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
300	AWK	2019-10-14	5.23	384	3,132	4,912	5,661	3	22.83	23.11	19.54	20.2	21.23	21.16	28.14	114	12.078	14.633	16.191	15.2	15.045	15.215	14.232	16.444	14.57
301	AWR	2019-10-14	7.76	145	207	956	886	2	26.56	22.53	20.41	21.06	23.21	21.79	25.81	62	13.505	14.879	17.578	16.767	16.54	16.051	15.95	18.454	14.57
302	AWRE	2019-10-14	75	14	5	74	10	2	65.53	48.36	48.36	48.36	56.945	65.53	65.53	12	42.767	43.655	45.55	41.663	39.067	36.268	36.809	39.654	14.57
303	AX	2019-10-14	14.02	50	309	2,725	8,399	2	37.04	39.59	34.74	33.94	33.94	39.66	37.21	42	26.811	37.017	41.124	38.177	36.424	35.794	34.267	34.957	14.57
304	AXDX	2019-10-14	27.82	496	483	2,276	2,837	2	100.16	73.81	54.79	54.79	88.35	80.38	100.16	44	67.719	56.499	52.714	54.884	51.228	49.702	50.34	54.954	14.57
305	AXE	2019-10-14	9.03	57	37	310	177	2	39.46	38.29	38.13	38.02	39.7	37.62	38.63	52	23.567	30.979	36.515	34.175	31.938	33.412	32.82	33.366	14.57
306	AXGN	2019-10-14	30.29	169	7	4,052	428	2	70.24	70.24	65.04	65.04	65.12	68.73	70.24	38	57.11	52.434	80.182	72.66	70.236	66.152	62.262	68.221	14.57
307	AXGT	2019-10-14	17.91	373	365	8,539	2,269	5	90.33	108.87	94.94	90.33	90.62	101.94	95.61	160	55.894	56.784	60.308	59.959	86.841	80.464	80.194	82.228	14.57
308	AXL	2019-10-14	13.76	3,208	8,544	27,034	99,632	5	84.5	74.43	74.35	74.57	74.27	74.27	82.2	136	60.823	70.596	76.096	72.043	66.962	63.345	58.048	58.032	14.57
309	AXP	2019-10-14	2.68	1,547	1,354	34,219	57,014	5	26.22	25.87	23.1	22.6	22.28	25.14	26.26	270	18.491	20.964	21.794	20.137	19.214	18.681	17.135	19.949	14.57
310	AXS	2019-10-14	9.64	32	440	1,584	722	4	27.45	22.78	21.27	20.27	20.27	22.71	28.91	86	15.293	16.502	17.898	16.883	16.37	16.324	15.781	18.392	14.57
311	AXSM	2019-10-14	21.13	866	872	27,334	9,367	5	114.96	112.65	110.7	107.28	115.93	112.17	107.28	148	97.727	81.119	78.781	75.757	72.778	69.896	77.658	168.909	14.57
312	AXTA	2019-10-14	4.1	10,184	1,743	33,819	14,548	4	25.31	28.54	28.25	31.37	28.41	28.54	27.56	174	22.467	26.774	26.111	25.14	32.915	31.874	27.937	27.523	14.57
313	AXTI	2019-10-14	75	13	6	332	33	2	66.57	66.57	66.245	65.92	65.92	65.92	66.57	12	66.677	57.559	56.862	53.174	55.374	57.729	54.13	55.044	14.57
314	AY	2019-10-14	15.89	1,750	84	3,022	587	3	45.41	30.25	28.2	20.02	20.02	27.24	26.38	44	12.778	12.353	12.094	12.198	13.245	13.518	14.432	17.611	14.57
315	AYI	2019-10-14	4.41	154	730	1,377	2,879	4	38.72	37.55	37.68	37.7	37.51	37.92	38.81	210	50.332	43.324	38.975	39.997	37.5	36.036	34.158	35.22	14.57
316	AYR	2019-10-14	29.05	90	172	1,209	419	3	18.52	27.29	22.905	27.77	23.19	27.86	43.5	48	19.815	22.743	25.142	23.402	22.553	23.356	23.553	24.72	14.57
317	AYX	2019-10-14	5.77	1,191	2,008	11,640	8,164	8	59.83	57.54	57.42	56.97	57.47	56.79	58.97	488	48.012	55.624	54.891	50.583	50.899	51.186	47.541	57.405	14.57
318	AZN	2019-10-14	3.28	707	1,033	18,676	18,695	5	24.11	27.2	26	24.5	23.09	25.41	24.66	172	20.502	18.032	21.977	20.784	20.121	20.001	22.468	22.066	14.57
319	AZO	2019-10-14	1.26	1,155	1,525	5,144	9,472	6	30.96	27.9	26.26	25.81	26.05	26.92	28.92	878	22.948	22.53	22.384	21.215	20.335	21.432	21.109	22.804	14.57
320	AZPN	2019-10-14	4.26	77	216	131	573	2	36.11	34.92	32.12	33.31	32.44	33.07	37.35	92	28.114	30.614	39.558	36.478	34.172	33.662	29.48	33.792	14.57
321	AZUL	2019-10-14	13.52	25	177	682	269	2	47.83	43.9	47.98	43.9	45.27	46.48	47.18	34	43.72	48.299	47.181	48.89	46.995	47.138	46.103	49.68	14.57
322	AZZ	2019-10-14	12.57	62	45	139	65	2	35.79	35.43	35.73	32.56	32.56	34.66	45.41	40	51.169	42.479	38.961	38.491	35.654	33.428	30.978	30.595	14.57
323	B	2019-10-14	10.35	27	28	117	55	2	48.23	31.62	37.7	34.12	33.94	41.64	42.59	42	24.029	34.146	35.659	33.424	32.397	31.317	28.061	27.445	14.57
324	BA	2019-10-14	1.71	5,402	3,881	119,053	139,690	10	29.95	29.45	28.85	28.76	28.87	29.99	31.97	1,094	16.072	23.022	27.48	26.689	26.88	26.545	28.119	30.143	14.57
325	BABA	2019-10-14	4.76	17,029	12,092	488,260	525,677	10	34.34	31.93	31.46	31.49	31.55	32.26	33.07	827	35.966	33.773	33.869	32.086	31.314	32.193	30.53	34.636	14.57
326	BAC	2019-10-14	2.88	38,149	25,177	1,627,680	1,530,140	10	30.91	28.66	27.17	26.77	27.32	28.69	28.94	452	20.88	24.993	27.951	26.169	24.8	24.934	23.607	24.901	14.57
327	BAH	2019-10-14	9.03	138	141	3,956	512	3	40.82	27.8	31.05	24.96	20.9	28.15	29.55	72	25.071	28.568	27.568	25.244	23.439	21.728	20.817	21.876	14.57
328	BAM	2019-10-14	11.68	242	218	17,824	5,876	4	40.39	27.84	22.17	17.14	17.14	24.03	35.2	80	18.682	17.7	18.408	17.043	16.124	15.859	14.959	18.072	14.57
329	BANC	2019-10-14	8.51	404	311	10,715	2,521	3	37.78	35.82	42.32	39.77	37.81	40.37	40.04	78	25.219	29.505	32.895	30.96	29.923	30.881	31.362	30.704	14.57
330	BANR	2019-10-14	9.98	2	5	25	5	2	30.75	28.86	27.88	23.96	28.02	28.58	23.96	46	20.124	27.097	28.517	27.057	25.535	27.199	26.437	27.391	14.57
331	BAP	2019-10-14	3.49	16	22	16	22	2	27.58	24.1	22.6	22.76	23.6	24.56	25.86	100	19.442	18.297	22.388	21.037	20.453	19.977	19.463	19.909	14.57
332	BATRA	2019-10-14	15.08	15	9	50	11	2	29.46	22.22	22.22	22.22	24.52	26.82	33.9	32	11.101	17.104	16.129	16.682	16.03	16.104	16.246	18.864	14.57
333	BATRK	2019-10-14	15.08	3	1	23	1	2	21	18.89	18.89	18.89	22.645	26.4	35.83	32	11.881	17.557	16.202	16.696	16.108	15.999	15.973	18.939	14.57
334	BAX	2019-10-14	2.53	407	389	6,921	7,400	6	23.82	22.72	22.44	22.21	22.92	22.83	23.65	310	18.909	19.452	21.315	19.529	18.7	17.89	17.407	20.814	14.57
335	BB	2019-10-14	18.17	4,744	5,236	325,134	118,292	6	49.63	44.38	44.85	44.38	46.25	51.42	65.88	112	84.348	67.119	57.439	52.49	52.432	47.708	44.549	42.949	14.57
336	BBAR	2019-10-14	22.55	84	156	40,542	6,275	3	79.65	70.48	70.48	70.48	75.065	79.65	79.65	40	39.164	60.871	129.106	116.613	109.41	100.084	86.23	81.919	14.57
337	BBBY	2019-10-14	7.15	8,420	3,712	101,291	70,498	6	77.09	67.49	63.49	66.26	67.93	66.58	71.91	226	89.183	76.844	73.252	68.624	64.215	58.358	58.791	57.87	14.57
338	BBD	2019-10-14	14.74	12,351	49,910	54,897	229,578	6	48.36	44	27.22	54.22	45.45	45.46	43.28	200	23.415	29.204	32.274	30.963	30.184	31.018	33.326	38.404	14.57
339	BBDC	2019-10-14	40.83	32	16	172	61	2	100.87	100.87	62.705	24.54	62.705	100.87	31.9	28	11.728	9.965	9.117	8.843	10.07	10.262	10.794	12.376	14.57
340	BBH	2019-10-14	0.82	32	20	57	20	2	20.97	20.39	21.27	21.72	21.54	21.91	17.85	116	16.839	15.871	16.148	16.29	16.525	17.28	18.464	21.325	14.57
341	BBL	2019-10-14	11.68	115	1,044	2,545	2,555	2	46.39	46.39	29.22	21.65	26.97	21.65	35.75	42	22.382	23.502	26.312	25.358	25.436	24.228	22.553	26.162	14.57
342	BBSI	2019-10-14	6.19	2	103	2	106	2	40.2	38.1	37.19	37.81	34.6	38.61	39.56	52	25.652	24.592	29.368	28.23	31.126	31.664	31.084	40.7	14.57
343	BBT	2019-10-14	3.39	2,094	807	35,296	21,503	5	31.35	23.27	22.7	22.85	24.06	26.1	32.81	242	16.643	22.682	24.054	23.26	22.062	21.627	21.507	21.308	14.57
344	BBU	2019-10-14	13.64	44	115	345	178	2	64.65	55.22	38.57	25.08	25.08	37.95	64.65	20	21.785	33.603	31.726	29.355	30.225	29.324	29.112	32.631	14.57
345	BBVA	2019-10-14	61.11	16	34	609	5,083	2	38.86	38.86	27.22	27.22	38.86	38.86	38.86	14	26.966	28.691	28.223	26.248	25.049	25.468	25.269	28.45	14.57
346	BBY	2019-10-14	2.93	3,693	1,556	28,232	37,571	7	37.89	35.27	35.28	37.33	39.12	39.12	37.36	396	28.583	35.269	43.481	40.192	38.221	36.328	35.06	35.712	14.57
347	BC	2019-10-14	11.23	124	104	2,777	4,812	3	40.31	36.42	36.8	32.97	36.11	36.67	32.97	68	22.464	34.248	38.218	36.418	34.468	38.175	33.996	33.364	14.57
348	BCBP	2019-10-14	31.43	22	11	22	11	2	22.5	30.81	21.9	21.9	31.85	24.56	39.69	38	15.387	19.836	20.049	28.857	27.086	26.351	25.447	23.785	14.57
349	BCC	2019-10-14	9.98	35	100	396	130	2	34.41	38.25	37.25	35.85	38.68	37.19	38.84	44	26.417	30.995	35.104	34.904	33.378	35.79	33.565	34.798	14.57
350	BCE	2019-10-14	12.75	696	31	2,880	950	2	35.96	25.49	20.335	15.18	15.235	15.29	36.77	36	8.321	8.732	9.759	9.696	10.809	10.016	9.528	12.061	14.57
351	BCEI	2019-10-14	15.89	253	317	449	316	2	52.76	50.5	50.275	51.08	50.05	50.05	51.24	30	47.34	53.222	53.226	51.614	49.943	49.652	46.889	46.403	14.57
352	BCI	2019-10-14	4.67	0	0	0	0	2	29.45	29.45	20.04	28.58	29.45	22.34	29.45	20	13.834	11.884	11.298	11.39	11.194	11.527	10.509	11.643	14.57
353	BCO	2019-10-14	4.64	96	136	636	1,313	3	34.09	33.51	29.29	29.36	28.83	31.7	32.41	128	21.419	28.42	33.417	30.892	28.772	30.885	28.211	29.704	14.57
354	BCOR	2019-10-14	15.34	193	215	625	274	3	57.88	40.23	46.82	40.23	47.03	53.73	42.04	46	58.141	51.35	53.056	48.963	45.763	42.852	47.287	44.379	14.57
355	BCOV	2019-10-14	33.97	212	260	1,871	533	2	37.21	43	43	37.21	39.81	43	38.11	34	30.957	35.672	34.057	32.915	32.5	34.248	31.938	29.821	14.57
356	BCPC	2019-10-14	5.45	89	78	119	78	2	33.29	31.93	31.38	31.46	31.44	31.78	34.79	68	28.094	32.33	41.063	37.746	36.749	34.376	32.129	30.248	14.57
357	BCRX	2019-10-14	20.23	144	65	7,273	727	3	59.86	94.91	77.385	59.86	77.385	94.91	94.91	60	75.124	68.163	67.213	62.102	61.117	98.714	85.649	76.473	14.57
358	BCS	2019-10-14	20.92	4,148	2,712	68,145	61,951	5	42.73	33.54	31.62	37.54	33.61	37.52	29.7	126	39.808	35.03	32.91	30.014	28.018	27.735	26.654	27.537	14.57
359	BDC	2019-10-14	9.98	48	29	155	529	2	48.68	41.47	41.6	41.47	42.21	41.47	45.03	46	32.355	34.942	51.672	49.6	46.415	46.427	44.048	42.104	14.57
360	BDGE	2019-10-14	14.75	0	0	0	0	2	31.72	17.47	17.47	40.7	49.05	80.63	85.66	32	17.301	24.328	24.176	23.208	22.352	23.852	26.092	25.496	14.57
361	BDN	2019-10-14	30.29	37	17	119	19	2	34.82	21.28	22.16	15.14	15.14	24.35	23.91	42	14.498	14.475	17.249	16.265	17.348	17.201	16.872	19.596	14.57
362	BDSI	2019-10-14	33.97	182	266	2,166	837	2	60.2	52.33	50.36	46.04	46.04	60.2	60.2	32	45.292	37.343	43.244	44.525	43.522	39.789	41.883	47.339	14.57
363	BDX	2019-10-14	2.21	583	784	4,911	6,591	5	27.78	25.87	24.59	24.1	23.6	25.9	29.46	330	18.067	20.19	23.942	22.113	21.321	20.845	21.106	21.685	14.57
364	BEAT	2019-10-14	9.56	429	679	2,759	2,814	3	52.87	47.3	46.42	46.42	47.6	47.72	54.78	76	35.463	32.315	36.402	34.151	33.363	32.689	38.482	45.932	14.57
365	BECN	2019-10-14	13.61	111	88	832	1,891	3	36.17	41.22	38.695	41.46	37.68	39.19	44.38	52	30.696	32.595	54.345	50.136	46.938	43.032	39.422	43.814	14.57
366	BELFB	2019-10-14	29.05	107	30	111	38	2	70.67	76.25	73.46	71.93	74.1	77.53	73.05	42	67.991	85.234	89.087	80.876	76.86	73.852	64.301	58.557	14.57
367	BEN	2019-10-14	9.64	557	142	8,126	8,085	2	39.67	28.08	28.08	28.11	28.115	28.15	28.86	44	24.719	26.245	29.393	27.364	26.21	25.816	25.814	25.669	14.57
368	BERY	2019-10-14	6.52	4,799	4,794	20,908	13,019	6	36.91	33.83	30	33.56	38.26	34.72	35.87	224	22.302	26.69	40.277	37.762	35.267	33.972	30.273	29.163	14.57
369	BEST	2019-10-14	75	51	16	1,294	119	2	71.57	59.87	59.87	59.87	65.72	71.57	71.57	12	66.976	61.93	53.743	52.145	54.801	55.747	58.651	59.852	14.57
370	BFAM	2019-10-14	3.9	74	144	180	300	2	25.77	24.1	23.56	24.54	24.17	28.28	39.46	76	21.763	25.405	23.746	22.2	21.522	19.926	17.971	19.169	14.57
371	BFOR	2019-10-14	2.57	17	0	31	0	2	23.17	18.59	18.03	21.01	23.17	22.03	23.17	26	14.476	19.035	20.653	19.14	18.055	18.38	17.008	18.144	14.57
372	BG	2019-10-14	5.06	1,068	559	14,724	7,388	4	30.82	26.79	27.08	27.26	26.5	28.13	29.88	178	17.171	20.637	25.929	23.82	22.992	26.648	24.206	25.163	14.57
373	BGCP	2019-10-14	33.97	55	220	4,854	7,879	4	47.43	43.22	43.22	43.22	45.325	47.43	47.43	52	23.646	28.285	34.231	31.896	31.187	32.284	29.856	30.903	14.57
374	BGFV	2019-10-14	75	117	156	1,276	227	2	101.71	101.71	101.71	88.52	88.52	101.71	101.71	12	74.684	88.076	100.715	91.465	85.015	87.562	81.368	80.704	14.57
375	BGG	2019-10-14	37.04	77	55	3,020	554	2	68.94	62.85	62.85	62.85	65.895	68.94	68.94	24	60.565	71.751	110.339	99.478	91.473	83.903	70.835	61.453	14.57
376	BGNE	2019-10-14	4.3	1,251	1,436	2,392	3,889	4	89.23	87.39	87.15	87.96	88.27	88.52	91.55	220	30.569	40.959	38.536	36.3	36.741	44.932	46.275	49.855	14.57
377	BGS	2019-10-14	15.25	555	903	6,195	9,742	5	64.51	29.45	61.1	29.45	31.68	58.29	33.09	122	29.801	37.022	41.816	38.844	37.878	39.066	35.618	33.739	14.57
378	BHC	2019-10-14	5.72	4,015	2,397	142,684	150,965	5	58.78	48.01	47.32	46.46	46.76	47.25	49.22	242	48.44	43.236	40.599	37.737	37.998	39.4	37.125	44.489	14.57
379	BHE	2019-10-14	15.89	85	22	132	32	2	27.01	32.23	29.195	26.16	27.17	28.18	36.96	30	16.538	23.383	24.906	23.266	22.655	28.301	25.513	27.143	14.57
380	BHF	2019-10-14	11.87	386	576	9,159	14,841	4	41.27	41.52	39.16	37.83	42.36	37.83	41.06	94	32.758	34.966	40.958	38.638	41.314	42.269	43.239	41.204	14.57
381	BHGE	2019-10-14	4.89	641	680	10,883	20,193	4	35.83	36.8	37.64	36.44	35.49	35.97	38.7	152	33.481	35.782	38.938	36.865	37.089	36.533	33.656	33.342	14.57
382	BHLB	2019-10-14	14.75	29	50	68	101	2	30.9	27.05	30.86	24.85	24.85	35.01	33.77	32	22.692	28.811	29.247	29.646	27.775	26.964	27.149	27.309	14.57
383	BHP	2019-10-14	4.81	4,028	1,012	21,733	16,685	5	34.56	28.83	26.74	26.35	25.68	26.91	30.57	192	20.002	20.932	23.898	23.034	23.25	22.251	20.828	24.441	14.57
384	BHR	2019-10-14	31.43	66	1,504	1,038	774	2	51.82	40.37	40.37	40.37	46.095	51.82	51.82	34	19.629	38.325	39.022	37.824	35.833	35.463	34.642	35.046	14.57
385	BHVN	2019-10-14	10.3	5,488	600	43,403	6,002	5	86.14	81.15	81.21	75.24	81.3	75.24	88.09	126	38.502	48.143	46.574	45.878	71.082	65.39	65.11	66.892	14.57
386	BIB	2019-10-14	2.11	70	83	244	302	3	45.21	45.21	45.47	45.18	44.88	44.09	43.79	117	34.674	36.223	36.905	36.174	36.754	38.284	40.143	46.004	14.57
387	BIDU	2019-10-14	2.9	5,312	7,898	187,117	173,149	7	44.38	44.12	44.44	42.7	43.99	42.62	42.43	502	38.436	40.761	39.089	35.927	34.554	41.736	37.362	36.398	14.57
388	BIG	2019-10-14	9.18	310	275	8,398	8,892	4	47.45	47.93	47.69	49.17	47.48	47.51	49.37	112	49.111	46.049	46.715	45.878	45.533	45.495	43.307	46.224	14.57
389	BIIB	2019-10-14	1.73	4,117	5,304	62,286	47,434	8	41.32	37.38	36.35	35.65	35.69	36.38	38.26	848	20.551	22	24.483	23.329	22.498	22.162	42.776	37.266	14.57
390	BIL	2019-10-14	2.54	481	711	1,208	4,258	10	25.04	17.78	9.25	7.26	11.18	19.26	26.99	278	0.163	0.191	0.209	0.206	0.208	0.197	0.189	0.188	14.57
391	BIO	2019-10-14	3.3	114	182	393	285	2	37.18	35.4	34.68	34.47	34.58	35.28	36.04	100	26.313	26.217	33.015	30.67	28.524	27.87	32.301	29.686	14.57
392	BIP	2019-10-14	12.57	28	93	1,255	6,889	2	47.78	36.53	26.85	18.75	18.75	23.26	26.01	38	13.799	13.862	12.303	12.38	12.185	11.568	13.287	17.032	14.57
393	BIS	2019-10-14	6.86	40	5	160	3	2	45.62	49	50.07	49.96	50.18	49.94	48.38	84	35.087	37.224	37.728	37.044	37.585	38.76	40.228	46.096	14.57
394	BITA	2019-10-14	29.05	588	594	6,786	11,451	3	35.77	26.26	24.705	23.15	27.815	32.48	35.02	64	11.726	56.067	53.885	54.649	53.647	56.385	50.413	58.374	14.57
395	BIV	2019-10-14	1.17	7	3	10	4	2	12.92	12.92	12.92	6.22	6.14	12.92	12.92	28	4.455	4.887	4.914	4.738	4.578	4.333	4.008	3.596	14.57
396	BJK	2019-10-14	2.63	92	82	123	61	2	40	28.33	20.89	26.1	32.18	32.17	35.24	86	13.812	15.998	19.449	18.297	18.329	18.543	17.468	21.125	14.57
397	BJRI	2019-10-14	10.04	394	635	2,719	1,571	3	49.79	47.7	47.25	46.35	49.79	46.35	49.79	82	29.878	40.557	44.646	43	42.789	41.523	37.794	36.118	14.57
398	BK	2019-10-14	3.56	692	787	27,578	29,788	6	27.04	27.33	26.9	26.35	26.65	28.35	29.52	170	26.286	27.056	26.891	25.985	24.575	23.378	23.984	23.18	14.57
399	BKCC	2019-10-14	61.11	26	51	137	78	2	34.6	34.6	34.6	16.82	16.82	34.6	34.6	16	14.856	15.334	22.184	20.226	19.147	17.684	17.133	19.108	14.57