Datasets:

gauss314
/

options-IV-SP500

Dataset card Viewer Files Files and versions Community

Split (1)

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
800	CUBE	2019-10-14	14.06	6	15	287	130	2	23.39	23.39	22.36	21.33	22.035	22.74	23.39	34	13.902	12.912	14.462	14.368	14.016	13.841	14.731	17.476	14.57
801	CUBI	2019-10-14	15.76	109	18	107	22	2	35.49	33.8	33.215	32.63	32.63	32.63	35.49	28	26.521	32.563	36.395	34.535	32.457	31.358	31.643	32.619	14.57
802	CUK	2019-10-14	12.19	20	76	39	122	2	29.48	31.03	29.265	28.82	27.5	27.5	41.08	40	35.269	34.195	30.792	28.617	31.225	28.863	27.722	28.383	14.57
803	CULP	2019-10-14	29.05	4	10	29	13	2	33.06	44.36	38.71	40.8	37.64	42.22	43.23	44	37.304	44.602	40.652	36.852	34.929	32.779	31.645	32.821	14.57
804	CURE	2019-10-14	1.88	165	19	198	41	2	43.12	47.29	46.89	47.07	47.2	46.83	44.21	116	40.627	39.832	43.909	41.352	39.888	39.544	40.355	47.291	14.57
805	CUTR	2019-10-14	25.53	82	64	223	164	2	59.6	57.83	58.85	57.19	57.19	57.45	67.21	46	36.738	39.302	78.92	74.381	70.579	65.594	59.974	65.411	14.57
806	CUZ	2019-10-14	25.53	35	1,022	45	1,023	3	34.4	23.3	20.01	20.01	63.37	31.08	39.72	56	18.955	17.628	20.174	19.278	20.592	19.088	20.184	20.674	14.57
807	CVA	2019-10-14	29.05	131	71	1,977	571	2	89.67	57.42	16.23	16.23	37.68	24.04	36.08	48	26.007	23.33	25.304	23.191	22.521	22.487	22.474	24.566	14.57
808	CVBF	2019-10-14	15.76	6	42	136	42	2	21.77	27.29	24.53	24.91	24.175	26.58	28.76	28	16.343	23.726	23.897	22.272	21.343	21.526	22.037	22.323	14.57
809	CVCO	2019-10-14	4.29	528	87	404	87	2	48.6	42.61	39.44	38.71	39.48	41.95	47.1	98	26.49	35.158	38.456	35.857	36.867	41.977	45.301	47.614	14.57
810	CVCY	2019-10-14	15.76	16	0	16	0	2	38.91	28.8	51.54	28.8	67.87	72.43	55.74	28	29.114	33.934	30.556	30.154	29.241	27.287	23.83	24.856	14.57
811	CVE	2019-10-14	14.15	776	1,714	33,636	25,561	5	33.85	50.24	41.59	33.85	42.35	37.94	48.76	132	58.188	48.139	45.649	42.04	40.552	38.628	38.435	42.514	14.57
812	CVEO	2019-10-14	61.11	156	38	136	169	2	111	111	74.5	74.5	111	111	111	14	60.93	58.577	57.498	56.561	58.53	61.266	60.976	66.426	14.57
813	CVGI	2019-10-14	40.83	355	20	1,475	21	2	56.87	56.87	56.87	53.31	53.31	56.87	56.87	26	41.168	62.008	56.849	52.678	50.615	49.478	45.402	50.116	14.57
814	CVGW	2019-10-14	5.9	119	84	273	184	2	35.48	34.58	33.29	33.96	33.46	33.97	35.29	72	18.997	28.647	26.794	25.42	25.851	26.223	26.495	28.931	14.57
815	CVI	2019-10-14	11.22	197	73	1,515	1,224	2	29.72	39.46	43.54	29.72	32	38.19	47.22	46	32.377	32.772	36.254	33.452	31.812	34.656	31.717	37.867	14.57
816	CVLT	2019-10-14	6.14	274	882	334	1,219	2	42.7	31.28	32.71	32.34	32.34	31.5	34.91	48	23.948	23.938	33.892	31.264	29.069	34.013	30.646	30.5	14.57
817	CVM	2019-10-14	40.83	1,457	781	31,153	21,931	8	110.33	110.33	110.33	110.33	110.33	110.33	110.33	108	64.666	69.704	71.856	84.747	102.611	107.19	98.928	106.96	14.57
818	CVNA	2019-10-14	6.95	3,361	2,395	42,038	15,947	8	61.57	63.79	62.79	65.63	63.19	64.55	60.89	384	44.528	47.206	70.117	66.6	65.563	64.079	63.53	68.15	14.57
819	CVS	2019-10-14	3.05	3,514	2,861	465,380	176,548	7	28.99	25.55	28.25	27.22	26.49	29.61	29.5	440	19.719	21.132	25.171	24.818	23.945	24.066	26.735	27.302	14.57
820	CVTI	2019-10-14	30.29	26	38	52	103	2	64.84	46.94	44.7	41.4	41.4	41.53	51.29	34	35.083	49.209	49.06	50.119	48.255	48.35	43.366	40.551	14.57
821	CVX	2019-10-14	2.7	4,429	3,215	140,019	125,935	7	32.49	25.88	22.98	21.95	22.14	22.93	24.53	350	19.978	18.988	20.078	18.716	17.712	18.288	18.468	21.125	14.57
822	CVY	2019-10-14	4.67	9	1	11	2	2	38.88	23.03	29.23	33.99	38.88	34.59	38.88	20	13.434	15.221	17.16	15.736	14.964	14.705	13.231	13.711	14.57
823	CW	2019-10-14	13.6	83,935	422	185	665	3	31.97	26	24.79	25.23	23.88	26.62	36.14	71	17.563	17.786	21.221	20.949	20.644	22.388	21.713	23.183	14.57
824	CWB	2019-10-14	1.97	45	883	926	1,263	2	24.54	19.03	10.09	10.06	11.99	16.59	23.51	84	9.561	8.152	9.877	9.138	8.889	9.608	9.336	11.586	14.57
825	CWCO	2019-10-14	30.29	112	6	180	15	2	31.38	31.52	28.6	27.37	32.8	27.37	35.91	42	30.459	31.431	28.893	26.952	25.63	27.081	26.796	28.258	14.57
826	CWEB	2019-10-14	5.03	92	93	167	102	2	51.45	56.81	54.52	59.55	62.55	69.06	82.96	96	47.881	48.954	54.271	51.056	52.106	54.084	53.79	65.524	14.57
827	CWEN	2019-10-14	29.05	219	398	1,431	511	3	34.24	23.23	29.04	18.57	18.57	25.31	34.24	56	21.273	20.701	22.503	21.707	21.815	21.167	25.185	31.193	14.57
828	CWH	2019-10-14	9.74	1,067	1,084	10,732	7,806	5	60.49	71.75	76.41	60.49	63.35	67.96	78.44	176	54.724	59.489	69.033	63.864	60.556	62.926	57.911	63.017	14.57
829	CWI	2019-10-14	3.69	4	0	0	0	2	40.77	19.87	24.09	27.75	32.69	40.77	40.77	56	211.302	149.648	122.724	109.813	100.348	87.18	71.412	56.27	14.57
830	CWST	2019-10-14	13.16	319	63	1,331	558	2	49.32	30.54	38.08	30.54	35.61	34.16	40.95	36	31.072	35.321	33.32	31.109	29.886	27.311	29.458	33.304	14.57
831	CWT	2019-10-14	11.68	62	31	210	256	2	25.81	20.64	20.64	20.93	22.135	23.63	21.75	40	19.053	19.157	19.657	19.558	19.024	17.915	18.912	20.956	14.57
832	CX	2019-10-14	24.49	4,684	2,102	97,582	41,994	5	39.51	40.65	38.58	36.51	38.78	41.05	38.01	134	32.085	41.838	41.876	40.738	40.012	37.968	36.865	37.772	14.57
833	CXDC	2019-10-14	75	322	15	738	89	2	84.45	84.45	83.745	83.04	83.04	83.04	84.45	12	67.6	56.397	59.001	56.49	53.848	49.776	53.175	63.965	14.57
834	CXO	2019-10-14	3.08	2,626	2,561	50,903	23,906	6	50.59	50.47	50.5	49.49	49.68	51.27	49.84	346	33.654	40.854	61.986	56.757	53.837	50.619	48.026	44.928	14.57
835	CXP	2019-10-14	15.76	86	57	151	92	2	25	21.22	21.22	21.25	23.755	26.29	28.62	28	16.258	16.502	18.627	17.758	18.564	17.916	17.323	19.422	14.57
836	CXW	2019-10-14	10.56	829	3,567	10,135	29,313	6	60.18	56.47	51.9	51.9	57.54	55.33	56.71	228	36.132	33.085	33.998	34.068	34.698	32.828	30.041	30.523	14.57
837	CY	2019-10-14	8.54	587	2,526	28,563	23,246	5	29.74	18.47	12.49	10.34	15.89	23.71	36.1	200	3.141	4.189	5.478	5.29	5.5	42.731	38.13	38.886	14.57
838	CYB	2019-10-14	4.39	23	119	118	641	2	33.69	23.9	16.92	11.86	14.35	20.96	29.46	102	6.199	7.806	8.559	8.59	8.03	7.52	7.484	7.74	14.57
839	CYBR	2019-10-14	4.01	1,247	3,270	15,084	11,703	10	45.81	45.93	47.05	46.68	47.12	45.31	45.68	588	33.9	35.058	41.589	40.417	38.61	40.043	44.856	44.932	14.57
840	CYD	2019-10-14	31.43	81	115	213	170	2	79.51	40.15	37.04	37.04	38.87	38.66	41.93	40	23.7	23.068	24.135	27.063	27.549	32.656	33.64	36.082	14.57
841	CYH	2019-10-14	20.07	1,049	608	17,998	41,470	6	84.69	85.65	82.21	90.47	84.785	90.8	78.77	92	55.63	83.979	86.582	83.978	80.28	78.731	72.688	73.138	14.57
842	CYOU	2019-10-14	13.32	728	845	2,569	5,456	4	102.83	102.83	97.9	88.12	94	88.12	102.83	164	15.029	124.172	109.972	98.842	92.151	114.42	96.064	81.148	14.57
843	CYRX	2019-10-14	29.05	379	1,079	1,834	1,083	2	67.98	66.31	68.54	62.25	62.91	69.18	62.25	48	47.876	51.726	56.92	52.294	50.875	53.298	54.349	59.387	14.57
844	CYTK	2019-10-14	10.07	183	81	661	259	4	74.13	72.88	72.88	77.65	80.12	87.36	108.96	170	44.656	52.991	50.387	47.712	50.477	54.633	59.616	62.236	14.57
845	CZNC	2019-10-14	15.08	0	2	0	3	2	34.16	32.21	32.21	48.66	53.665	75.12	77.45	30	27.315	29.625	28.19	26.671	26.39	24.527	23.735	25.486	14.57
846	CZR	2019-10-14	11.74	638	858	397,777	86,717	6	42.07	52.18	15.43	17.38	20.38	26.97	46.91	184	11.159	15.385	15.715	14.989	28.874	29.322	31.222	41.953	14.57
847	CZZ	2019-10-14	31.43	39	179	1,544	2,515	2	18.6	42.49	26.02	18.6	38.62	29.18	43.19	40	24.694	31.842	34.528	32.803	31.556	31.349	32.494	36.812	14.57
848	D	2019-10-14	4.65	2,561	464	18,436	17,079	4	33.45	22.26	20.76	18.52	17.03	20.67	23.99	154	13.271	13.58	14.821	13.702	14.787	15.712	14.598	16.241	14.57
849	DAKT	2019-10-14	52.08	26	3,404	85	2,121	2	41.5	41.5	28.86	28.86	41.5	41.5	41.5	18	20.799	45.338	40.353	37.436	36.226	37.497	32.598	34.079	14.57
850	DAL	2019-10-14	4.06	11,118	3,115	175,795	165,787	7	31.68	30.03	28.14	27.89	28.11	27.82	29.05	252	22.057	20.622	22.391	22.748	21.421	21.609	22.114	25.982	14.57
851	DAN	2019-10-14	9.12	684	797	5,878	7,306	4	47.03	45.9	43.06	45.13	49.07	44.51	46.39	194	36.582	50.678	56.44	52.102	50.745	48.509	45.922	46.024	14.57
852	DAR	2019-10-14	5.55	150	82	2,465	737	2	28.85	28.28	25.2	26.04	26.18	26	30.37	70	20.695	21.41	22.35	20.758	20.424	21.49	20.092	23.79	14.57
853	DB	2019-10-14	12.2	2,850	1,982	305,833	312,923	5	64.67	52.69	41.25	42.37	44.63	42.43	43.76	146	30.527	35.698	41.213	40.855	38.896	36.562	37.092	37.706	14.57
854	DBA	2019-10-14	7.68	907	421	22,025	4,481	4	34.54	26.83	26.1	15.55	15.56	21.91	66.61	150	9.794	10.913	12.834	12.447	12.166	12.401	11.592	11.175	14.57
855	DBB	2019-10-14	8.25	35	219	54	3,766	2	26.07	35.62	55.62	71.01	85.26	83.12	110.93	84	9.632	12.963	13.245	12.659	13.079	13.238	12.88	14.793	14.57
856	DBC	2019-10-14	12.55	122	145	1,327	1,180	2	36.18	35.78	20.52	16.84	17.2	22.42	35.33	90	11.269	16.358	16.475	16.191	15.764	16.016	14.109	14.81	14.57
857	DBD	2019-10-14	31.43	2,764	1,039	28,790	21,326	6	66.8	76.38	73.72	65.1	65.1	76.38	76.38	100	37.054	54.164	78.456	72.774	69.726	77.666	85.483	91.022	14.57
858	DBE	2019-10-14	8.93	48	74	60	183	2	33.01	30.83	29.14	28.35	28.35	28.69	29.89	68	20.541	30.099	29.599	28.659	27.945	27.819	24.194	24.992	14.57
859	DBEF	2019-10-14	3.23	0	0	0	0	2	48.67	25.04	28.93	33.43	32.63	48.67	48.67	22	12.141	12.05	14.589	13.386	12.787	13.011	11.739	13.19	14.57
860	DBEU	2019-10-14	3.58	6	0	6	0	2	46.2	19.8	27.13	31.91	30.45	46.2	46.2	22	13.465	12.529	14.757	13.523	12.872	12.915	11.647	12.799	14.57
861	DBI	2019-10-14	26.64	391	278	8,507	4,988	4	57.32	52.94	57.72	51.65	51.65	57.54	53.9	90	27.879	44.132	49.45	46.986	45.403	44.576	43.965	47.207	14.57
862	DBJP	2019-10-14	2.61	0	0	0	0	2	90.42	30.26	50.3	60.19	77.57	90.42	90.42	32	13.219	14.677	17.684	16.548	15.538	16.149	14.919	17.45	14.57
863	DBO	2019-10-14	17.99	32	88	296	175	2	64.4	38.73	64.4	38.73	62.96	39.12	64.4	78	23.227	33.673	34.358	33.416	32.787	32.907	28.53	30.897	14.57
864	DBP	2019-10-14	2.67	73	19	99	14	2	26.71	21.46	15.71	18.36	20.3	26.78	40.17	78	15.37	17.032	16.22	16.658	16.189	14.709	13.427	12.522	14.57
865	DBS	2019-10-14	4.78	19	2	16	2	2	40.7	26.73	23.87	23.59	23.57	24.99	28.7	84	27.864	30.787	27.328	25.743	24.312	22.151	20.034	19.308	14.57
866	DBV	2019-10-14	4.09	0	0	0	0	2	41.16	24.17	22.54	27.7	36.68	41.16	41.16	20	6.568	5.704	5.682	5.378	5.275	4.968	4.759	7.58	14.57
867	DBVT	2019-10-14	21.04	627	96	2,710	117	3	82.95	82.95	78.81	74.67	74.67	74.67	82.95	66	53.453	55.62	54.566	56.938	53.548	50.584	54.309	78.92	14.57
868	DCI	2019-10-14	11.68	24	68	49	68	2	38.6	23.49	23.22	22.95	23.96	24.97	32.83	42	19.667	32.132	30.877	28.588	27.37	26.145	24.754	27.088	14.57
869	DCO	2019-10-14	12.56	31	10	44	22	2	40.24	41.69	40.89	39.2	42.01	41.71	39.2	40	22.194	30.242	46.266	44.154	43.283	45.075	40.811	42.647	14.57
870	DCOM	2019-10-14	21.96	26	50	26	47	2	25.44	24.81	25.44	19.6	19.6	24.83	34.95	42	11.963	17.557	25.209	23.952	23.115	24.537	23.511	24.786	14.57
871	DCP	2019-10-14	15.34	476	1,371	2,712	10,683	2	56.54	20.87	35.07	20.87	35.48	47.11	26.7	32	27.387	32.349	32.76	31.084	29.164	29.147	27.594	33.459	14.57
872	DCPH	2019-10-14	13.58	949	343	1,136	1,839	4	68.41	63.8	72.94	63.8	64.04	72.8	68.71	82	43.496	39.972	114.129	104.147	99.697	92.037	79.39	75.246	14.57
873	DD	2019-10-14	3.41	1,492	5,846	40,222	52,494	7	31.78	31.01	30.99	31.31	31.71	30.45	37.06	404	27.215	27.752	29.767	28.501	26.982	85.377	71.785	58.714	14.57
874	DDD	2019-10-14	11.16	1,679	695	36,833	11,901	7	56.82	64.53	55.07	54.52	59.35	56.02	70.94	198	30.395	34.175	47.263	43.72	44.297	50.502	47.645	63.115	14.57
875	DDG	2019-10-14	3.96	0	0	0	0	2	45.91	27.75	26.24	32.26	38.19	45.91	45.91	30	19.587	22.759	24.09	22.533	21.68	21.712	20.381	29.778	14.57
876	DDM	2019-10-14	2.91	213	268	509	644	2	35.16	31.48	31.09	30.74	31.12	32.86	44.85	120	24.844	26.848	31.513	28.84	27.263	27.591	25.241	31.217	14.57
877	DDS	2019-10-14	2.79	1,430	992	9,266	10,099	6	61.73	63.05	66.16	65.68	63.25	63.23	62.03	378	51.272	53.833	53.667	68.516	64.301	59.213	56.841	53.8	14.57
878	DE	2019-10-14	11.29	1,942	2,513	37,989	53,749	7	33.83	33.62	30.22	30.2	29.91	31.18	31.06	413	16.401	25.712	29.898	27.754	26.674	29.682	26.68	29.208	14.57
879	DEA	2019-10-14	15.87	19	22	370	135	2	22.33	28.17	19.48	18.17	18.17	28.17	28.17	20	8.264	11.308	13.847	13.185	13.73	14.326	14.255	17.675	14.57
880	DECK	2019-10-14	4.1	953	685	3,970	5,670	4	40.15	38.67	39.14	38.65	38.52	38.51	39.43	294	36.721	34.481	40.651	37.554	35.904	34.998	33.114	36.172	14.57
881	DEI	2019-10-14	13.1	94	5	2,571	120	2	27.17	29.97	17.91	17.19	17.19	23.69	17.81	36	10.86	12.028	14.282	14.42	15.649	15.318	14.797	17.031	14.57
882	DEM	2019-10-14	2.32	49	75	310	182	2	24.64	21.34	17.14	16.66	16.57	18.63	26.63	84	10.714	11.175	14.906	13.879	13.944	14.176	13.899	16.251	14.57
883	DENN	2019-10-14	15.76	28	69	221	191	2	40.62	31.44	26.54	26.54	29.34	29.9	33.92	28	17.785	17.604	18.733	19.189	19.208	20.172	20.449	29.992	14.57
884	DEO	2019-10-14	3.53	281	371	3,633	3,620	4	27.04	21.45	19.62	19.64	19.36	22.13	24.75	158	18.425	20.667	19.651	18.518	17.696	16.612	16.074	15.714	14.57
885	DERM	2019-10-14	19.42	1,929	332	8,394	866	3	119.28	103.22	107.96	98.9	114.73	98.9	117.71	90	56.503	62.183	61.257	57.176	58.742	56.157	115.803	96.652	14.57
886	DES	2019-10-14	4.13	22	11	65	19	2	35.75	26.33	12.24	16.33	18.52	20.97	32.1	84	13.409	17.612	18.746	17.601	16.452	16.867	15.676	16.489	14.57
887	DESP	2019-10-14	31.43	74	30	228	37	2	51.22	51.22	50.73	50.24	50.24	50.24	51.22	36	26.706	33.921	54.379	49.554	48.876	47.132	42.519	41.082	14.57
888	DF	2019-10-14	31.45	359	912	15,061	23,126	4	123.31	105	105	105	119.9	134.8	117.89	86	77.418	145.218	161.839	147.393	137.982	130.457	113.59	94.925	14.57
889	DFE	2019-10-14	1.74	20	10	20	10	2	27.77	18.58	13.93	14.3	14.7	17.81	19.91	84	15.597	14.481	15.728	14.58	13.986	13.869	13.104	14.407	14.57
890	DFEN	2019-10-14	1.74	125	38	215	124	2	53.6	53.79	52.33	57.59	52	52.78	52.35	90	42.88	44.315	50.606	47.534	48.114	48.766	47.978	56.413	14.57
891	DFIN	2019-10-14	31.43	79	1,029	447	1,120	2	49.17	51.33	49.28	47.24	51.33	51.33	47.24	36	43.996	44.764	46.511	43.049	45.78	43.048	40.239	42.11	14.57
892	DFJ	2019-10-14	1.52	2	0	2	0	2	37.74	20	18.28	22.54	30.83	37.74	37.74	40	12.232	11.753	14.762	14.273	13.717	14.378	13.775	15.955	14.57
893	DFS	2019-10-14	2.61	1,205	1,372	13,310	19,925	5	29.19	26.08	26.92	26.94	26.78	27.95	27.43	290	20.721	23.178	31.451	28.866	26.915	26.326	23.713	25.155	14.57
894	DG	2019-10-14	3.2	1,392	2,145	13,204	19,501	9	30.8	27.69	25.68	26.32	25.9	27.04	29.83	502	17.591	31.328	28.229	25.936	24.082	24.759	23.035	24.534	14.57
895	DGICA	2019-10-14	31.43	1	20	1	20	2	31.05	28.99	27.77	21.69	21.69	30.55	34.28	40	20.82	21.793	23.197	22.393	21.628	21.523	21.564	21.489	14.57
896	DGII	2019-10-14	31.43	102	8	323	45	2	40.37	35.09	35.09	35.09	37.73	40.37	40.37	40	22.808	29.611	30.161	28.387	27.603	29.805	33.183	35.2	14.57
897	DGL	2019-10-14	2.41	4	16	2	14	2	23.14	17.75	13.61	14.62	16.16	24.95	48.6	68	13.515	14.436	14.313	15.196	14.934	13.634	12.428	11.475	14.57
898	DGRO	2019-10-14	2.67	25	19	25	14	2	32.98	14.38	15.11	19.84	21.46	32.98	32.98	26	13.159	13.558	15.825	14.486	13.571	13.585	12.189	14.159	14.57
899	DGRW	2019-10-14	2.3	22	2	22	16	2	28.65	18.12	16.33	17.89	22.18	28.65	28.65	26	13.394	14.305	16.625	15.354	14.495	14.554	13.114	15.128	14.57