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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
700	COLB	2019-10-14	13.52	12	2	6	7	2	31.78	26.15	23.35	22.23	22.23	29.17	25.12	34	19.786	23.727	25.58	25.179	24.103	26.24	25.715	26.132	14.57
701	COLL	2019-10-14	31.43	32	128	186	247	2	73.7	71.14	65.42	58.12	58.12	73.7	73.7	36	48.786	55.518	51.186	49.786	52.355	50.526	56.02	57.533	14.57
702	COLM	2019-10-14	5.78	135	125	276	551	4	30.47	29.24	29.34	29.06	28.95	29.47	32.27	148	19.526	22.433	25.911	24.649	23.85	24.225	28.84	27.574	14.57
703	COMM	2019-10-14	10.35	706	2,297	7,948	6,320	4	59.55	58.03	57.08	60.01	55.58	58.28	60.25	112	56.718	60.775	56.159	52.435	48.874	51.921	46.595	44.742	14.57
704	CONE	2019-10-14	8.51	142	492	6,368	4,078	4	32.22	27.52	27.62	27.2	21.44	28.22	30.45	116	19.384	27.04	32.664	30.51	29.408	28.718	28.546	29.739	14.57
705	CONN	2019-10-14	8	421	1,587	3,443	9,652	3	59.91	57.82	57.35	57.26	58.21	58.01	58.35	180	33.689	62.092	59.718	55.023	51.811	55.193	50.929	52.495	14.57
706	COO	2019-10-14	3.19	231	288	823	950	3	30.45	27.78	26.8	26.24	26.12	27.38	29.38	176	17.736	24.797	22.977	21.82	21.14	21.208	20.124	24.649	14.57
707	COOP	2019-10-14	26.11	20	1	48	1	2	82.5	54.56	72.69	50.26	82.5	50.26	82.5	16	31.907	39.724	47.058	44.974	45.532	48.905	45.912	43.767	14.57
708	COP	2019-10-14	3.64	1,557	2,210	52,163	71,069	7	33.01	31.3	30.05	30.64	31.96	30.79	30.75	282	42.825	37.1	35.351	33.375	32.267	30.819	28.337	29.922	14.57
709	COR	2019-10-14	5.04	72	144	237	270	2	29.65	24.72	22.91	24	24.67	25.47	33.04	80	21.75	27.076	28.652	27.207	25.702	24.051	21.915	25.1	14.57
710	CORE	2019-10-14	13.61	58	1	129	1	2	45.89	44.79	45.81	40.51	40.51	48.02	44.51	34	33.542	30.201	33.876	32.098	31.476	35.265	36.338	41.709	14.57
711	CORN	2019-10-14	8.05	526	199	6,411	3,712	4	29.09	21.9	20.15	20.15	20.46	20.36	21.58	168	20.393	18.46	21.052	21.899	21.224	21.656	19.194	17.165	14.57
712	CORR	2019-10-14	13.03	134	41	1,197	268	2	35.56	32.71	17.17	17.17	28.73	23.79	32.08	36	15.282	16.358	23.071	21.001	20.107	18.783	17.774	19.839	14.57
713	CORT	2019-10-14	11.01	454	731	1,637	1,980	4	53.04	51.47	52.45	48.91	52.18	51.15	51.64	152	25.234	29.948	39.783	39.837	37.256	39.428	41.855	55.73	14.57
714	COST	2019-10-14	2.37	3,321	3,539	41,228	57,424	6	25.24	23.91	22.59	22.53	23.21	24.41	25.78	520	13.603	20.619	20.576	19.044	18.006	17.554	17.161	21.161	14.57
715	COT	2019-10-14	31.43	13	24	1,282	97	2	37.39	33.35	30.475	31.41	27.6	27.6	40.27	40	18.73	22.464	30.512	28.429	27.03	27.44	27.741	26.279	14.57
716	COTY	2019-10-14	8.37	730	1,371	26,456	21,560	6	52.67	53.06	46.23	47.47	49.44	47	51.57	208	32.525	38.136	38.123	42.307	39.9	41.839	55.287	56.026	14.57
717	COUP	2019-10-14	5.74	1,337	1,826	18,500	14,644	7	50.51	50.47	49.83	49.93	49.87	50.65	49.73	452	47.721	52.13	48.084	45.613	43.657	44.934	43.895	53.292	14.57
718	COWN	2019-10-14	30.29	46	193	566	454	3	42.44	35.88	39.64	32.38	32.38	42.56	40.1	60	22.839	29.251	32.207	30.808	30.174	29.75	30.865	34.425	14.57
719	CP	2019-10-14	3.43	137	275	1,303	1,193	2	26.86	23.95	22.71	22.54	23.9	25.34	28.39	96	21.697	22.081	20.998	21.029	20.18	19.797	18.221	22.313	14.57
720	CPA	2019-10-14	5.55	27	120	1,230	710	2	36.09	36.45	35.69	36.12	36.07	36.07	38.47	70	27.224	26.051	33.974	34.815	32.629	42.932	38.2	42.799	14.57
721	CPB	2019-10-14	2.57	5,447	5,214	31,556	24,878	6	24.33	26.8	24.8	26.69	26.78	28.68	31.07	312	12.252	20.223	20.127	19.103	19.605	24.112	26.564	27.496	14.57
722	CPE	2019-10-14	20.32	1,203	173	25,654	4,414	4	80.26	80.26	56.79	56.79	79.82	80.26	58.57	84	81.251	85.76	84.203	86.156	80.765	75.037	68.518	63.149	14.57
723	CPF	2019-10-14	14.75	12	2	106	2	2	35.73	16.27	32.3	16.27	26.23	36.8	35.94	36	17.102	19.977	21.127	20.354	19.143	20.901	21.616	23.296	14.57
724	CPK	2019-10-14	6.05	3	2	16	2	2	37.98	27.09	24.01	22.96	25.06	35.56	45.86	60	11.175	13.832	16.324	16.671	17.56	18.32	17.621	22.183	14.57
725	CPL	2019-10-14	17.69	5	0	24	0	2	37.73	37.22	12.76	12.76	32.67	30.94	45.27	20	25.424	25.564	25.14	24.495	28.745	28.587	29.332	29.715	14.57
726	CPLP	2019-10-14	33.97	92	484	2,100	3,304	2	50.15	50.15	50.15	23.95	23.95	40.91	50.15	36	22.937	24.445	23.968	24.821	24.011	25.169	46.642	40.041	14.57
727	CPRT	2019-10-14	8.06	388	327	7,963	1,532	6	30.13	29.07	28.42	27.95	26.68	28.17	32.03	160	17.237	24.01	22.949	21.289	20.325	22.917	21.511	28.471	14.57
728	CPRX	2019-10-14	45.67	523	96	11,121	2,025	2	90.61	90.61	89.57	89.57	90.61	90.61	90.61	20	74.485	80.136	71.819	66.644	64.996	97.307	93.871	82.974	14.57
729	CPS	2019-10-14	12.3	33	886	149	534	2	60.91	60.91	60.465	60.05	60.02	60.02	60.91	40	39.227	65.518	68.271	64.183	61.311	62.585	57.979	54.389	14.57
730	CPSI	2019-10-14	14.75	57	55	218	56	2	36.93	37.41	37.74	34.35	34.35	36.16	44.21	34	23.801	31.162	38.39	36.145	33.773	34.993	35.353	35.059	14.57
731	CPSS	2019-10-14	75	81	43	1,121	73	2	82.17	82.17	61.38	40.59	61.38	82.17	40.59	12	34.616	27.66	24.218	25.479	23.927	31.54	34.01	38.162	14.57
732	CPT	2019-10-14	5.05	68	96	108	216	2	28.68	19.39	15.6	15.7	17.43	18.2	30.26	70	9.193	10.334	14.769	14.126	13.819	14.223	13.779	16.869	14.57
733	CPTA	2019-10-14	32.08	67	19	189	155	2	87.01	87.01	59.31	31.61	31.61	31.61	87.01	20	10.536	24.84	34.873	32.006	30.537	27.978	25.773	25.183	14.57
734	CQP	2019-10-14	3.68	291	2,257	3,607	2,909	2	43.58	24.94	20.55	22.07	23.19	24.44	33.42	116	21.389	23.896	22.903	21.352	20.629	20.844	22.229	24.779	14.57
735	CR	2019-10-14	6.46	54	65	564	203	2	32.81	27.59	26.55	27.15	29.13	30.29	32.32	66	22.53	24.77	27.917	26.656	25.614	25.802	23.798	24.436	14.57
736	CRAI	2019-10-14	13.03	7	8	8	8	2	37.18	39.92	36.7	32.65	35.74	40.51	32.65	36	23.301	25.557	30.724	30.677	30.129	42.997	41.584	37.952	14.57
737	CRBP	2019-10-14	45.67	148	93	4,399	1,288	2	80.13	80.13	71.52	62.91	62.91	62.91	80.13	20	31.829	39.156	39.553	36.965	38.011	41.587	56.385	77.401	14.57
738	CRC	2019-10-14	10.07	3,310	6,193	84,186	124,879	5	130.23	119.72	119.72	127.61	120.385	121.05	129.66	280	188.94	155.981	142.567	132.777	125.861	120.134	105.894	98.508	14.57
739	CRCM	2019-10-14	30.29	219	96	1,793	320	2	64.04	64.04	51.7	51.7	60.64	64.04	53.58	38	31.162	32.463	64.769	60.067	65.105	59.241	55.413	51.734	14.57
740	CREE	2019-10-14	3.09	846	715	23,958	9,086	6	47.93	51.18	49.13	47.65	48.11	50.67	52.84	310	40.465	59.008	54.369	51.394	51.145	49.52	43.864	45.039	14.57
741	CRESY	2019-10-14	40.83	69	49	1,132	516	2	91.65	72.88	72.88	72.88	82.265	91.65	91.65	22	37.575	48.106	89.736	82.888	77.833	69.127	58.502	53.051	14.57
742	CRH	2019-10-14	14.06	14	245	1,589	324	2	29.83	33.29	24.76	24.76	25.89	29.19	26.03	34	23.417	21.453	21.5	20.12	19.629	20.162	19.438	23.672	14.57
743	CRI	2019-10-14	6.22	325	564	843	795	4	37.65	36.33	34.96	34.87	35.44	35.87	36.6	164	31.539	34.331	38.695	36.443	34.883	33.962	32.488	31.775	14.57
744	CRIS	2019-10-14	75	335	134	6,038	329	2	122.98	122.98	113.46	103.94	113.46	122.98	103.94	12	61.585	53.663	70.721	82.261	77.146	73.813	83.06	92.355	14.57
745	CRK	2019-10-14	21.13	441	595	5,951	3,878	3	95.21	65.85	92.34	65.85	69.32	91.51	70.96	98	51.053	88.221	81.197	77.781	75.327	71.333	64.199	68.404	14.57
746	CRL	2019-10-14	3.87	119	100	396	229	2	34.57	32.85	31.86	31.87	31.81	32	32.67	76	22.494	22.182	27.025	25.585	25.49	26.289	26.717	29.752	14.57
747	CRM	2019-10-14	3.56	6,096	4,134	98,967	113,141	10	34.22	31.9	31.18	30.65	30.65	31.01	31.94	606	19.609	21.715	23.72	22.514	23.989	27.459	25.94	33.577	14.57
748	CRMD	2019-10-14	21.13	678	971	5,529	3,749	2	86.79	114.79	90.71	86.79	113.09	88.48	114.33	66	61.968	51.899	48.464	60.751	65.686	62.772	83.36	112.32	14.57
749	CRMT	2019-10-14	5.77	19	6	566	78	2	39.41	39.47	39.55	39.59	38.03	39.08	35.9	24	21.875	31.06	32.872	30.577	29.298	32.131	31.597	41.386	14.57
750	CRNT	2019-10-14	75	1,867	53	7,070	1,918	2	73.82	70.75	70.75	70.75	72.285	73.82	73.82	12	50.915	49.56	52.047	55.5	52.962	52.534	54.375	57.711	14.57
751	CROC	2019-10-14	1.79	16	5	31	5	2	74.24	12.05	27.81	40.5	51.89	74.24	74.24	42	12.63	10.858	11.77	12.419	12.329	12.516	13.49	16.328	14.57
752	CRON	2019-10-14	6.27	3,218	1,748	82,447	50,600	5	80.95	78.4	65.49	75.19	75.9	77.44	77.11	196	47.132	46.311	54.211	51.366	52.162	57.852	65.679	88.358	14.57
753	CROP	2019-10-14	3.18	5	0	5	0	2	29.17	20.38	25.34	24.76	28.91	29.32	39.07	84	11.996	13.363	15.959	14.806	14.078	14.151	13.181	14.391	14.57
754	CROX	2019-10-14	4.81	1,255	1,327	13,464	8,965	5	51.27	49.6	50.11	49.53	49.23	49.91	50.3	264	32.709	37.931	36.935	36.982	39.234	43.332	40.454	49.293	14.57
755	CRR	2019-10-14	45.67	275	2,475	1,670	1,188	2	98.64	98.64	84.14	84.14	98.64	98.64	98.64	22	81.376	129.672	121.126	116.07	116.066	110.754	95.473	84.708	14.57
756	CRS	2019-10-14	11.63	42	99	740	153	2	24.28	37.36	41.79	36.21	30.82	36.62	44.66	42	31.821	41.241	43.626	40.691	38.752	37.873	35.903	39.058	14.57
757	CRSP	2019-10-14	3.97	226	358	6,266	8,573	5	74.7	78.74	77.58	79.33	78.63	80.35	77.19	168	51.434	46.376	48.585	46.017	53.729	52.108	61.183	67.455	14.57
758	CRTO	2019-10-14	11.05	230	360	2,415	7,066	3	40.6	44.41	44.18	40.6	42.93	42.69	42.54	92	27.108	29.561	30.924	29.062	30.643	37.629	45.022	43.119	14.57
759	CRUS	2019-10-14	4.06	481	522	8,110	9,902	7	43.59	46.55	41.85	41.02	40.56	43.5	40.6	230	29.421	27.183	44.443	42.428	40.768	40.75	37.084	40.997	14.57
760	CRVL	2019-10-14	6.8	47	12	78	22	2	31.12	30.78	29.53	28.28	28.28	30.74	39.17	44	25.596	28.352	29.471	28.003	26.722	25.8	24.564	26.558	14.57
761	CRVS	2019-10-14	75	15	0	15	0	2	84.03	111.4	97.715	84.03	97.715	111.4	111.4	12	71.372	71.44	86.796	107.586	104.622	94.687	83.878	77.464	14.57
762	CRWS	2019-10-14	75	48	3	40	3	2	99.15	107.88	68.275	28.67	28.67	28.67	107.88	12	39.826	35.763	32.273	35.001	35.781	39.236	35.752	36.845	14.57
763	CRY	2019-10-14	14.75	61	47	149	99	2	48.13	44.74	44.25	44.25	44.48	44.54	48.93	32	28.936	29.047	30.068	28.529	27.689	27.254	34.679	37.334	14.57
764	CRZO	2019-10-14	12.39	7,151	406	19,797	4,020	4	67.52	66.45	49.87	70.84	90.8	61.07	65.61	122	88.847	85.183	83.818	79.887	77.413	75.142	72.134	67.051	14.57
765	CS	2019-10-14	11.24	11,380	1,200	116,332	94,821	5	27.27	27.22	26.87	26.52	27.425	28.33	40.48	152	20.21	22.682	24.423	23.276	22.22	22.561	22.947	23.5	14.57
766	CSCO	2019-10-14	3.14	8,807	7,711	291,989	298,345	8	29.57	30.98	29.7	29.2	28.97	28.63	28.81	334	22.463	23.453	30.74	28.673	27.847	28.517	24.81	26.105	14.57
767	CSD	2019-10-14	2.13	2	1	2	1	2	27.18	25.1	18.33	20.1	24.51	27.18	27.18	34	17.248	20.98	22.63	20.849	19.555	19.165	17.542	18.82	14.57
768	CSFL	2019-10-14	15.76	76	22	523	97	2	31.71	28.39	25.58	25.38	25.38	31.71	31.71	28	20.836	28.574	28.876	27.275	25.76	26.42	24.968	26.124	14.57
769	CSGP	2019-10-14	2.67	43	60	67	103	2	27.05	27.44	29.51	28.77	28.53	31.23	36.59	118	28.601	28.25	32.369	29.809	28.227	27.998	28.614	29.213	14.57
770	CSGS	2019-10-14	12.08	68	42	143	133	2	37.8	33.97	32.45	32.01	32.01	33.21	35.73	40	20.98	20.47	24.986	23.131	21.947	24.482	27.476	26.338	14.57
771	CSII	2019-10-14	11.9	372	394	679	713	2	50.03	30.05	47.87	30.05	48.05	55.64	52.26	48	37.72	38.665	39.128	38.615	37.485	36.127	36.476	40.713	14.57
772	CSIQ	2019-10-14	6.48	1,358	845	70,698	16,841	5	56.64	58.38	55.03	55.29	54.74	57.43	55.18	218	45.577	41.074	48.802	45.355	42.928	45.603	50.036	48.642	14.57
773	CSL	2019-10-14	4.09	83	153	147	259	2	30.37	30.24	29.83	29.66	29.05	32.77	45.23	52	22.049	25.526	27.305	25.556	24.39	25.033	22.828	23.688	14.57
774	CSOD	2019-10-14	6.52	304	64	2,975	416	3	39.33	35.05	34.38	36.64	33.49	34.76	42.49	112	19.063	21.826	26.699	25.521	26.007	28.375	28.74	31.321	14.57
775	CSTE	2019-10-14	16.89	34	22	2,071	2,135	2	47.19	43.39	47.73	41.37	41.37	48.69	46.97	40	27.488	31.951	37.921	35.18	33.614	33.136	31.405	41.713	14.57
776	CSTM	2019-10-14	13.23	1,438	17	5,948	132	3	48.15	48.4	47.83	48.02	46.94	47.21	47.79	86	35.612	40.11	54.968	50.886	49.639	48.599	45.759	48.281	14.57
777	CSU	2019-10-14	31.43	140	54	1,188	82	2	73.61	71.85	71.85	71.85	72.73	73.61	73.61	36	47.743	64.612	68.11	67.858	70.904	72.227	69.52	63.501	14.57
778	CSV	2019-10-14	29.05	56	205	46	208	2	35.11	31.37	34.3	31.37	33.86	32.83	38.87	38	21.046	23.743	40.965	37.824	35.184	34.905	32.179	37.776	14.57
779	CSWC	2019-10-14	15.76	26	14	133	35	2	34.09	28.4	21.88	21.88	31.44	31.14	84.07	28	14.548	15.279	16.913	15.971	15.125	14.924	14.605	18.297	14.57
780	CSX	2019-10-14	3	1,475	1,266	36,490	42,471	7	32.2	31.15	28.65	28.21	28.19	29.65	30.29	382	22.301	21.739	22.695	28.626	26.922	25.439	23.184	24.215	14.57
781	CTAS	2019-10-14	3.41	109	188	533	1,919	2	26.85	24.36	24.19	23.65	23.83	24.49	27.18	104	24.42	24.751	24.262	27.23	25.535	23.638	22.083	23.845	14.57
782	CTB	2019-10-14	3.82	98	482	221	575	4	40.46	38.1	35.67	35.53	36.95	35.58	39.4	224	27.338	34.245	39.543	36.472	33.893	32.765	30.744	37.438	14.57
783	CTBI	2019-10-14	13.1	8	14	8	19	2	27.74	34.86	26.84	26.84	32.91	68.17	58.71	36	17.264	26.327	25.621	24.914	23.064	22.956	23.328	23.607	14.57
784	CTG	2019-10-14	75	118	17	187	17	2	48.83	48.83	48.83	48.83	48.83	48.83	48.83	12	13.509	28.388	33.087	30.735	30.019	31.431	35.576	37.185	14.57
785	CTL	2019-10-14	11.09	2,474	4,429	132,924	248,104	5	52.88	51.69	54.11	46.12	50.78	53.46	70.71	176	28.541	38.955	41.613	40.35	38.99	38.684	40.321	41.377	14.57
786	CTLT	2019-10-14	11.22	510	31	1,220	263	2	35.33	36.58	32.67	30.95	33.75	30.95	35.33	48	24.055	24.87	27.47	25.692	26.922	26.334	29.776	32.247	14.57
787	CTMX	2019-10-14	33.97	128	6	165	10	2	75.88	75.88	68.15	68.15	75.88	75.88	75.88	32	49.337	55.433	57.115	57.662	56.051	56.582	67.572	67.334	14.57
788	CTRA	2019-10-14	11.53	110	36	118	235	2	48.13	50.74	49.435	49.58	54.355	60.58	79.79	44	60.553	60.492	54.373	54.029	50.763	46.483	40.076	35.797	14.57
789	CTRC	2019-10-14	75	30	30	24	550	2	103.44	103.44	99.73	99.73	103.44	103.44	103.44	12	80.096	77.384	71.736	71.411	72.584	73.22	69.866	75.109	14.57
790	CTRE	2019-10-14	15.89	73	51	1,506	178	2	28.58	22.59	24.17	22.59	23.72	28.58	28.58	28	14.729	20.099	19.919	20.268	20.406	20.084	19.718	22.155	14.57
791	CTRN	2019-10-14	29.05	11	6	11	22	2	37.62	48.53	50.06	37.62	42.52	44.56	50.06	46	25.003	57.973	51.609	48.246	46.009	50.672	46.194	45.906	14.57
792	CTRP	2019-10-14	2.93	3,536	3,013	72,199	69,143	8	42.34	43.27	44.39	43.1	44.1	43.77	44.71	454	40.214	45.185	45.831	43.637	44.269	43.027	45.977	48.548	14.57
793	CTS	2019-10-14	15.08	31	0	31	0	2	35.56	32.64	30.88	30.02	32.84	30.02	37.29	32	17.793	28.73	35.093	32.228	30.485	30.831	29.276	28.943	14.57
794	CTSH	2019-10-14	2.65	587	335	16,295	19,410	5	26.93	28.74	28.42	28.04	27.37	28.73	27.31	260	19.78	19.413	21.893	20.542	20.541	28.093	25.385	25.468	14.57
795	CTSO	2019-10-14	52.08	25	41	637	57	2	66.56	66.56	63.47	63.47	66.56	66.56	66.56	18	68.295	67.729	65.291	62.976	61.67	59.832	54.643	57.816	14.57
796	CTT	2019-10-14	37.04	45	12	75	32	2	27.71	27.71	21.81	19.67	25.25	19.67	27.71	32	15.601	16.249	18.745	19.289	19.56	19.539	20.416	24.719	14.57
797	CTWS	2019-10-14	8.44	0	3	0	4	2	28.46	21.36	13.73	15.63	31.85	43.75	55.05	56	3.44	3.601	4.247	5.518	7.412	7.174	9.04	13.876	14.57
798	CTXS	2019-10-14	2.56	1,279	3,873	20,306	21,249	6	27.59	25.96	24.94	24.28	25.57	26.72	29.02	310	12.009	11.571	16.4	15.373	14.664	14.088	13.973	16.135	14.57
799	CUB	2019-10-14	8.44	98	114	436	379	3	36.15	31.51	36.62	33.08	34.22	33.35	35.89	76	22.786	24.604	31.373	28.895	28.494	28.842	30.457	32.72	14.57