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
2,000
LPI
2019-10-14
40.83
106
156
5,573
822
2
84.65
84.65
84.65
80.03
80.03
84.65
84.65
24
49.022
67.367
75.754
70.158
68.946
68.229
65.287
66.97
14.57
2,001
LPL
2019-10-14
52.08
135
1,440
791
555
2
43.06
43.06
42.79
42.52
42.79
43.06
42.52
18
39.183
38.874
43.642
40.982
41.425
40.185
39.117
40.453
14.57
2,002
LPLA
2019-10-14
7.37
413
197
14,814
374
3
35.54
33.42
32.33
32.33
32.33
33.2
35.38
96
36.013
32.881
33.883
31.222
30.007
34.214
32.018
31.556
14.57
2,003
LPSN
2019-10-14
13.48
208
1,016
2,029
3,633
6
43.53
47.1
45.315
46.85
45.28
47.03
50.89
114
31.849
33.989
42.905
39.937
39.606
41.031
38.807
40.577
14.57
2,004
LPT
2019-10-14
11.68
175
65
227
82
2
24.78
18.65
18.635
18.62
18.775
18.93
30.25
40
9.897
15.676
17.772
16.953
16.233
16.252
15.267
17.782
14.57
2,005
LPX
2019-10-14
4.62
104
203
1,840
492
2
32.9
33.21
32.6
32.79
33
33.36
34.59
74
20.529
26.402
30.476
27.726
26.791
26.487
27.574
29.66
14.57
2,006
LQD
2019-10-14
1.22
1,525
3,248
28,141
164,411
5
26.98
22.75
16.1
9.8
8.08
13.99
15.2
406
5.275
6.363
5.977
5.926
5.901
5.396
4.964
4.473
14.57
2,007
LQDH
2019-10-14
1.08
0
0
0
0
2
15.53
15.53
10
13.08
15.53
15.53
15.53
24
3.207
3.185
3.819
3.583
3.716
3.615
3.277
3.464
14.57
2,008
LQDT
2019-10-14
52.08
24
95
84
96
2
48.64
48.64
48.24
47.84
48.24
48.64
47.84
18
30.814
36.022
44.397
42.319
40.984
40.327
39.526
45.493
14.57
2,009
LRAD
2019-10-14
75
10
2
552
2
2
58.92
75.52
67.22
58.92
67.22
75.52
75.52
12
25.958
41.871
41.989
43.389
41.502
43.969
42.615
43.278
14.57
2,010
LRCX
2019-10-14
2.64
1,867
2,133
31,989
57,370
7
37.53
36.48
35.69
35.52
35.84
36.21
36.9
586
26.074
26.509
32.034
30.807
32.486
33.059
30.596
36.678
14.57
2,011
LRGF
2019-10-14
3.23
0
0
0
0
2
32.52
19.13
22.69
23.6
23.47
32.52
32.52
24
13.714
14.455
16.96
15.656
14.743
14.88
13.664
15.854
14.57
2,012
LRN
2019-10-14
3.41
436
105
4,001
348
2
53.84
50.13
50.08
49.77
50.03
49.95
53.7
130
31.684
36.374
36.964
35.618
34.541
32.762
33.527
39.136
14.57
2,013
LSCC
2019-10-14
29.05
275
187
23,095
12,551
4
57.97
60.92
59.74
54.09
54.09
58.84
60.93
76
44.433
51
58.733
55.051
53.103
54.454
60.059
55.145
14.57
2,014
LSI
2019-10-14
5.66
33
121
279
7,346
2
33.77
27.35
20.82
18.67
18.73
22.11
37.77
68
15.376
14.344
15.318
15.667
14.948
14.212
14.358
17.739
14.57
2,015
LSTR
2019-10-14
5.23
59
632
363
671
2
32.22
27.7
28.37
26.84
27.35
28.23
30.03
76
19.356
25.974
26.932
27.267
26.702
28.241
25.767
25.585
14.57
2,016
LSXMA
2019-10-14
13.52
74
241
481
658
2
23.37
29.48
24.06
22.82
23.34
22.82
32.1
36
12.69
15.045
17.665
16.437
15.842
16.557
17.538
22.675
14.57
2,017
LTC
2019-10-14
11.68
40
40
403
158
2
30.16
24.44
20.885
17.33
18.12
18.91
27.04
40
11.121
12.531
13.972
14.272
15.575
15.443
16.744
20.09
14.57
2,018
LTM
2019-10-14
37.04
559
265
891
2,654
2
49.6
49.46
49.46
49.46
49.53
49.6
49.6
32
113.152
87.876
78.641
72.218
66.533
59.509
52.184
49.183
14.57
2,019
LTPZ
2019-10-14
1.43
114
103
112
103
2
17.17
17.17
15.36
13.03
13.29
17.17
17.17
54
11.357
14.079
13.46
12.571
12.555
11.656
10.876
10.262
14.57
2,020
LTRPA
2019-10-14
31.43
123
21
260
50
2
61.41
38.71
38.71
38.71
43.99
49.27
45.98
34
37.691
49.462
49.626
45.761
45.691
50.698
45.83
50.029
14.57
2,021
LTXB
2019-10-14
13.03
2
0
30
0
2
36.63
23.5
19.58
19.58
21.5
26.43
36.63
30
17.365
20.214
21.99
21.498
20.561
23.425
26.217
28.02
14.57
2,022
LULU
2019-10-14
3.18
2,468
3,669
24,036
30,485
8
36.49
34.78
34.78
34.72
35.95
37.74
38.93
552
22.231
32.453
31.572
29.485
29.149
29.945
32.823
38.371
14.57
2,023
LUV
2019-10-14
2.92
1,230
3,251
46,467
55,230
7
27.9
27.94
27.67
27.78
28.41
28.79
28.52
298
14.5
17.463
21.302
20.189
19.54
21.257
22.317
25.809
14.57
2,024
LVS
2019-10-14
4.19
4,548
2,423
104,649
71,156
7
38.6
35.69
32.86
32.69
32.42
32.65
31.81
282
29.553
28.222
31.14
29.832
30.748
31.621
29.352
33.304
14.57
2,025
LW
2019-10-14
8.44
294
565
1,203
1,017
2
26.14
27.24
25.55
25.93
23.63
26.52
32.3
56
24.968
22.134
24.986
24.257
25.106
25.476
23.743
25.16
14.57
2,026
LXFR
2019-10-14
20.3
18
8
34
18
2
36.71
48.85
39.39
36.71
47.84
39.36
49.1
22
21.172
25.567
34.871
33.633
33.971
35.662
39.918
41.234
14.57
2,027
LXP
2019-10-14
37.04
6
20
280
28
2
26.97
26.97
13.92
13.92
21.55
26.97
20.58
30
11.648
19.84
21.565
20.181
21.148
19.792
18.993
21.742
14.57
2,028
LXRX
2019-10-14
25.86
228
232
6,689
1,325
2
121.09
121.09
95.42
95.42
108.92
121.09
120.84
38
133.966
138.378
197.139
178.025
163.867
144.489
128.799
108
14.57
2,029
LXU
2019-10-14
52.08
62
25
383
58
2
86.41
86.41
86.41
75.19
75.19
86.41
86.41
16
44.527
61.402
84.606
82.705
78.709
78.201
69.658
62.705
14.57
2,030
LYB
2019-10-14
2.97
803
1,991
50,231
22,346
7
35.35
38.75
37.69
39.41
35.13
35.92
34.28
318
29.106
36.155
37.308
34.644
33.175
33.187
30.726
28.743
14.57
2,031
LYG
2019-10-14
45.67
1,298
130
24,385
1,107
2
37.25
37.25
37.25
32.27
32.27
37.25
37.25
22
54.091
43.595
39.436
35.738
33.243
30.897
29.295
29.241
14.57
2,032
LYTS
2019-10-14
75
46
40
135
170
2
56.6
56.6
46.9
46.9
56.6
56.6
56.6
12
39.269
43.851
42.683
41.454
40.143
37.044
40.048
47.472
14.57
2,033
LYV
2019-10-14
5.25
230
571
5,403
2,746
4
31.5
30.51
30.3
29.84
29.13
30.28
30.94
134
21.369
22.265
24.102
22.594
21.784
21.615
21.879
25.923
14.57
2,034
LZB
2019-10-14
14.06
221
69
745
267
2
37.81
31.62
37.02
31.62
32.82
38.43
32.59
34
21.213
27.415
26.652
25.402
29.932
34.474
33.829
35.599
14.57
2,035
M
2019-10-14
6.95
4,667
7,492
158,510
164,391
6
57.17
55.02
56.09
54.59
56.22
56.83
55.79
262
36.35
42.498
48.419
44.707
43.458
39.64
35.782
42.553
14.57
2,036
MA
2019-10-14
2.46
3,174
3,417
64,471
64,399
7
27.48
26.52
25.8
25.37
25.16
26.38
27.95
620
19.348
23.56
26.133
24.013
23.422
23.664
21.162
27.094
14.57
2,037
MAA
2019-10-14
4.95
760
237
2,176
2,036
2
29.93
20.32
16.49
17.25
17.54
21.89
27.19
76
7.043
10.562
14.246
14.261
14.077
14.362
14.368
16.954
14.57
2,038
MAC
2019-10-14
6.76
520
418
9,149
21,318
5
40.02
34.36
34.245
34.3
34.13
34.13
35.83
158
25.97
35.476
31.587
30.125
29.534
29.966
27.298
27.054
14.57
2,039
MACK
2019-10-14
27.45
332
25
404
319
3
60.94
75.99
58.58
58.58
70.95
75.99
75.99
58
53.635
123.762
105.441
94.996
87.145
78.196
70.839
65.734
14.57
2,040
MAG
2019-10-14
33.97
176
57
5,072
1,132
2
52.62
52.62
50.51
48.4
50.51
52.62
50.8
36
50.175
54.309
56.303
53.609
51.639
51.694
47.8
48.044
14.57
2,041
MAGA
2019-10-14
3.86
0
0
0
0
2
38.48
14.23
23.84
27.92
27.3
38.48
38.48
24
15.777
16.776
17.948
16.588
15.512
15.464
14.057
15.548
14.57
2,042
MAGS
2019-10-14
75
3
0
3
0
2
54.59
54.59
48.715
42.84
48.715
54.59
42.84
12
31.637
34.8
38.987
36.866
37.215
37.373
34.549
35.814
14.57
2,043
MAIN
2019-10-14
6.54
70
180
1,841
1,937
2
41
41
20.55
19.42
19.42
30.48
22.02
54
16.455
14.111
18.494
17.115
16.372
15.521
14.475
16.109
14.57
2,044
MAN
2019-10-14
6.46
81
106
1,302
612
2
39.24
30.62
30.28
29.81
29.9
32.74
30.64
68
24.398
27.178
28.182
29.012
28.122
26.914
29.406
29.83
14.57
2,045
MANH
2019-10-14
7.37
74
153
596
933
2
42.75
43.14
37.88
36.82
36.04
37.12
39.2
66
27.319
24.321
44.92
40.57
37.874
36.238
35.122
33.62
14.57
2,046
MANT
2019-10-14
8.2
9
25
9
25
2
32.77
32.38
28.82
29.51
31.26
29.95
31.93
56
18.552
19.421
25.885
24.069
22.579
21.89
23.317
25.682
14.57
2,047
MANU
2019-10-14
5.9
113
524
446
628
2
29.4
28.89
28.84
29.36
28.76
29.7
38.87
68
27.442
26.758
24.416
22.491
22.052
21.545
22.444
28.929
14.57
2,048
MAR
2019-10-14
2.67
457
341
29,782
12,467
5
28.83
29.52
28.2
27.61
27.35
27.97
27
282
23.078
21.828
24.738
23.22
23.272
24.192
22.96
25.872
14.57
2,049
MAS
2019-10-14
3.87
489
1,717
24,701
21,885
4
33.1
30.24
29.76
29.67
29.49
29.87
32.96
190
24.166
26.773
32.892
30.487
29.264
30.247
27.99
29.307
14.57
2,050
MASI
2019-10-14
4.16
221
206
607
470
2
36.67
32.49
31.68
30.64
30.72
32.12
35.81
100
21.671
24.951
28.19
26.41
26.251
27.903
26.81
27.565
14.57
2,051
MAT
2019-10-14
7.21
575
3,724
20,324
81,332
5
57.62
55.37
54.99
53.83
52.51
56.19
56.9
170
39.777
46.467
62.868
57.531
55.502
53.567
59.13
52.887
14.57
2,052
MATW
2019-10-14
13.61
96
117
238
101
2
41.04
38.4
38.4
39.02
39.72
41.04
41.04
36
38.062
39.86
39.184
37.855
36.524
36.625
37.693
35.121
14.57
2,053
MATX
2019-10-14
13.52
537
81
960
89
2
37.75
42.87
35.27
33.89
40.42
33.89
40.33
36
26.842
31.465
32.909
31.076
31.067
31.825
30.509
32.648
14.57
2,054
MAXR
2019-10-14
40.83
1,699
602
15,366
5,395
4
79.3
79.3
79.3
74.63
74.63
79.3
79.3
50
60.342
83.109
82.967
84.904
80.492
97.906
93.045
102.194
14.57
2,055
MBB
2019-10-14
0.94
19
122
29
204
2
23.04
19.38
11.9
5.27
9.91
23.04
23.04
116
1.403
2.015
2.027
2.014
2.142
2.03
2.051
2.211
14.57
2,056
MBI
2019-10-14
19.73
493
560
14,153
9,463
4
34.62
31.25
35.27
28.34
33.57
33.49
28.34
120
22.39
22.927
30.104
27.146
25.686
28.175
27.109
30.924
14.57
2,057
MBIO
2019-10-14
45.67
72
32
1,177
344
2
141.2
141.2
120.77
100.34
100.34
100.34
141.2
18
41.382
70.394
82.933
75.998
82.575
78.4
147.292
126.764
14.57
2,058
MBT
2019-10-14
20.32
496
246
4,249
6,733
3
28.08
32.74
30.41
31.29
29.485
30.89
30.53
90
28.56
25.859
23.972
23.389
24.556
24.594
27.376
31.506
14.57
2,059
MBUU
2019-10-14
13.16
51
152
142
1,180
2
53.53
48.07
50.1
48.07
53.42
49.73
56.9
38
40.816
49.142
50.147
48.735
47.344
46.083
43.109
45.908
14.57
2,060
MBWM
2019-10-14
14.06
1
0
3
0
2
33.55
20.18
23.43
20.18
24.14
29.76
35.71
34
17.118
22.89
25.246
24.394
22.915
23.204
22.643
24.483
14.57
2,061
MC
2019-10-14
14.48
37
48
2,232
2,197
2
21.35
42.51
29.3
21.35
41.94
30.16
44.75
32
33.033
28.19
31.337
29.694
29.171
30.827
31.206
34.7
14.57
2,062
MCBC
2019-10-14
37.04
9
0
9
0
2
31.83
42.51
33.165
23.82
33.165
42.51
42.51
30
14.595
19.951
19.755
18.043
18.779
20.738
23.572
23.907
14.57
2,063
MCC
2019-10-14
75
12
18
16
18
2
90.25
90.25
90.25
90.25
90.25
90.25
90.25
12
23.45
24.493
45.457
45.698
43.894
43.392
45.536
40.265
14.57
2,064
MCD
2019-10-14
2.79
6,790
3,394
49,631
73,412
7
29.49
20.64
17.97
18.43
19.26
20.2
21.63
384
15.442
17.101
17.266
16.394
15.868
14.813
14.183
16.357
14.57
2,065
MCF
2019-10-14
75
55
4
921
13
2
127.46
104.21
104.21
104.21
115.835
127.46
127.46
10
126.79
156.344
135.278
123.563
118.836
106.221
91.247
86.134
14.57
2,066
MCFT
2019-10-14
29.05
51
176
366
687
2
54.6
52.93
54.74
52.44
52.92
54.77
52.44
40
34.787
76.487
69.983
66.105
61.16
57.587
53.69
54.092
14.57
2,067
MCHI
2019-10-14
1.73
149
231
497
1,577
2
25.01
21.44
20.99
20.81
20.85
22.12
22.58
116
17.52
17.314
21.336
19.831
20.375
21.406
20.463
23.869
14.57
2,068
MCHP
2019-10-14
2.64
4,981
1,066
22,432
17,450
6
36.54
36.78
35.97
36.47
37.98
38.19
38.85
374
28.942
29.131
34.906
33.897
33.333
34.448
32.965
37.093
14.57
2,069
MCHX
2019-10-14
61.11
117
3
271
4
2
88.86
88.86
71.465
54.07
71.465
88.86
54.07
14
30.994
42.15
51.584
49.441
50.97
51.496
47.766
42.56
14.57
2,070
MCK
2019-10-14
2.73
501
563
6,740
11,367
6
35.56
34.84
33.91
34.09
34.15
33.25
33.81
370
23.001
26.442
30.443
29.198
27.872
27.896
27.393
27.126
14.57
2,071
MCO
2019-10-14
3.63
97
672
695
1,563
2
29.24
27.26
26.7
26.48
25.58
27.87
30.56
116
25.794
23.61
28.188
26.353
24.561
24.107
21.821
25.07
14.57
2,072
MCRB
2019-10-14
75
36
49
372
374
2
88.83
102.32
95.575
88.83
95.575
102.32
102.32
12
52.134
69.718
73.152
74.699
85.356
87.499
83.584
77.345
14.57
2,073
MCRI
2019-10-14
12.08
215
15
423
23
2
31.46
23.7
27.4
23.7
27.95
33.38
25.25
40
19.158
24.481
27.077
25.234
24.429
25.932
24.432
26.208
14.57
2,074
MCRN
2019-10-14
17.69
8
59
180
1,074
2
36.63
14.36
12.96
12.28
12.28
18.41
26.9
20
10.017
12.202
13.066
47.286
45.553
45.091
43.821
41.308
14.57
2,075
MCS
2019-10-14
13.61
175
584
174
618
2
28.24
28.16
29.38
24.99
26.77
31.02
24.99
36
20.049
24.581
28.586
26.953
25.854
26.426
27.233
27.075
14.57
2,076
MCY
2019-10-14
9.32
54
37
314
133
2
39.08
29.07
27.885
26.7
28.205
29.71
27.17
46
14.15
15.92
21.782
20.647
19.979
20.062
22.718
26.641
14.57
2,077
MD
2019-10-14
15.34
189
191
623
1,799
3
51.2
43.85
44.55
41.92
44.37
41.92
49.6
50
27.395
38.007
40.575
37.404
37.406
36.994
34.697
30.988
14.57
2,078
MDB
2019-10-14
3.51
1,074
1,360
14,753
12,740
8
57.55
57.32
55.83
55.86
55.15
56.63
57.22
566
56.354
61.235
56.435
53.045
57.321
55.955
61.365
64.051
14.57
2,079
MDC
2019-10-14
3.45
162
681
3,914
4,890
2
26.03
27.73
30.7
30.15
30.44
31.41
39.69
132
17.45
23.906
25.414
28.981
28.53
27.511
28.745
30.11
14.57
2,080
MDCA
2019-10-14
75
89
40
263
45
2
117.5
82.66
82.66
82.66
100.08
117.5
117.5
12
43.798
39.962
47.514
43.771
42.488
50.36
65.305
69.112
14.57
2,081
MDCO
2019-10-14
7.86
2,186
5,909
128,459
112,440
6
70.08
69.37
69.04
69.04
69.41
72.05
72.4
402
35.414
52.543
48.361
46.872
45.265
42.373
40.95
45.657
14.57
2,082
MDGL
2019-10-14
5.81
68
165
213
1,487
2
71.64
79.25
74.05
73.39
73.06
71.89
74.83
84
36.726
46.081
43.695
42.493
43.147
42.469
51.235
59.805
14.57
2,083
MDIV
2019-10-14
5.54
0
2
0
4
2
27.23
24.71
30.32
33.01
32.59
45.41
60.9
44
6.389
7.687
9.022
8.278
7.822
8.036
7.457
8.545
14.57
2,084
MDLZ
2019-10-14
4.02
1,143
838
45,465
71,366
6
26.76
26.76
22.13
21.18
21.1
22.3
21.54
182
16.579
17.497
18.923
17.791
16.938
16.426
16
16.497
14.57
2,085
MDP
2019-10-14
10.62
161
184
882
653
2
47.79
47.79
47.06
47.17
46.33
46.33
47.79
60
41.27
70.278
61.677
56.046
51.906
47.362
40.502
38.298
14.57
2,086
MDR
2019-10-14
13.5
1,886
3,390
182,286
181,386
6
142.25
142.25
113.22
113.22
114.22
115.22
142.25
238
278.721
208.977
188.038
171.443
158.134
141.015
124.054
110.399
14.57
2,087
MDRX
2019-10-14
19.42
139
1,121
7,670
2,185
2
50.83
37.19
41.64
37.19
42.45
43.64
56.49
68
36.026
35.846
38.167
35.011
34.376
34.956
35.518
40.393
14.57
2,088
MDSO
2019-10-14
6.03
87
269
3,154
983
2
25.85
18.4
8.58
12.91
3.52
23.39
34.1
66
1.596
1.773
1.651
1.784
10.555
16.303
28.13
31.34
14.57
2,089
MDT
2019-10-14
2.62
409
1,385
27,637
52,336
7
28.68
25.38
22.49
22.23
22.24
24.99
29.98
358
17.481
16.453
16.577
15.33
14.516
15.105
14.905
18.672
14.57
2,090
MDU
2019-10-14
59.42
46,691
33
2,997
41
3
27.95
19.93
19.3
18.67
18.67
18.67
30
32
14.921
14.564
15.287
15.141
15.135
16.009
15.564
17.477
14.57
2,091
MDXG
2019-10-14
26.89
437
1,230
26,996
14,604
2
124.3
124.3
124.3
124.3
124.3
124.3
124.3
36
36.609
43.572
44.613
50.746
49.403
81.338
74.035
117.64
14.57
2,092
MDY
2019-10-14
1.46
2,413
2,460
11,344
10,334
6
24.28
19.91
18
17.74
18.11
20.34
23.75
748
15.001
16.136
18.898
17.468
16.487
16.785
15.342
16.699
14.57
2,093
MED
2019-10-14
4.76
450
700
2,356
9,775
3
65.56
66.54
65.58
65.66
65.92
65.91
69.23
122
33.034
33.373
37.337
36.614
36.306
36.773
35.492
48.746
14.57
2,094
MEDP
2019-10-14
7.86
145
388
1,348
1,063
4
49.58
48.87
48.56
48.47
48.47
48.8
49.31
146
25.079
25.305
45.356
41.376
39.54
37.841
44.651
46.273
14.57
2,095
MEET
2019-10-14
35.54
157
459
6,173
1,668
4
69.66
64.17
64.17
64.17
66.915
69.66
69.66
58
101.326
80.093
73.89
67.309
67.366
67.049
60.361
60.52
14.57
2,096
MEI
2019-10-14
14.35
119
21
564
144
2
37.6
39.4
38.62
36.48
36.48
40.46
39.29
36
24.257
45.023
42.584
40.205
38.799
38.848
35.945
38.767
14.57
2,097
MELI
2019-10-14
2.45
936
2,261
23,903
25,822
6
49.22
48.82
48.62
48.68
48.97
49.09
49.72
736
27.127
31.811
46.864
43.32
41.307
49.264
50.243
53.251
14.57
2,098
MEOH
2019-10-14
8.04
797
239
5,165
2,666
3
45.73
42.75
45.42
43.21
39.8
45.58
45.76
92
44.54
49.924
52.004
47.721
45.539
44.264
41.011
39.959
14.57
2,099
MERC
2019-10-14
30.29
36
59
262
233
2
47.18
47.18
44.945
42.71
42.71
42.71
47.18
42
38.352
37.704
41.461
40.622
38.346
50.275
44.571
48.169
14.57