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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
900	DGS	2019-10-14	2.12	19	76	74	91	2	26.49	18	15.75	15.18	16.47	20.01	31.86	84	9.291	10.079	14.473	13.325	13.403	14.426	13.913	16.396	14.57
901	DGX	2019-10-14	5.66	128	124	3,045	2,609	3	25.66	23.26	22.21	21.9	21.92	22.67	26.68	118	15.578	14.788	19.411	18.619	18.05	16.924	20.922	22.34	14.57
902	DHI	2019-10-14	2.56	1,983	2,847	60,031	43,133	7	30.64	32.79	31.07	32.68	31.93	33.43	34.3	302	16.055	15.879	22.356	21.449	22.585	23.134	24.922	28.906	14.57
903	DHR	2019-10-14	4.33	879	553	13,189	12,430	5	28.65	26.52	25.16	24.59	25.67	25.89	27.79	260	23.691	24.718	23.259	21.96	20.715	19.414	20.999	21.522	14.57
904	DHT	2019-10-14	27.45	2,026	1,649	34,676	2,550	2	16.5	47	52.75	16.5	35.95	45.48	50.73	44	32.627	35.548	37.462	35.657	37.095	35.714	34.515	37.72	14.57
905	DHX	2019-10-14	37.04	13	0	16	0	2	21.85	33.34	27.595	21.85	34.39	46.93	57.97	32	35.335	38.737	41.077	44.831	43.593	51.28	59.768	57.276	14.57
906	DIA	2019-10-14	0.77	12,447	13,260	178,678	150,194	11	26.98	18.28	16.17	15.88	16.05	18.15	19.19	1,524	12.494	13.583	15.961	14.604	13.784	14.014	12.781	15.737	14.57
907	DIG	2019-10-14	3.8	1,780	203	3,176	359	2	44.01	42.93	42.89	42.23	41.07	42.77	42.75	110	36.916	44.806	47.027	43.832	42.478	41.653	39.328	43.743	14.57
908	DIN	2019-10-14	6.64	128	178	1,341	1,811	2	43.56	45.22	41.05	42.92	41.67	44.15	43.8	78	28.242	32.32	33.521	34.359	32.793	33.17	34.793	37.645	14.57
909	DIOD	2019-10-14	13.03	187	74	953	20,566	4	42.31	42.71	41.4	38.09	43.45	43.08	38.09	72	30.342	33.424	38.959	36.515	35.319	40.867	39.77	40.694	14.57
910	DIS	2019-10-14	3.74	8,185	6,399	290,910	257,834	10	26.07	24.95	23.75	24	24.47	23.86	25.68	656	15.191	17.617	21.959	20.525	20.844	19.782	22.864	22.382	14.57
911	DISCA	2019-10-14	12.47	488	1,137	9,424	12,891	4	34.14	35.75	34.945	35.28	34.265	34.39	38.62	108	22.579	25.87	28.056	27.001	27.388	28.749	29.723	32.963	14.57
912	DISCK	2019-10-14	20.23	415	398	2,358	5,346	3	48.76	34.45	33.65	33.59	33.59	33.98	37.98	82	22.459	25.915	27.493	26.668	27.006	27.35	28.09	31.355	14.57
913	DISH	2019-10-14	3.7	1,492	2,690	103,029	115,290	7	49.89	45.31	43.94	43.57	44.08	44.89	47.73	262	25.311	30.088	37.723	34.85	33.319	34.371	35.209	37.603	14.57
914	DJP	2019-10-14	5.23	131	85	210	51	2	34.62	26.05	14.13	14.23	14.95	18.71	31.85	84	10.017	13.807	13.276	13.512	13.109	13.491	12.191	13.371	14.57
915	DK	2019-10-14	8.04	399	439	4,204	2,116	3	45.02	43.57	43.31	43.36	43.65	43.99	44.46	98	27.839	37.393	43.424	40.735	39.638	44.284	42.235	42.477	14.57
916	DKL	2019-10-14	14.48	71	43	573	282	2	29.56	46.87	34.12	29.65	21.37	21.37	40.14	32	22.96	22.162	23.245	24.631	23.881	25.582	25.379	28.85	14.57
917	DKS	2019-10-14	2.78	1,148	1,036	31,939	13,893	6	49.94	49.05	42.63	43.05	42.32	44.18	41.89	338	24.631	34.165	37.348	35.311	33.169	32.597	33.732	34.65	14.57
918	DL	2019-10-14	61.11	8	11	93	62	1	64.31	64.31	63.89	63.47	63.89	64.31	63.47	8	51.553	44.734	44.623	41.009	41.066	36.575	31.57	35.47	14.57
919	DLB	2019-10-14	8.71	62	81	1,824	608	2	29.45	27.39	25.68	25.51	25.51	26.73	28.34	52	23.612	21.438	35.813	32.569	30.117	28.327	25.348	24.751	14.57
920	DLN	2019-10-14	1.07	5	0	6	0	2	23.61	15.08	14.71	13.73	17.64	23.61	23.61	68	12.815	13.542	15.507	14.241	13.388	13.348	11.972	13.794	14.57
921	DLR	2019-10-14	4.48	236	1,759	3,619	4,021	2	33.52	23.18	22.22	22.2	22.26	23.17	25.91	76	16.314	16.306	19.38	18.654	19.127	18.766	18.571	22.135	14.57
922	DLS	2019-10-14	1.57	80	0	80	0	2	27.77	17.03	12.04	15.04	20.81	27.77	27.77	42	12.079	11.429	13.773	12.824	12.357	12.459	11.599	13.067	14.57
923	DLTH	2019-10-14	31.43	146	46	567	312	2	55	61.9	57.765	53.63	53.63	53.63	64.2	34	37.414	58.646	54.519	52.21	52.366	48.095	53.617	58.484	14.57
924	DLTR	2019-10-14	2.67	613	1,389	14,062	19,842	7	32.56	31.73	31.83	31.88	31.16	31.25	32.63	390	18.864	25.748	28.411	26.64	26.12	25.947	23.915	28.963	14.57
925	DLX	2019-10-14	12.57	26	28	195	310	2	36.02	30.54	30.14	29.74	30.315	30.89	35.58	38	24.287	25.288	25.702	25.37	25.538	28.778	26.952	31.156	14.57
926	DMLP	2019-10-14	29.05	18	19	92	129	2	51.44	48.51	16.77	16.77	40.57	31.66	26.27	48	31.892	28.644	30.547	30.278	28.199	27.185	26.141	27.371	14.57
927	DMRC	2019-10-14	10.88	505	143	9,896	772	2	79.45	61.29	94.97	61.29	68.94	85.34	77.26	58	43.065	51.751	53.977	50.976	53.845	93.154	81.85	74.18	14.57
928	DNKN	2019-10-14	4.58	696	555	8,100	4,570	5	27.25	25.79	24.35	24.12	23.68	24.39	25.2	234	19.761	18.096	20.212	18.899	18.366	17.304	17.072	20.669	14.57
929	DNOW	2019-10-14	31.43	68	488	127	523	2	55.99	55.99	38.47	38.47	52.4	55.99	42.2	38	44.59	41.15	44.223	42.731	41.735	41.689	39.579	43.115	14.57
930	DNR	2019-10-14	30.25	6,280	1,342	131,642	24,406	5	112.68	94.44	94.44	94.44	103.56	112.68	112.68	90	119.629	105.697	100.519	93.717	95.133	91.921	86.787	86.939	14.57
931	DO	2019-10-14	16.18	2,548	4,217	21,110	56,047	5	88.85	82.58	94.15	82.58	93.16	87.91	84.29	146	67.813	78.277	89.908	84.119	81.586	77.083	69.554	62.512	14.57
932	DOC	2019-10-14	29.05	136	123	449	874	2	27.99	27.99	23.275	18.56	20.035	21.51	27.99	46	9.054	12.471	14.121	14.686	16.326	17.143	17.548	20.704	14.57
933	DOG	2019-10-14	1.97	178	39	456	48	2	31.09	26.01	15.01	16.95	16.32	18.85	24.56	116	12.452	13.392	15.9	14.563	13.739	13.917	12.705	15.658	14.57
934	DON	2019-10-14	2.82	17	53	86	55	2	31.46	17.56	17.5	23.08	23.08	31.46	31.46	26	13.056	14.872	16.848	15.544	14.685	14.98	13.647	14.786	14.57
935	DOOR	2019-10-14	11.23	29	30	29	69	2	34.33	32.68	31.98	31.78	31.78	32.4	34.35	42	18.675	23.099	27.352	26.179	25.838	28.269	26.486	27.733	14.57
936	DORM	2019-10-14	6.61	194	21	194	30	2	34.24	34.16	33.55	33.23	33.33	33.81	32.6	66	21.585	28.888	36.984	35.935	34.081	34.978	33.228	32.266	14.57
937	DOV	2019-10-14	6.22	184	161	1,577	2,418	4	29.02	25.43	24.78	24.53	24.63	25.24	29.34	154	22.455	22.884	24.157	24.657	22.992	22.453	23.1	22.418	14.57
938	DOVA	2019-10-14	27.82	756	828	2,379	1,909	2	45.08	13.3	24.3	9.02	9.02	14.61	46.35	52	151.691	114.647	98.424	95.267	100.814	93.818	84.459	91.413	14.57
939	DOX	2019-10-14	4.73	217	38	1,814	42	2	25.95	20.48	20.44	19.13	18.61	21.17	27.26	60	12.673	11.417	14.221	13.282	12.509	22.36	19.968	20.254	14.57
940	DPK	2019-10-14	7.53	7	8	9	33	2	75.9	87.83	94.3	87.22	62.96	55.47	80.92	26	36.989	34.137	40.51	37.263	36.23	37.192	34.484	39.575	14.57
941	DPLO	2019-10-14	61.11	50	300	1,163	603	2	82.26	82.26	82.26	78.13	78.13	82.26	82.26	16	32.545	50.638	50.706	50.609	52.707	50.226	84.709	76.276	14.57
942	DPZ	2019-10-14	2.41	522	1,486	10,670	12,653	6	34.02	35.93	25.41	26.16	27.8	27.81	32.43	444	23.528	26.687	25.977	30.851	28.668	27.603	29.344	29.573	14.57
943	DQ	2019-10-14	11.9	174	117	1,165	287	2	62.77	60.65	60.65	60.66	61.655	62.66	60.92	54	36.808	58.835	57.907	58.75	59.197	65.539	69.307	68.533	14.57
944	DRD	2019-10-14	75	12	20	1,283	441	2	77.97	77.97	71.94	65.91	65.91	65.91	77.97	12	72.139	76.091	70.391	65.556	62.611	59.304	56.294	64.582	14.57
945	DRE	2019-10-14	14.75	47	12	274	16	2	24.1	24.56	23.26	14.55	14.55	24.35	24.19	34	11.324	15.159	15.603	15.113	15.043	15.62	15.188	18.414	14.57
946	DRH	2019-10-14	37.04	8	10	8	50	2	57.1	57.1	38.615	20.13	38.615	57.1	57.1	32	15.518	18.354	21.173	19.999	21.703	21.506	19.768	20.46	14.57
947	DRI	2019-10-14	4.33	677	336	5,598	3,646	4	33.24	30.19	26.44	26.34	26.36	26.61	27.61	214	22.073	21.382	22.263	21.435	21.161	21.463	20.645	22.539	14.57
948	DRIP	2019-10-14	3.16	2,510	1,481	10,397	7,260	7	107.07	111.33	107.87	113.02	117.54	113.94	114.18	1,714	88.186	138.406	135.479	127.131	122.76	118.106	110.099	110.207	14.57
949	DRN	2019-10-14	3.79	151	59	176	141	2	43.61	43.52	42.42	42.42	42.29	42.89	44.41	116	24.439	30.476	34.756	35.576	36.419	36.707	35.606	42.711	14.57
950	DRNA	2019-10-14	31.43	138	44	172	76	2	74.83	72.96	70.83	74.65	73.805	78.91	68.7	38	37.38	42.009	44.223	43.087	44.337	45.374	48.104	59.317	14.57
951	DRQ	2019-10-14	12.08	140	117	245	183	2	51.54	48.72	48.205	47.69	47.775	47.86	49.3	42	37.772	45.798	51.916	49.041	48.701	45.609	47.388	44.925	14.57
952	DRV	2019-10-14	11.21	62	61	310	206	2	46.72	47.85	42.73	43.92	44.4	45.3	46.17	110	23.136	31.223	34.352	35.784	37.178	37.324	36.997	43.866	14.57
953	DRYS	2019-10-14	61.11	29	47	999	1,209	2	8.7	8.7	8.7	8.7	8.7	8.7	8.7	14	2.432	87.029	73.527	70.259	76.962	74.082	64.647	63.867	14.57
954	DSKE	2019-10-14	75	141	4	1,172	106	2	110.81	110.81	110.81	97.31	97.31	110.81	110.81	12	65.917	111.434	123.545	111.162	103.687	93.102	80.628	72.436	14.57
955	DSPG	2019-10-14	31.43	484	4	1,254	4	2	35.19	32.69	31.48	30.87	30.87	34.18	41.04	40	21.523	24.565	30.919	29.659	28.402	28.964	27.173	27.707	14.57
956	DSX	2019-10-14	40.83	189	163	2,643	993	2	43.36	40.61	40.61	40.61	41.985	43.36	43.36	26	12.535	26.411	30.472	31.204	31.24	34.254	36.221	38.387	14.57
957	DTE	2019-10-14	4.28	25	63	518	339	2	27.57	19.56	18	17.63	17.57	18.59	22.41	76	12.978	13.302	14.123	13.251	13.386	14.02	12.829	15.238	14.57
958	DTN	2019-10-14	1.17	85	0	283	0	2	18.6	18.6	14.05	14.15	17.38	17.19	18.6	84	13.986	15.685	16.496	15.176	14.336	14.408	13.04	14.232	14.57
959	DUG	2019-10-14	2.63	240	533	176	588	2	49.18	47.87	43.15	45.81	47.23	45.53	44.57	138	37.144	44.701	47.16	44.012	42.725	41.791	39.425	43.932	14.57
960	DUK	2019-10-14	4.3	2,877	3,249	35,192	37,104	5	28.38	18.66	16.55	17.85	19.16	20.5	23.25	206	12.063	10.733	12.089	11.966	12.613	13.208	12.316	14.45	14.57
961	DUST	2019-10-14	5.78	2,348	1,550	51,427	23,086	6	85.77	94.75	93.36	91.41	125.45	93.79	100.43	372	95.352	101.478	100.033	100.563	97.361	91.887	83.966	84.781	14.57
962	DVA	2019-10-14	2.76	751	1,571	14,677	19,740	5	35.95	33.16	34.7	33.97	34.56	35.44	33.75	250	26.701	29.597	27.834	30.4	29.112	32.374	31.895	34.569	14.57
963	DVAX	2019-10-14	20.81	1,214	302	29,538	2,317	2	92.9	92.9	91.85	91.53	91.85	92.9	90.8	56	65.853	66.851	69.208	69.692	67.463	73.574	65.282	65.126	14.57
964	DVN	2019-10-14	3.18	2,130	1,729	46,482	30,131	5	54.07	48.63	46.44	49.45	51.55	48.61	48.86	266	34.71	50.893	49.584	46.931	44.915	43.749	43.114	41.955	14.57
965	DVY	2019-10-14	1.55	252	253	2,031	2,411	2	30.21	22.04	16.21	15.02	15.1	18	28.05	130	12.797	13.75	15.244	13.975	13.058	13.183	11.817	12.714	14.57
966	DWAS	2019-10-14	1.95	33	55	33	55	2	21.96	23.46	24.07	24.2	26.22	28.76	27.93	68	16.508	18.142	20.621	19.237	19.15	19.641	18.45	22.953	14.57
967	DWX	2019-10-14	2.6	29	2	43	12	2	22.57	22.57	12.15	16.53	22.57	22.57	22.57	20	8.545	8.117	10.135	9.476	9.461	9.66	8.975	10.71	14.57
968	DX	2019-10-14	30.29	105	75	939	546	2	38.35	38.35	27.84	17.33	21.13	24.93	38.35	40	9.649	15.126	19.814	18.754	18.333	17.609	16.125	16.474	14.57
969	DXC	2019-10-14	3.64	1,606	2,095	43,633	13,842	5	47.45	46.93	47.69	45.15	44.41	45.84	46.78	364	35.846	49.282	76.986	70.002	64.986	58.652	50.361	46.475	14.57
970	DXCM	2019-10-14	4.55	605	1,433	5,095	7,722	5	48.53	44.06	45.03	45.24	45.36	45.42	44.22	332	36.725	39.32	39.925	38.623	41.524	39.53	39.725	43.618	14.57
971	DXD	2019-10-14	3.84	527	169	3,865	271	2	50.43	35.83	31.77	34.84	33.71	33.9	36.11	114	25.004	27.209	31.879	29.159	27.467	27.662	25.321	31.247	14.57
972	DXJ	2019-10-14	1.97	1,342	2,386	5,901	18,006	7	26.72	21.61	18.27	17.89	18.12	20.76	21.68	428	14.696	15.921	19.23	18.042	16.934	17.711	16.337	18.681	14.57
973	DXJS	2019-10-14	2.64	8	0	8	0	2	41.19	21.94	18.94	23.52	30.4	41.19	41.19	36	15.718	16.029	18.432	18.137	16.915	17.808	16.732	18.855	14.57
974	DXPE	2019-10-14	13.61	13	11	13	11	2	52.19	45.76	53.53	45.76	49.39	49.07	50.36	36	24.854	37.905	40.512	39.973	40.212	42.167	55.395	52.191	14.57
975	DY	2019-10-14	6.8	667	311	3,173	3,451	3	54.93	54.93	53.93	53.4	53.4	53.73	54.93	118	40.052	45.281	52.118	47.375	44.766	57.52	62.129	60.273	14.57
976	E	2019-10-14	8.47	25	10	151	20	2	24.69	21.25	25.21	20.26	17.1	27.06	25.3	44	14.924	14.523	15.648	15.435	16.182	17.168	16.497	19.98	14.57
977	EA	2019-10-14	2.92	903	4,194	65,562	88,650	6	36.48	35.78	36.14	35.56	36.36	35.7	34.64	322	19.162	20.068	26.96	28.552	28.07	29.055	40.671	38.57	14.57
978	EAT	2019-10-14	13.03	36	32	361	3,433	2	30.39	37.64	34.015	36.5	33.715	37.04	34.62	36	21.844	31.768	34.474	31.86	31.115	32.201	32.512	34.207	14.57
979	EBAY	2019-10-14	3.02	1,250	5,164	77,299	79,842	7	33.76	30.28	30.16	28.24	29.56	31.05	33.32	362	15.784	21.717	25.065	23.624	22.758	22.369	21.183	25.231	14.57
980	EBF	2019-10-14	18.84	21	24	120	55	2	34.72	25.74	24.995	24.25	24.56	24.87	34.99	40	27.17	23.065	22.259	21.593	25.417	24.225	22.166	23.776	14.57
981	EBIX	2019-10-14	11.7	620	2,408	5,590	9,648	2	68.76	52.99	47.17	47.17	55.08	52.07	56.84	48	26.759	39.866	42.119	41.272	44.984	48.05	43.476	45.384	14.57
982	EBND	2019-10-14	3.71	78	39	94	139	2	75.29	70.47	75.29	9.28	10.18	11.39	75.29	20	5.204	6.467	7.117	6.908	6.954	6.949	7.282	7.831	14.57
983	EBS	2019-10-14	11.63	59	72	210	695	2	49.63	44.51	39.54	39.54	43.34	45.9	48.52	44	23.32	54.604	49.193	46.515	45.286	46.643	42.874	40.321	14.57
984	EBSB	2019-10-14	29.05	25	0	725	0	2	23.94	26.99	24.85	23.13	23.13	26.37	27.53	48	15.617	20.532	19.548	19.365	18.765	17.992	18.2	19.404	14.57
985	EC	2019-10-14	29.05	83	220	272	277	3	37.72	37.72	37.4	37.08	37.4	37.72	37.72	66	19.248	25.613	28.275	27.615	28.361	30.217	30.873	36.773	14.57
986	ECA	2019-10-14	11.78	12,808	880	176,488	51,583	5	83.75	53.55	63.96	53.55	58.62	60.49	59.43	152	51.261	62.122	57.984	55.298	54.544	53.134	50.162	49.209	14.57
987	ECH	2019-10-14	2.74	58	577	69	647	2	27.01	20.44	19.47	18.7	18.67	18.72	23.98	116	15.238	17.974	19.801	18.047	17.533	17.438	16.968	18.341	14.57
988	ECHO	2019-10-14	29.05	110	202	315	168	3	48.36	47.61	45.595	43.58	46.445	49.31	49.59	54	21.242	31.033	35.082	34.108	34.204	37.791	34.516	35.692	14.57
989	ECL	2019-10-14	2.73	248	468	3,202	5,657	4	28.41	25.89	23.31	22.11	23.25	26.65	27.62	228	14.851	17.966	20.239	19.607	20.395	19.327	17.104	17.864	14.57
990	ECNS	2019-10-14	2.37	0	2	0	2	2	44.89	32.44	22.76	28.27	33.94	40.52	57.78	42	10.87	12.374	16.883	15.779	15.794	17.101	16.152	18.539	14.57
991	ECOL	2019-10-14	9.64	865	4,999	2,642	8,735	2	33.13	31.5	30.94	30.94	31.09	31.85	33.43	48	13.808	20.4	23.489	23.627	27.269	28.31	27.598	28.521	14.57
992	ECOM	2019-10-14	33.97	42	10	258	52	2	44.89	42.6	42.6	42.6	43.745	44.89	44.89	32	24.658	33.43	35.368	34.853	34.189	39.015	37.797	36.765	14.57
993	ECON	2019-10-14	4.57	15	0	15	0	2	24.74	24.74	16.66	17.27	17.88	16.95	24.74	24	12.774	13.043	16.874	15.557	15.522	15.658	15.05	19.405	14.57
994	ECPG	2019-10-14	9.1	2,557	7,299	5,531	13,826	5	44.78	44.15	42.23	42.68	48.21	41.42	46.12	142	37.298	48.509	50.417	45.968	43.152	50.637	46.04	44.903	14.57
995	ED	2019-10-14	2.33	494	369	2,777	1,941	5	26.47	19.02	18.42	18.89	18.48	18.59	22.05	212	11.995	12.218	11.866	11.608	12.002	12.904	12.465	15.783	14.57
996	EDAP	2019-10-14	33.97	147	31	816	126	2	74.02	50.7	50.7	50.7	62.36	74.02	74.02	32	47.215	56.536	75.114	70.107	66.249	68.716	80.174	75.52	14.57
997	EDC	2019-10-14	2.82	565	204	1,285	1,161	2	54.62	54.77	53.8	54.04	54.05	54.38	54.93	156	35.7	36.611	48.857	45.329	46.156	47.588	46.317	55.169	14.57
998	EDIT	2019-10-14	8.52	426	656	10,507	9,677	5	59.36	60.45	58.77	61.96	60.4	62.83	62.27	128	30.538	39.23	42.27	41.867	45.325	48.664	51.261	61.63	14.57
999	EDIV	2019-10-14	3.35	68	0	76	0	2	17.08	16.81	16.62	16.7	16.58	17.08	17.08	28	12.26	12.293	15.589	14.519	14.477	14.906	14.453	17.503	14.57