989	18.449	20.555	25.35	28.438	13.33
3,161,631	YANG	2023-07-28	7.41	1,639	510	28,347	8,534	4	75.04	80.56	77.8	80.92	78.07	81.1	79.7	296	90.938	86.955	89.632	88.327	86.369	85.015	96.282	101.407	13.33
3,161,632	YCL	2023-07-28	4.01	257	0	1,708	80	3	31.77	21.93	19.45	19.01	19.26	20.4	23.31	72	23.259	20.481	19.622	19.774	20.171	20.372	26.726	25.052	13.33
3,161,633	YCS	2023-07-28	3.23	3	26	223	244	3	40.82	33.57	22.59	21.17	21.33	24.26	26.22	158	22.016	19.552	18.842	19.211	19.371	19.728	26.223	25.09	13.33
3,161,634	YELP	2023-07-28	4.22	75	57	31,926	3,708	6	38.97	38.55	40.45	39.52	36.44	39.89	44.33	281	42.207	35.486	37.053	36.143	33.579	32.259	31.702	42.275	13.33
3,161,635	YEXT	2023-07-28	31.43	618	11	7,311	735	4	63.06	58.77	58.745	58.72	58.72	58.72	63.57	55	37.603	106.883	90.31	82.397	76.933	74.088	67.961	63.969	13.33
3,161,636	YINN	2023-07-28	4.69	548	763	41,131	9,638	5	87.68	75.99	72.85	78.94	83.67	92.42	86.86	562	91.532	87.238	89.308	88.002	86.378	84.997	96.754	101.526	13.33
3,161,637	YORW	2023-07-28	12.08	0	0	12	0	3	20.07	31.36	33.82	20.07	26.595	33.12	33.82	32	20.072	23.82	21.472	20.57	20.537	21.893	21.253	23.583	13.33
3,161,638	YPF	2023-07-28	15.9	7,572	597	69,223	33,088	5	59.78	60.63	60.03	59.11	59.85	59.11	62.51	162	48.411	52.555	49.463	46.632	51.381	53.506	56.419	57.547	13.33
3,161,639	YRD	2023-07-28	75	0	0	148	9	3	76.56	76.56	76.56	76.56	76.56	76.56	76.56	12	57.965	61.015	67.624	72.598	73.432	82.05	104.876	106.44	13.33
3,161,640	YUM	2023-07-28	4.58	129	43	19,516	11,067	5	28.31	22.17	19.44	18.84	18.79	20.25	22.26	216	14.029	16.186	18.272	17.515	16.713	16.397	15.917	19.542	13.33
3,161,641	YUMC	2023-07-28	6.2	107	37	9,657	6,662	4	33.22	32.74	29.79	29.32	29.71	31.79	35.31	157	27.384	23.904	25.215	23.809	23.756	25.043	28.307	38.5	13.33
3,161,642	YXI	2023-07-28	11.68	0	0	45	0	2	44.05	78.73	61.39	44.05	61.39	78.73	66.03	16	30.296	29.558	30.116	29.554	29.026	28.376	32.2	33.796	13.33
3,161,643	YY	2023-07-28	11.36	26	108	11,070	1,120	4	54.01	54.01	49.625	45.48	45.24	45.24	54.01	80	38.782	43.582	45.846	44.944	43.706	44.225	54.603	62.37	13.33
3,161,644	Z	2023-07-28	4.94	1,486	434	181,459	87,359	9	56.05	46.65	44.9	47.23	45.18	46.2	46.06	321	45.1	42.546	42.855	40.519	39.332	40.285	45.735	53.68	13.33
3,161,645	ZBH	2023-07-28	4.29	49	50	2,643	1,620	3	33	26.04	23.02	20.91	21.03	22.77	23.74	121	13.425	17.089	18.472	18.352	18.131	18.035	19.61	23.628	13.33
3,161,646	ZBRA	2023-07-28	3.18	37	48	1,364	1,230	4	39.13	37.56	35.87	35.39	35.7	36.07	36.26	257	29.55	31.111	31.615	36.026	34.983	34.532	39.167	43.413	13.33
3,161,647	ZEN	2023-07-28	5.89	62	475	269	117	2	34.57	21.56	7.28	7.28	20.925	34.57	34.57	51	8.563	7.098	6.279	5.787	5.854	53.065	52.493	50.467	13.33
3,161,648	ZEUS	2023-07-28	11.22	12	0	156	124	3	47.42	45.97	45.97	45.97	46.55	47.13	47.06	51	28.087	35.948	41.07	40.995	41.392	46.404	48.205	51.708	13.33
3,161,649	ZG	2023-07-28	8.36	56	30	6,409	4,024	4	47.85	45.47	44.29	44.19	44.19	44.55	45.99	114	49.034	44.594	44.753	42.262	40.944	41.238	46.492	54.304	13.33
3,161,650	ZION	2023-07-28	7.89	1,077	354	59,143	89,187	6	50.45	46.57	44.82	43.92	45.02	46.56	48.39	278	59.616	54.987	75.57	76.471	75.074	79.109	68.009	56.847	13.33
3,161,651	ZIOP	2023-07-28	52.08	52	0	0	0	1	128.5	128.5	128.5	128.5	128.5	128.5	128.5	10	88.944	90.639	81.883	78.483	80.511	98.839	86.395	88.336	13.33
3,161,652	ZLAB	2023-07-28	12.63	11	8	482	1,877	6	56.57	75.74	58.4	56.57	73.44	59.77	75.68	119	48.849	62.981	65.942	64.609	65.399	68.461	92.075	91.757	13.33
3,161,653	ZNGA	2023-07-28	28.5	600	661	29	310	1	43.25	68.37	55.81	43.25	47.21	51.17	54.05	16	38.587	29.348	25.429	24.691	24.297	65.501	58.676	51.34	13.33
3,161,654	ZNH	2023-07-28	16.6	0	0	0	1	1	126.21	105.57	28.16	28.16	90.33	126.21	126.21	8	32.311	30.291	32.421	35.983	40.444	41.697	39.185	41.892	13.33
3,161,655	ZROZ	2023-07-28	3.08	15	61	2,211	1,693	3	35.43	25.53	23.91	21.64	20.39	22.21	23.56	104	19.27	18.907	18.167	21.231	21.276	23.196	26.314	27.876	13.33
3,161,656	ZSL	2023-07-28	7.39	1	1	418	61	3	53.66	47.73	48.62	48.46	45.5	47.08	50.22	107	52.525	52.043	51.979	48.712	48.638	51.56	55.666	60.52	13.33
3,161,657	ZTO	2023-07-28	4.14	990	2,142	20,968	38,191	6	58	59.13	43.11	35.87	41.6	43.01	48.46	200	29.758	29.635	31.33	29.273	27.479	29.188	31.132	42.437	13.33
3,161,658	ZTS	2023-07-28	4.07	665	501	8,594	11,823	4	30.54	25.91	24	23.99	23.87	25.04	27.54	194	28.078	27.248	27.374	25.499	24.435	25.348	27.279	29.961	13.33
3,161,659	ZUMZ	2023-07-28	29.05	5	2	664	328	3	51.19	49.5	48.92	48.1	48.1	51.83	51.61	54	33.989	67.671	61.481	57.945	54.832	51.956	52.916	53.09	13.33
3,161,660	ZYME	2023-07-28	37.04	28	0	1,730	958	3	72.98	72.98	64.55	64.55	72.98	72.98	72.98	29	37.884	40.126	50.864	51.219	51.27	47.771	62.957	76.511	13.33