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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
600	CHD	2019-10-14	7.32	90	475	1,944	2,544	2	27.22	23.71	22.91	22.46	25.06	22.41	25.09	62	13.029	18.671	18.62	17.564	17.486	17.866	19.387	22.198	14.57
601	CHDN	2019-10-14	5.23	72	54	3,163	203	2	32.71	24.96	26.91	26.23	25.98	29.46	29.63	72	16.378	18.917	28.22	26.533	25.592	28.3	26.248	29.162	14.57
602	CHE	2019-10-14	3.14	54	278	260	308	2	29.49	26.43	25.22	24.47	24.74	25.92	36.55	108	20.192	19.135	19.917	19.537	18.917	18.341	17.099	22.421	14.57
603	CHEF	2019-10-14	13.61	20	86	30	86	2	40.62	39.58	35.9	35.17	39.21	35.17	38.48	36	20.195	24.907	24.175	25.347	26.222	26.096	27.84	34.464	14.57
604	CHGG	2019-10-14	13.48	517	1,232	13,661	4,999	4	52.11	50.31	50.34	48.48	52.35	48.48	51.53	86	35.468	34.738	39.901	39.337	38.441	40.692	37.888	42.266	14.57
605	CHH	2019-10-14	6.61	36	17	46	36	2	31.63	23.75	22.18	22.31	22.15	25.61	30.72	60	13.8	14.498	21.306	19.834	19.211	18.93	17.837	19.713	14.57
606	CHIC	2019-10-14	4.32	0	40	0	40	2	126.07	126.07	126.07	68.77	68.35	77.13	81.84	36	88.09	64.982	56.108	52.032	47.911	43.731	40.49	37.67	14.57
607	CHIQ	2019-10-14	7.48	102	34	340	34	2	32.31	30.33	34.56	42.91	52.34	38.4	45.34	84	19.588	21.999	25.455	24.014	23.521	25.298	24.015	26.728	14.57
608	CHIX	2019-10-14	7.48	32	90	212	478	2	34.45	23.84	14.03	19.57	23.98	20.83	29.43	86	15.876	16.956	21.234	19.596	20.101	21.342	22.452	23.02	14.57
609	CHK	2019-10-14	27.09	7,130	3,118	697,451	192,730	6	94.91	94.91	94.3	93.69	93.69	93.69	94.91	108	95.259	105.898	97.405	90.585	86.578	83.261	75.179	74.948	14.57
610	CHKP	2019-10-14	4.16	996	530	4,513	7,149	3	27.89	25.64	24.77	24.72	24.79	24.92	27.42	144	21.286	19.124	19.986	18.837	17.715	18.719	19.899	20.506	14.57
611	CHL	2019-10-14	5.74	613	225	4,755	6,534	2	37.07	24.75	17.4	17.83	18.07	19.14	24.36	42	13.937	14.113	19.939	18.401	18.03	17.177	17.361	19.271	14.57
612	CHMA	2019-10-14	61.11	13	1	154	1	2	82.22	82.22	82.22	82.22	82.22	82.22	82.22	14	50.996	54.086	85.606	82.939	77.538	72.94	76.775	87.901	14.57
613	CHRS	2019-10-14	17.08	61	346	2,152	569	2	69.54	60.97	69.76	60.97	74.44	71.64	75.95	30	62.215	54.656	63.109	63.737	61.458	58.534	55.708	60.534	14.57
614	CHRW	2019-10-14	4.4	1,406	878	6,501	9,080	5	24.57	26.47	25.56	25.62	25.73	24.97	29.43	228	19.684	23.428	24.647	23.998	22.944	24.653	22.009	22.532	14.57
615	CHS	2019-10-14	35.75	477	198	8,781	1,776	6	68.38	60.61	60.61	60.61	64.495	68.38	68.38	73	61.178	94.834	85.249	78.517	75.635	71.219	63.71	66.182	14.57
616	CHT	2019-10-14	14.03	27	15	109	154	2	33.96	20.05	9.19	9.19	14.83	11.01	25.51	32	6.867	7.873	9.411	8.942	9.708	9.596	9.388	10.636	14.57
617	CHTR	2019-10-14	1.72	3,280	1,083	11,872	17,184	6	30.25	27.52	26.97	26.91	26.74	27.72	31.21	508	17.556	17.04	17.656	16.385	15.66	16.071	22.547	26.136	14.57
618	CHU	2019-10-14	14.68	346	1,138	1,966	3,996	2	28.98	23.85	23.85	27.62	24.615	25.38	26.94	68	17.555	21.1	25.992	24.228	23.62	22.927	23.574	24.551	14.57
619	CHUY	2019-10-14	11.68	104	90	428	700	2	44.61	41.36	42.36	41.36	42.19	44.61	44.61	40	19.477	23.12	34.059	32.255	33.05	40.553	38.062	45.108	14.57
620	CI	2019-10-14	3.18	2,515	5,265	48,107	49,243	6	35.07	33.69	33.64	33.27	33.38	33.5	34.11	446	26.351	31.568	32.707	34.999	32.534	30.996	32.057	30.168	14.57
621	CIA	2019-10-14	52.08	210	1	529	5	2	37.79	37.79	37.79	27.49	27.49	37.79	37.79	20	24.754	30.982	31.598	29.055	27.357	27.496	26.506	28.206	14.57
622	CIB	2019-10-14	10.35	1	0	1	0	2	38.29	30.18	29.135	28.09	29.375	30.66	39.32	42	18.335	21.81	27.933	25.778	25.375	26.366	25.459	27.373	14.57
623	CIBR	2019-10-14	3.61	29	10	150	20	2	27.55	24.02	19.97	24.79	28.41	35.19	30.6	68	18.039	16.526	19.339	18.184	17.464	18.977	18.423	21.638	14.57
624	CIEN	2019-10-14	4.1	1,632	805	26,861	25,802	5	40.28	37.54	36.08	35.81	36.42	36.77	37.89	268	35.096	32.792	33.406	31.541	53.927	48.867	42.82	41.111	14.57
625	CIM	2019-10-14	9.87	340	190	4,704	5,993	2	35.66	19.87	15.11	13.57	13.99	19.28	29.71	74	11.69	12.649	13.55	12.605	11.788	11.635	10.715	13.899	14.57
626	CINF	2019-10-14	5.92	187	291	1,417	1,121	2	26.3	24.11	22.61	22.42	22.52	23.31	29.04	72	18.619	17.934	20.087	18.893	18.353	19.401	17.398	19.521	14.57
627	CIO	2019-10-14	31.43	318	139	8,902	260	2	37.1	50.34	30.95	29.8	37.66	29.8	56.14	38	15.635	16.384	15.744	15.164	15.468	16.029	21.228	22.052	14.57
628	CIR	2019-10-14	12.12	29	24	311	605	2	41.06	41.06	38.5	38.5	38.59	41.06	40.22	38	24.484	28.92	31.19	41.129	38.132	68.985	64.503	58.39	14.57
629	CISN	2019-10-14	33.97	10	212	202	1,583	2	61.21	53.17	53.17	53.17	56	58.83	56.68	30	37.223	38.077	76.694	69.834	64.863	57.92	50.221	45.192	14.57
630	CIT	2019-10-14	3.78	462	405	5,336	2,031	2	31.28	28.63	28.21	28.11	27.43	29.52	37.3	126	22.115	28.75	32.047	30.378	28.596	27.776	26.897	26.283	14.57
631	CIVB	2019-10-14	15.76	10	0	0	0	2	25.73	30.2	26.99	25.73	30.69	31.09	33.01	28	8.767	21.442	23.961	23.043	23.096	23.868	26.254	28.211	14.57
632	CJ	2019-10-14	30.29	55	111	86	122	2	56.43	67.92	61.62	56.43	61.88	67.92	67.92	36	57.874	54.802	69.298	65.022	71.52	66.128	58.192	54.62	14.57
633	CKH	2019-10-14	12.57	44	40	85	53	2	35.71	35.71	32.3	31.73	31.73	34.7	35.71	38	35.977	34.24	33.575	31.219	31.576	30.865	30.256	29.878	14.57
634	CL	2019-10-14	2.55	1,461	1,737	44,273	35,922	6	35.53	28.93	24.57	20.74	20	21.59	23.21	282	17.038	16.656	20.9	19.434	18.918	18.956	16.791	19.136	14.57
635	CLAR	2019-10-14	31.43	5	24	12	25	2	39.79	30.1	39.79	30.1	33.91	38.66	39.79	38	31.456	28.628	40.743	38.676	36.007	35.003	33.22	35.36	14.57
636	CLB	2019-10-14	9.46	111	115	2,510	3,816	3	49.28	47.17	46.63	46.76	46.09	46.09	47.17	76	53.457	49.081	54.062	50.429	49.697	49.023	44.022	41.617	14.57
637	CLBS	2019-10-14	45.67	47	31	132	32	2	89.09	89.09	83.09	83.09	89.09	89.09	89.09	22	114.088	93.051	79.195	76.311	73.29	66.941	68.595	71.01	14.57
638	CLCT	2019-10-14	15.89	37	41	155	545	2	42.39	41.37	40.41	36.44	36.44	45.08	44.03	32	41.204	46.862	43.595	42.629	42.285	46.867	41.921	36.859	14.57
639	CLDR	2019-10-14	10.1	4,645	1,345	81,334	355,554	8	56.27	57.09	52.71	51.36	51.36	56.07	58.33	164	36.155	52.394	49.756	45.707	83.019	75.435	68.219	68.493	14.57
640	CLDT	2019-10-14	29.05	35	43	348	231	2	24.54	24.54	21.765	18.99	20.205	21.42	24.54	48	8.4	18.133	21.14	20.127	19.886	18.836	18.856	20.455	14.57
641	CLDX	2019-10-14	52.08	196	164	981	174	2	112.57	112.57	107.93	103.29	103.29	103.29	112.57	20	39.214	50.749	52.695	50.905	52.049	53.783	93.121	89.648	14.57
642	CLF	2019-10-14	11.82	5,814	5,410	163,282	184,898	6	57.68	54.3	61.05	58.79	55.44	61.91	59.29	168	56.779	64.086	62.628	57.661	54.873	51.893	52.803	52.016	14.57
643	CLFD	2019-10-14	30.29	20	45	24	249	2	52.19	52.19	49.765	47.34	49.765	52.19	50.41	42	34.217	48.658	49.873	45.237	42.515	40.612	38.639	42.75	14.57
644	CLGX	2019-10-14	12.56	10	19	185	19	2	25.2	34.09	25.69	25.2	25.88	30.34	25.77	38	18.719	19.852	30.066	27.877	27.042	27.496	26.999	25.886	14.57
645	CLH	2019-10-14	7.97	32	14	100	38	2	31.01	30.87	27.82	28.66	27.41	29.76	29.1	58	24.194	25.331	29.218	27.285	25.79	26.397	28.524	28.939	14.57
646	CLI	2019-10-14	15.76	264	60	666	115	2	22.48	28.19	25.03	22.48	23.9	24.25	33.03	28	15.896	20.565	21.394	20.065	20.102	20.256	19.966	23.713	14.57
647	CLLS	2019-10-14	31.43	107	135	525	200	2	34.29	78.43	56.36	55.16	56.36	78.43	78.43	38	46.159	48.038	50.759	48.174	47.66	45.872	44.148	44.024	14.57
648	CLMT	2019-10-14	31.15	1,179	1,765	20,123	12,209	3	64.77	61.69	61.69	61.69	63.23	64.77	64.77	54	46.834	50.001	52.984	51.018	49.54	51.139	62.06	67.852	14.57
649	CLNE	2019-10-14	45.67	373	293	8,803	1,300	2	63.64	63.64	62.35	62.35	63.64	63.64	63.64	22	35.364	34.36	46.533	45.384	43.843	42.625	58.586	55.553	14.57
650	CLNY	2019-10-14	61.11	575	462	14,881	4,344	2	37.7	35.25	35.25	35.25	36.475	37.7	37.7	16	29.208	30.47	37.494	34.807	33.075	31.11	30.531	30.371	14.57
651	CLR	2019-10-14	3.51	1,114	1,643	25,047	26,586	6	53.44	54.29	52.36	53.83	52.22	53.73	53.93	288	94.978	75.322	68.565	63.307	61.292	61.048	54.496	50.902	14.57
652	CLS	2019-10-14	40.83	71	450	288	581	2	44.31	44.31	42.21	40.11	40.11	40.11	44.31	24	24.823	34.082	33.226	32.062	29.949	36.745	39.135	35.527	14.57
653	CLVS	2019-10-14	9.8	1,793	1,680	79,656	27,937	4	109.19	132.74	120.965	109.19	123.065	136.94	132.43	190	59.114	73.305	100.706	95.207	92.295	83.861	75.788	83.2	14.57
654	CLW	2019-10-14	26.64	64	39	8,201	413	3	67.78	66.6	63.16	63.08	63.08	63.51	66.54	68	47.015	54.662	67.111	62.32	58.791	57.803	53.568	50.602	14.57
655	CLX	2019-10-14	2.6	422	419	4,712	6,224	5	33.45	24.83	21.94	22.31	22.86	22.15	23.42	262	19.904	19.868	20.197	19.347	19.103	21.346	20.43	21.256	14.57
656	CM	2019-10-14	6.96	805	147	7,219	5,439	2	28.12	19.16	15.31	16.02	18.77	19.29	27.63	66	13.628	14.669	15.55	14.483	13.884	15.967	15.113	15.293	14.57
657	CMA	2019-10-14	4.27	1,922	2,574	5,726	9,383	4	32.53	30.57	30.79	29.11	28	32.18	34.2	196	24.318	27.738	32.088	31.316	29.538	28.711	27.748	26.532	14.57
658	CMC	2019-10-14	6.17	356	84	3,001	443	2	48.75	41.35	39.54	38.72	39.92	39.99	41.25	68	42.531	45.162	43.935	40.542	39.528	39.946	37.95	38.102	14.57
659	CMCM	2019-10-14	13.25	1,156	1,232	7,035	2,186	3	99.08	99.08	82.785	66.49	82.785	99.08	99.08	136	40.769	103.415	88.404	80.457	76.127	70.85	61.731	73.008	14.57
660	CMCO	2019-10-14	13.03	219	210	349	119	2	39.49	38.23	38.145	38.06	38.775	39.49	39.49	38	28.746	39.57	39.248	36.304	34.384	38.502	35.492	37.274	14.57
661	CMCSA	2019-10-14	3.51	5,654	3,250	226,484	320,257	7	23.67	26.23	24.04	23.8	24.18	24.58	28.24	248	15.941	19.803	20.5	19.556	18.935	18.76	17.935	22.111	14.57
662	CMD	2019-10-14	7.37	140	124	170	199	2	43.58	45.71	35.09	38.65	42.33	39.95	41.28	70	36.351	39.512	41.047	38.788	37.022	34.442	34.884	31.925	14.57
663	CME	2019-10-14	3.53	26,356	1,795	17,968	22,171	9	23.92	24.42	24.11	23.44	23.88	25.05	30.1	481	22.6	23.504	24.434	22.717	22.169	20.844	19.117	19.069	14.57
664	CMG	2019-10-14	1.24	1,541	3,017	25,507	56,146	8	36.53	34.31	33.64	33.77	33.82	34.02	35.94	1,394	23.583	26.365	27.298	25.327	24.375	26.656	27.206	29.346	14.57
665	CMI	2019-10-14	3.11	796	719	14,697	13,687	6	31.16	29.02	27.75	27.15	27.38	28.19	28.8	348	23.676	26.53	30.443	28.131	26.67	26.561	23.891	24.61	14.57
666	CMO	2019-10-14	45.67	8	18	172	38	2	21.35	21.35	21.35	21.35	21.35	21.35	21.35	24	18.437	21.229	22.401	21.875	20.898	19.952	18.236	20.376	14.57
667	CMP	2019-10-14	5.9	166	132	1,257	774	2	45.56	33.02	33.27	33.51	33.06	35.69	37.09	66	33.369	37.061	40.664	37.734	35.869	35.182	33.69	40.058	14.57
668	CMPR	2019-10-14	5.12	75	73	200	100	2	45.32	45.29	44.75	44.28	44.55	44.5	45.7	110	24.731	36.934	39.333	38.144	37.326	37.286	47.932	43.929	14.57
669	CMRE	2019-10-14	29.29	358	136	3,013	1,329	2	41.54	34.44	39.62	30.83	30.83	41.58	41.81	44	24.53	29.356	34.512	32.066	30.416	31.069	30.803	34.439	14.57
670	CMS	2019-10-14	9.98	21	30	2,524	196	2	33.97	25.81	17.13	17.25	21.16	20.91	33.97	46	12.874	14.297	15.031	14.002	14.208	14.806	13.851	15.733	14.57
671	CMTL	2019-10-14	15.69	38	39	94	37	2	45.85	39.86	41.35	36.19	44.15	36.19	47.12	34	66.1	50.91	45.293	41.386	48.468	45.584	41.911	42.165	14.57
672	CNA	2019-10-14	12.19	14	8	26	46	2	25.33	25.33	19.53	19.53	20.42	21.23	25.33	40	16.943	17.106	19.019	18.057	17.481	16.809	18.919	20.318	14.57
673	CNC	2019-10-14	4.07	1,384	2,744	68,076	76,797	5	37.88	36.7	36.44	36.19	36.19	37.88	36.15	324	24.568	25.3	28.335	27.579	27.188	33.446	34.12	33.181	14.57
674	CNCE	2019-10-14	37.04	406	114	1,281	478	2	74.52	65.96	65.96	65.96	70.24	74.52	74.52	32	129.303	107.323	91.239	82.967	80.189	74.567	71.999	70.159	14.57
675	CNDT	2019-10-14	31.43	405	234	28,108	1,064	4	75.78	75.78	73.245	70.71	70.71	70.71	75.78	52	41.397	52.82	71.964	67.272	62.313	80.087	67.864	62.27	14.57
676	CNET	2019-10-14	75	40	20	40	100	2	49.05	99.83	74.44	49.05	74.44	99.83	99.83	12	18.108	36.836	40.738	42.045	45.767	46.403	67.781	83.703	14.57
677	CNHI	2019-10-14	33.97	185	740	3,253	2,106	4	38.42	38.42	25.15	25.15	34.57	30.22	38.42	66	30.357	39.003	38.032	35.225	33.604	32.807	29.582	31.234	14.57
678	CNI	2019-10-14	6.03	91	150	1,396	1,264	2	22.36	20.6	22.26	21.25	18.35	21.05	22.44	68	18.862	18.893	19.377	19.191	18.027	17.28	15.909	19.341	14.57
679	CNK	2019-10-14	13.03	36	24	393	324	2	46.87	40.45	15.71	15.71	35	20.36	31.69	36	18.326	19.736	26.071	25.965	25.079	23.547	24.053	25.059	14.57
680	CNMD	2019-10-14	5.92	15	63	53	78	2	30.37	28.78	29.35	28.28	26.6	28.72	35.02	72	18.883	20.457	24.566	23.058	22.859	22.842	22.553	25.329	14.57
681	CNNE	2019-10-14	14.75	2	0	2	0	2	22.23	26.18	24.205	22.23	24.92	27.61	36.94	34	29.72	30.16	30.456	27.745	27.606	26.488	24.122	25.78	14.57
682	CNO	2019-10-14	6.96	92	98	265	307	2	38.62	32.73	27.86	29.19	27.74	30.77	39.48	68	26.755	30.912	33.953	31.974	29.776	28.81	27.399	27.718	14.57
683	CNOB	2019-10-14	15.76	92	5	64	5	2	39.9	31.31	30.35	29.39	30.03	30.67	39.41	28	15.358	23.968	27.148	25.906	24.609	24.783	24.195	26.11	14.57
684	CNP	2019-10-14	3.48	130	122	2,226	900	2	26.71	23.03	22.06	20.41	18.93	20.66	23.52	68	17.564	20.4	19.674	18.403	18.276	18.269	16.819	16.834	14.57
685	CNQ	2019-10-14	4.24	1,918	1,622	26,501	11,798	5	36.59	35.35	37.05	35.11	33.76	37.01	35.01	228	54.335	45.303	41.475	39.346	36.85	35.282	32.902	34.522	14.57
686	CNR	2019-10-14	61.11	59	19	4,092	162	2	53.9	63.19	58.545	53.9	58.545	63.19	63.19	16	29.102	60.8	82.081	78.06	75.056	71.884	63.77	58.409	14.57
687	CNS	2019-10-14	11.68	28	19	39	19	2	38.79	31.61	23.25	23.25	23.29	23.71	39.1	40	25.768	25.472	25.4	24.251	23.944	23.094	21.533	22.571	14.57
688	CNTY	2019-10-14	40.83	104	2,209	377	6,267	2	37.23	37.23	37.23	37.23	37.23	37.23	37.23	28	27.81	34.69	35.56	32.881	37.514	35.126	32.491	35.964	14.57
689	CNX	2019-10-14	18.99	715	1,359	9,105	188,517	5	67.15	64.15	66.87	64.14	66.22	64.14	67.38	134	55.047	53.494	79.008	73.024	69.72	66.89	59.955	52.695	14.57
690	CNXM	2019-10-14	30.29	202	97	2,600	20,330	2	49.89	49.89	25.61	25.61	45.46	26.61	49.89	42	18.538	24.45	28.44	27.141	28.162	26.146	27.714	27.705	14.57
691	CNXN	2019-10-14	14.06	3	3	7	4	2	48.02	34.84	33.04	33.04	33.74	34.16	43.86	34	16.773	27.685	55.118	50.383	46.783	42.959	42.587	48.185	14.57
692	CNXT	2019-10-14	4.13	6	55	6	54	2	46.82	34.06	27.45	24.68	31.34	30.09	32.92	86	21.037	21.384	23.621	23.198	23.902	27.822	30.595	30.782	14.57
693	CNYA	2019-10-14	4.01	16	19	11	46	1	39.91	31.67	27.47	23.35	52.22	73.75	95.69	52	16.318	16.038	21.823	20.893	21.494	24.239	25.569	25.838	14.57
694	CO	2019-10-14	52.08	42	38	1,469	56	2	57.73	57.73	41.9	41.9	57.73	57.73	57.73	18	30.778	71.414	61.644	56.652	55.097	51.421	44.888	42.341	14.57
695	CODI	2019-10-14	29.05	96	47	1,602	318	2	35.58	26.87	25.785	26.65	24.7	24.7	35.58	48	17.008	15.557	20.852	20.096	20.464	24.166	21.931	25.604	14.57
696	COF	2019-10-14	2.57	993	1,891	22,198	35,031	6	30.9	28.72	28.21	27.78	28.3	30.44	29.24	332	21.893	24.261	29.572	27.876	26.362	27.376	24.816	25.391	14.57
697	COG	2019-10-14	6.48	1,624	448	58,415	33,862	5	37.51	36.99	35.95	36.55	36.22	36.7	41.08	192	27.445	26.757	36.856	34.431	32.829	30.83	28.145	30.951	14.57
698	COHR	2019-10-14	4.23	234	432	1,708	2,279	3	49.76	43.56	45.97	45.87	46.13	47.72	44.82	196	32.957	44.415	48.595	45.157	43.561	46.722	44.148	47.896	14.57
699	COHU	2019-10-14	30.29	225	34	526	193	2	53.6	55.34	53.83	49.56	49.56	55.05	51.79	42	34.064	37.372	46.606	43.889	43.348	55.677	48.981	49.304	14.57