Feature/options_views: Add a Variety of Views/Charts to Extend the OptionsChains Class (#5222)

* add options_chains_view

* vsurf charts

* skew for strike vs contract

* doc string

* add chart_volatility

* linting

* codespell

* mypy

* types

* tmx mypy

* update test file

* add synthetic long/short to strategies

* updates test_options_chains_model.py

* updates some docstrings

* update documentation

* actually commit the documentation page

* update documentation screenshots

* try catch for 403 error

* add tests for options_chains_view

* int64

* SPX error handling

* add cboe options dashboard for terminal

* codespell

* enable mouse scroll wheel zoom for charts

* declare key values for all widgets

* add some more streamlit charts and tables

* fix test_yfinance_view.py

* conflict resolution

* test

---------

Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
Danglewood
2023-08-03 13:58:47 -07:00
committed by GitHub
parent d575c5d52a
commit f1eee44cab
56 changed files with 53243 additions and 3132 deletions

View File

@@ -44,6 +44,7 @@ class DashboardsController(BaseController):
"futures",
"forecasting",
"indicators",
"options",
]
PATH = "/dashboards/"
@@ -75,6 +76,7 @@ class DashboardsController(BaseController):
mt.add_cmd("forecasting")
mt.add_cmd("futures")
mt.add_cmd("shortdata")
mt.add_cmd("options")
console.print(text=mt.menu_text, menu="Dashboards")
@log_start_end(log=logger)
@@ -112,6 +114,11 @@ class DashboardsController(BaseController):
"""Process indicators command."""
self.create_call_streamlit(other_args, "Indicators")
@log_start_end(log=logger)
def call_options(self, other_args: List[str]):
"""Process indicators command."""
self.create_call_streamlit(other_args, "Options")
def kill_processes(self) -> None:
"""Kills all processes started by this class."""
for process in [p for p in self.processes if p.is_running()]:
@@ -250,7 +257,7 @@ class DashboardsController(BaseController):
if self.check_processes():
plots_backend().send_url(
url=self.check_processes(name),
title=f"{filename.title()} Dashboard",
title=f"{filename.replace('_', ' ').title()} Dashboard",
)

View File

@@ -0,0 +1,960 @@
# type: ignore
# pylint: disable=[W0621,R1714]
from typing import Any, Tuple
import pandas as pd
import streamlit as st
from openbb_terminal.core.plots.plotly_helper import OpenBBFigure
from openbb_terminal.core.session.current_system import set_system_variable
from openbb_terminal.dashboards.stream import streamlit_helpers as st_helpers
from openbb_terminal.stocks.options.cboe_model import INDEXES, SYMBOLS
from openbb_terminal.stocks.options.options_chains_model import (
get_nearest_call_strike,
get_nearest_otm_strike,
get_nearest_put_strike,
)
from openbb_terminal.stocks.options.options_sdk_helper import (
OptionsChains,
load_options_chains,
)
EXCEPTIONS = ["NDX", "RUT"]
analysis_type: str = ""
strike_price: float = 0
moneyness: float = 0
strangle_moneyness: float = 0
price_data = pd.DataFrame()
strategy_data = pd.DataFrame()
title: str = ""
_strikes: Any = None
chart_data_type: str = ""
target_column: dict[str, str] = {
"Last Price": "lastTradePrice",
"Bid Price": "bid",
"Ask Price": "ask",
"Theoretical Price": "theoretical",
"Breakeven Price": "Breakeven",
"Open Interest": "openInterest",
"Volume": "volume",
"Implied Volatility": "impliedVolatility",
"Gamma": "gamma",
"Theta": "theta",
"Vega": "vega",
"Delta Dollars": "DEX",
"GEX Per 1% Move": "GEX",
}
strategy_target_column_dict = {
"Cost of Position": "Cost",
"Cost as % of Underlying": "Cost Percent",
}
surface_choice_dict = {
"OTM Only": "otm",
"ITM Only": "itm",
"Calls Only": "calls",
"Puts Only": "puts",
}
chains_df = pd.DataFrame()
symbol_choices = SYMBOLS.sort_index().reset_index()
default_symbol = int(symbol_choices.query("`Symbol` == 'SPY'").index[0])
chains_strikes: dict[str, float] = {}
pd.options.plotting.backend = "plotly"
# Suppressing sdk logs
set_system_variable("LOGGING_SUPPRESS", True)
st.set_page_config(
layout="wide",
page_title="CBOE Options Dashboard",
initial_sidebar_state="expanded",
menu_items={
"Get help": "https://discord.com/invite/Y4HDyB6Ypu",
},
)
st_helpers.set_current_page("Options")
st_helpers.set_css()
def format_plotly(fig: OpenBBFigure):
fig.update_layout(
margin=dict(t=40),
autosize=False,
width=1050,
height=700,
title=dict(y=0.99, x=0.5, xanchor="center", yanchor="top", automargin=True),
legend=dict(bgcolor="rgba(0,0,0,0)"),
)
return fig
@st.cache_data(show_spinner=False, experimental_allow_widgets=True)
def load_data(ticker):
df = load_options_chains(ticker)
_calls = df.chains[df.chains["optionType"] == "call"].copy()
_puts = df.chains[df.chains["optionType"] == "put"].copy()
_calls.loc[:, ("$ To Spot")] = (
(_calls.loc[:, ("strike")]) + (_calls.loc[:, ("ask")]) - (df.last_price)
)
_calls.loc[:, ("% To Spot")] = (_calls.loc[:, ("$ To Spot")] / df.last_price) * 100
_calls.loc[:, ("Breakeven")] = _calls.loc[:, ("strike")] + _calls.loc[:, ("ask")]
_calls.loc[:, ("DEX")] = (
(_calls.loc[:, ("delta")] * 100)
* (_calls.loc[:, ("openInterest")])
* df.last_price
)
_calls["DEX"] = _calls["DEX"].convert_dtypes(convert_floating=True)
_calls.loc[:, ("GEX")] = (
_calls.loc[:, ("gamma")]
* 100
* _calls.loc[:, ("openInterest")]
* (df.last_price * df.last_price)
* 0.01
)
_calls.GEX = _calls.GEX.convert_dtypes(convert_floating=True)
_calls.set_index(keys=["expiration", "strike", "optionType"], inplace=True)
_puts.loc[:, ("$ To Spot")] = (
(_puts.loc[:, ("strike")]) - (_puts.loc[:, ("ask")]) - (df.last_price)
)
_puts.loc[:, ("% To Spot")] = (_puts.loc[:, ("$ To Spot")] / df.last_price) * 100
_puts.loc[:, ("Breakeven")] = _puts.loc[:, ("strike")] - _puts.loc[:, ("ask")]
_puts.loc[:, ("DEX")] = (
(_puts.loc[:, ("delta")] * 100)
* (_puts.loc[:, ("openInterest")])
* df.last_price
)
_puts.loc[:, ("GEX")] = (
_puts.loc[:, ("gamma")]
* 100
* _puts.loc[:, ("openInterest")]
* (df.last_price * df.last_price)
* 0.01
* (-1)
)
_puts.GEX = _puts.GEX.convert_dtypes(convert_floating=True)
_puts["DEX"] = _puts["DEX"].convert_dtypes(convert_floating=True)
_puts.set_index(keys=["expiration", "strike", "optionType"], inplace=True)
_calls.GEX = round(_calls.GEX, ndigits=2)
_calls["DEX"] = round(_calls["DEX"], ndigits=2)
_puts.GEX = round(_puts.GEX, ndigits=2)
_puts["DEX"] = round(_puts["DEX"], ndigits=2)
df.chains = pd.concat([_puts, _calls])
df.chains.sort_index(inplace=True)
df.chains.reset_index(inplace=True)
return df
def get_exposure(df: OptionsChains) -> Tuple[pd.DataFrame, pd.DataFrame]:
by_strike = pd.DataFrame()
by_expiration = pd.DataFrame()
puts_by_strike = (
df.chains.query("`optionType` == 'put'").groupby("strike")[["DEX", "GEX"]].sum()
)
puts_by_strike.columns = ["Put DEX", "Put GEX"]
calls_by_strike = (
df.chains.query("`optionType` == 'call'")
.groupby("strike")[["DEX", "GEX"]]
.sum()
)
calls_by_strike.columns = ["Call DEX", "Call GEX"]
by_strike = pd.concat([calls_by_strike, puts_by_strike], axis=1)
puts_by_expiration = (
df.chains.query("`optionType` == 'put'")
.groupby("expiration")[["DEX", "GEX"]]
.sum()
)
puts_by_expiration.columns = ["Put DEX", "Put GEX"]
calls_by_expiration = (
df.chains.query("`optionType` == 'call'")
.groupby("expiration")[["DEX", "GEX"]]
.sum()
)
calls_by_expiration.columns = ["Call DEX", "Call GEX"]
by_expiration = pd.concat([calls_by_expiration, puts_by_expiration], axis=1)
return by_strike.astype("int64"), by_expiration.astype("int64")
def get_highest_oi(df: OptionsChains) -> pd.DataFrame:
highest_oi = df.chains[df.chains["openInterest"] == max(df.chains["openInterest"])][
[
"optionType",
"strike",
"dte",
"openInterest",
"volume",
"impliedVolatility",
"bid",
"ask",
"Breakeven",
]
]
highest_oi.columns = [
"Type",
"Strike",
"DTE",
"OI",
"Volume",
"IV",
"Bid",
"Ask",
"Breakeven",
]
return highest_oi
def get_highest_volume(df: OptionsChains) -> pd.DataFrame:
highest_volume = df.chains[df.chains["volume"] == max(df.chains["volume"])][
[
"optionType",
"strike",
"dte",
"openInterest",
"volume",
"impliedVolatility",
"bid",
"ask",
"Breakeven",
]
]
highest_volume.columns = [
"Type",
"Strike",
"DTE",
"OI",
"Volume",
"IV",
"Bid",
"Ask",
"Breakeven",
]
return highest_volume
with st.sidebar:
ticker = st.selectbox(
label="Ticker",
options=symbol_choices["Symbol"].tolist(),
index=default_symbol,
key="ticker",
)
df = load_data(ticker)
chains_df = df.chains
if ticker == "":
st.write("Please enter a symbol")
if hasattr(df, "underlying_name"):
ticker_good = True
stats = df.get_stats()
net_calls = stats.sum()["Calls OI"].astype(int)
net_puts = stats.sum()["Puts OI"].astype(int)
pcr_ratio = round((net_puts / net_calls), 4)
net_calls_vol = stats.sum()["Calls Volume"].astype(int)
net_puts_vol = stats.sum()["Puts Volume"].astype(int)
straddle_30d = df.get_straddle()
st.write(df.underlying_name)
st.write("Last Price: ", f"${df.last_price:0,.2f}")
_change = round(df.underlying_price["changePercent"], 2)
st.write("Change: ", f"{_change:0,.2f}%")
st.write(
f"Cost of {straddle_30d.loc['DTE']['Long Straddle']} DTE Straddle: ",
f"${round(straddle_30d.loc['Cost']['Long Straddle'], 2)}",
)
if df.underlying_price["ivThirty"] != 0:
st.write("IV 30: ", str(df.underlying_price["ivThirty"]))
if ticker.upper() not in INDEXES and ticker.upper() not in EXCEPTIONS:
st.write("Stock Volume :", format(df.underlying_price["volume"], ","))
st.write("Call Volume: ", format(net_calls_vol, ","))
st.write("Put Volume: ", format(net_puts_vol, ","))
st.write("Put/Call Ratio: ", str(pcr_ratio))
analysis_type = st.selectbox(
"Analysis Type", options=["Charts", "Tables"], key="analysis_type"
)
if analysis_type == "Tables":
table_choices = ["Chains", "Stats"]
table_choice = st.selectbox("Table Type", options=table_choices)
if table_choice == "Chains":
chains_selections = ["% OTM", "Delta", "None"]
chains_select = st.selectbox(
"Limit Range of Results",
options=chains_selections,
key="chains_select",
)
if chains_select == "% OTM":
chains_moneyness: float = st.number_input(
label="% OTM Range",
min_value=0.01,
max_value=99.99,
value=2.0,
step=0.25,
)
chains_strikes = get_nearest_otm_strike(df, chains_moneyness)
if chains_select == "Delta":
delta_choice: float = st.number_input(
label="Delta Value",
min_value=0.01,
max_value=1.0,
value=0.5,
step=0.05,
)
chains_choice = st.selectbox(
"Chain Type", options=["Calls", "Puts", "Both"], key="chains_choice"
)
expiration_choices = ["All"]
expiration_choices.extend(df.expirations)
expiration_choice = st.selectbox(
"Expiration Date",
options=expiration_choices,
key="expiration_choice",
)
if analysis_type == "Charts":
stats_type: str = ""
chart_data_type = st.selectbox(
"Chart Data Type",
options=["Stats", "Strikes", "Strategies", "Volatility"],
key="chart_data_type",
)
expiry = "All"
if chart_data_type == "Stats":
stats_type = st.selectbox(
"Stat Type",
options=["Open Interest", "Volume", "Ratios"],
key="stats_type",
)
if stats_type == "Open Interest" or stats_type == "Volume":
is_percent = st.checkbox(
"Percent of Total", value=False, key="is_percent"
)
if is_percent is False and stats_type == "Open Interest":
expiries = ["All"]
expiries.extend(df.expirations)
expiry = st.selectbox("Expiry", options=expiries, key="expiry")
if chart_data_type == "Strikes":
strike_choice = st.selectbox(
"Strike Selection Type",
options=(["Single Strike", "Separate Calls and Puts", "% OTM"]),
key="strike_choice",
)
if strike_choice == "Separate Calls and Puts":
_default_call = get_nearest_call_strike(
df, strike_price=df.last_price
)
_default_put = get_nearest_put_strike(
df, strike_price=df.last_price
)
_default_strikes = pd.Series(df.strikes)
default_call = int(
_default_strikes[_default_strikes == _default_call].index[0]
)
default_put = int(
_default_strikes[_default_strikes == _default_put].index[0]
)
col1, col2 = st.columns(2)
with col1:
_call = st.selectbox(
"Call Strike",
options=df.strikes,
index=default_call,
key="call_strike",
)
with col2:
_put = st.selectbox(
"Put Strike",
options=df.strikes,
index=default_put,
key="put_strike",
)
_strikes = {"call": _call, "put": _put}
if strike_choice == "% OTM":
moneyness: float = st.number_input(
label="% OTM Moneyness",
min_value=0.01,
max_value=99.99,
value=2.0,
step=0.25,
key="moneyness",
)
_strikes = get_nearest_otm_strike(df, moneyness)
if strike_choice == "Single Strike":
default_strike_price = get_nearest_call_strike(
df, strike_price=df.last_price
)
_strikes = pd.Series(df.strikes)
default_strike = int(
_strikes[_strikes == default_strike_price].index[0]
)
strike_price = st.selectbox(
"Strike Price",
options=df.strikes,
index=default_strike,
key="strike_price",
)
strike_data_point = st.selectbox(
"Data Point",
options=list(target_column.keys()),
key="strike_data_point",
)
if chart_data_type == "Strategies":
_strikes = pd.Series(df.strikes)
strategy_choice = st.selectbox(
"Strategy Type",
options=(
[
"Straddle",
"Strangle",
"Synthetic Long",
"Synthetic Short",
"Vertical Call",
"Vertical Put",
]
),
key="strategy_choice",
)
if strategy_choice == "Strangle":
strangle_moneyness: float = st.number_input(
label="% OTM Moneyness",
min_value=0.01,
max_value=99.99,
value=2.0,
step=0.25,
key="strangle_moneyness",
)
if strategy_choice == "Straddle":
default_strike_price = get_nearest_call_strike(
df, strike_price=df.last_price
)
default_strike = int(
_strikes[_strikes == default_strike_price].index[0]
)
straddle_strike: float = st.selectbox(
"Strike Price",
options=df.strikes,
index=default_strike,
key="straddle_strike",
)
if (
strategy_choice == "Synthetic Long"
or strategy_choice == "Synthetic Short"
):
default_strike_price = get_nearest_call_strike(
df, strike_price=df.last_price
)
default_strike = int(
_strikes[_strikes == default_strike_price].index[0]
)
synthetic_strike = st.selectbox(
"Strike Price",
options=df.strikes,
index=default_strike,
key="synthetic_strike",
)
if (
strategy_choice == "Vertical Call"
or strategy_choice == "Vertical Put"
):
default_strike_price1 = get_nearest_call_strike(
df,
strike_price=df.last_price + 5
if strategy_choice == "Vertical Call"
else df.last_price - 5,
)
default_strike_price2 = get_nearest_call_strike(
df, strike_price=df.last_price
)
default_strike1 = int(
_strikes[_strikes == default_strike_price1].index[0]
)
default_strike2 = int(
_strikes[_strikes == default_strike_price2].index[0]
)
col1, col2 = st.columns(2)
with col1:
strike1 = st.selectbox(
"Sold Strike Price",
options=df.strikes,
index=default_strike1,
key="strike1",
)
with col2:
strike2 = st.selectbox(
"Bought Strike Price",
options=df.strikes,
index=default_strike2,
key="strike2",
)
strategy_target_column = st.selectbox(
"Data Type",
options=list(strategy_target_column_dict.keys()),
key="strategy_target_column",
)
if chart_data_type == "Volatility":
vol_choices = ["Smile", "Skew", "Surface"]
vol_choice = st.selectbox(
"Volatility Type", options=vol_choices, index=0, key="vol_choice"
)
if vol_choice == "Smile" or vol_choice == "Skew":
if vol_choice == "Smile":
col1, col2 = st.columns(2)
with col1:
with_volume = st.checkbox(
"With Volume", value=False, key="with_volume"
)
with col2:
with_oi = st.checkbox("With OI", value=False, key="with_oi")
if vol_choice == "Skew":
otm_only = st.checkbox("OTM Only", value=False, key="otm_only")
with st.expander("Select Expiration Dates"):
expiration_choice = st.multiselect(
"Expiration Date",
options=df.expirations,
default=df.expirations[2],
key="expiration_choice",
)
if vol_choice == "Surface":
surface_choices = [
"Calls Only",
"Puts Only",
"OTM Only",
"ITM Only",
]
surface_choice = st.selectbox(
"Surface Type",
options=surface_choices,
index=2,
key="surface_choice",
)
else:
st.write("Please enter a valid symbol.")
ticker_good = False
if analysis_type == "Tables" and table_choice == "Chains" and ticker_good is True:
if chains_select == "% OTM":
upper = chains_strikes["call"]
lower = chains_strikes["put"]
chains_df = df.chains.query("@lower <= `strike` <= @upper")
if chains_select == "Delta":
upper_call = delta_choice + 0.01
lower_call = delta_choice - 0.01
upper_put = (delta_choice + 0.01) * (-1)
lower_put = (delta_choice - 0.01) * (-1)
chains_df = df.chains.query(
"@lower_call <= `delta` <= @upper_call or @lower_put >= `delta` >= @upper_put"
)
if chains_select == "None":
chains_df = df.chains
if expiration_choice != "All":
chains_df = chains_df[chains_df["expiration"] == expiration_choice]
if expiration_choice == "All":
chains_df = chains_df[chains_df["dte"] >= 0]
chains_df = chains_df[
[
"strike",
"dte",
"optionType",
"theoretical",
"bidSize",
"bid",
"ask",
"askSize",
"lastTradePrice",
"openInterest",
"volume",
"impliedVolatility",
"delta",
"gamma",
"theta",
"rho",
"vega",
"open",
"high",
"low",
"previousClose",
"DEX",
"GEX",
"Breakeven",
"$ To Spot",
"% To Spot",
]
]
chains_df = chains_df.rename(
columns={
"strike": "Strike",
"dte": "DTE",
"optionType": "Type",
"theoretical": "Theoretical",
"bidSize": "Bid Size",
"bid": "Bid",
"ask": "Ask",
"askSize": "Ask Size",
"lastTradePrice": "Last",
"openInterest": "OI",
"volume": "Volume",
"impliedVolatility": "IV",
"delta": "Delta",
"gamma": "Gamma",
"theta": "Theta",
"rho": "Rho",
"vega": "Vega",
"open": "Open",
"high": "High",
"low": "Low",
"previousClose": "Prev Close",
}
)
chains_df.Theoretical = round(chains_df.Theoretical, 2)
chains_df = chains_df.set_index("Strike")
chains_df = chains_df[chains_df["Last"] > 0]
if chains_choice == "Calls":
chains_df = chains_df[chains_df["Type"] == "call"]
if chains_choice == "Puts":
chains_df = chains_df[chains_df["Type"] == "put"]
st.dataframe(chains_df, use_container_width=True, height=700)
if analysis_type == "Tables" and table_choice == "Stats" and ticker_good is True:
exposure_by_strike, exposure_by_expiration = get_exposure(df)
stats_df_expiration = df.get_stats()
stats_df_strike = df.get_stats("strike")
sc1, sc2, sc3, sc4, sc5 = st.columns(5)
with sc1:
st.write("Total OI: ", format(stats_df_expiration["Total OI"].sum(), ","))
with sc2:
st.write("Call OI: ", format(stats_df_expiration["Calls OI"].sum(), ","))
with sc3:
st.write("Put OI: ", format(stats_df_expiration["Puts OI"].sum(), ","))
with sc4:
st.write("Call DEX: $", format(exposure_by_expiration["Call DEX"].sum(), ","))
with sc5:
st.write(
"Put DEX: $", format(abs(exposure_by_expiration["Put DEX"]).sum(), ",")
)
with st.expander("Stats by Expiration", expanded=True):
st.dataframe(stats_df_expiration, use_container_width=True)
with st.expander("Stats by Strike", expanded=False):
st.dataframe(stats_df_strike, use_container_width=True)
with st.expander("Delta Dollars and GEX per 1% Move", expanded=False):
col1, col2 = st.columns(2)
with col1:
st.dataframe(exposure_by_expiration.abs(), use_container_width=True)
with col2:
st.dataframe(exposure_by_strike.abs(), use_container_width=True)
if analysis_type == "Charts" and ticker_good is True and chart_data_type == "Stats":
if stats_type == "Open Interest" and expiry != "All":
fig_oi_exp = df.chart_stats(
"strike", expiry=expiry, external_axes=True, oi=True, percent=False
)
fig_oi_exp = format_plotly(fig_oi_exp)
st.plotly_chart(
fig_oi_exp,
use_container_width=True,
)
elif stats_type == "Open Interest" or stats_type == "Volume":
tab1, tab2 = st.tabs(["By Expiration", "By Strike"])
with tab1:
if stats_type == "Open Interest":
fig_oi_exp = df.chart_stats(
percent=bool(is_percent), oi=True, external_axes=True
)
fig_oi_exp = format_plotly(fig_oi_exp)
st.plotly_chart(fig_oi_exp, use_container_width=True)
if stats_type == "Volume":
fig_vol_exp = df.chart_stats(
percent=bool(is_percent), oi=False, external_axes=True
)
fig_vol_exp = format_plotly(fig_vol_exp)
st.plotly_chart(fig_vol_exp, use_container_width=True)
with tab2:
if stats_type == "Open Interest":
fig_oi_strike = df.chart_stats(
"strike", percent=bool(is_percent), oi=True, external_axes=True
)
fig_oi_strike = format_plotly(fig_oi_strike)
st.plotly_chart(fig_oi_strike, use_container_width=True)
if stats_type == "Volume":
fig_vol_exp = df.chart_stats(
"strike", percent=bool(is_percent), oi=False, external_axes=True
)
fig_vol_exp = format_plotly(fig_vol_exp)
st.plotly_chart(fig_vol_exp, use_container_width=True)
elif stats_type == "Ratios":
ratios_fig = df.chart_stats(ratios=True, external_axes=True)
ratios_fig.update_layout(
legend=dict(
orientation="h",
yanchor="top",
y=1,
xanchor="left",
x=0.01,
)
)
ratios_fig = format_plotly(ratios_fig)
st.plotly_chart(
ratios_fig,
use_container_width=True,
config=dict(
scrollZoom=True,
displaylogo=False,
),
)
if analysis_type == "Charts" and chart_data_type == "Strikes" and ticker_good is True:
title = f"{strike_data_point} of {df.symbol} Options @ ${strike_price} Strike Price"
title = (
f"{strike_data_point} of {df.symbol} Options @ {moneyness}% OTM"
if strike_choice == "% OTM"
else title
)
title = (
f"{strike_data_point} of {df.symbol} Options"
if strike_choice == "Separate Calls and Puts"
else title
)
title = (
f"Gamma Exposure per 1% Move of {df.symbol}"
if strike_data_point == "GEX Per 1% Move"
else title
)
if strike_choice == "Single Strike":
_price_data = df.chains[df.chains["strike"] == strike_price]
call_price_data = _price_data[_price_data["optionType"] == "call"]
put_price_data = _price_data[_price_data["optionType"] == "put"]
call_price_data = call_price_data.drop_duplicates("expiration").set_index(
"expiration"
)
put_price_data = put_price_data.drop_duplicates("expiration").set_index(
"expiration"
)
price_data["Call"] = call_price_data[target_column[strike_data_point]]
price_data["Put"] = put_price_data[target_column[strike_data_point]]
if strike_choice == "Separate Calls and Puts" or strike_choice == "% OTM":
call_price_data = (
df.chains[df.chains["strike"] == _strikes["call"]]
.query("`optionType` == 'call'")
.drop_duplicates("expiration")
.set_index("expiration")
)
put_price_data = (
df.chains[df.chains["strike"] == _strikes["put"]]
.query("`optionType` == 'put'")
.drop_duplicates("expiration")
.set_index("expiration")
)
price_data["Call"] = call_price_data[target_column[strike_data_point]]
price_data["Put"] = put_price_data[target_column[strike_data_point]]
fig_price_data = OpenBBFigure()
fig_price_data.add_scatter(
x=price_data.index,
y=price_data["Call"],
mode="lines+markers",
name="Calls"
if strike_choice == "Single Strike"
else f"Calls @ ${_strikes['call']}",
marker=dict(color="blue"),
)
fig_price_data.add_scatter(
x=price_data.index,
y=price_data["Put"],
mode="lines+markers",
name="Puts"
if strike_choice == "Single Strike"
else f"Puts @ {_strikes['put']}",
marker=dict(color="red"),
)
fig_price_data.update_xaxes(type="category")
fig_price_data.update_layout(
title=dict(text=title, x=0.5, y=0.97),
legend=dict(
orientation="h",
yanchor="top",
y=1.125,
xanchor="left",
x=0.01,
),
)
fig_price_data = format_plotly(fig_price_data)
st.plotly_chart(
fig_price_data,
use_container_width=True,
config=dict(
scrollZoom=True,
displaylogo=False,
),
)
if (
analysis_type == "Charts"
and chart_data_type == "Strategies"
and ticker_good is True
):
if strategy_choice == "Strangle":
title = f"Cost of {df.symbol} Strangle @ {strangle_moneyness}% OTM"
strategy_data = df.get_strategies(strangle_moneyness=strangle_moneyness)
if strategy_choice == "Straddle":
title = f"Cost of {df.symbol} Straddle @ ${straddle_strike} Strike"
strategy_data = df.get_strategies(straddle_strike=straddle_strike)
if strategy_choice == "Synthetic Long":
title = f"Cost of {df.symbol} Synthetic Long @ ${synthetic_strike} Strike"
strategy_data = df.get_strategies(synthetic_longs=synthetic_strike)
if strategy_choice == "Synthetic Short":
title = f"Cost of {df.symbol} Synthetic Short @ ${synthetic_strike} Strike"
strategy_data = df.get_strategies(synthetic_shorts=synthetic_strike)
if strategy_choice == "Vertical Call":
strategy_data = df.get_strategies(vertical_calls=[strike1, strike2])
strategy_name = strategy_data.iloc[0]["Strategy"]
title = f"Cost of {df.symbol} {strategy_name} @ ${strike1} & ${strike2} Strikes"
if strategy_choice == "Vertical Put":
strategy_data = df.get_strategies(vertical_puts=[strike1, strike2])
strategy_name = strategy_data.iloc[0]["Strategy"]
title = f"Cost of {df.symbol} {strategy_name} @ ${strike1} & ${strike2} Strikes"
title = (
title + " As % of Underlying Price"
if strategy_target_column == "Cost as % of Underlying"
else title
)
fig_strategy = OpenBBFigure()
fig_strategy.add_scatter(
x=strategy_data.Expiration,
y=strategy_data[strategy_target_column_dict[strategy_target_column]],
mode="lines+markers",
name="Cost of Long Strangle",
marker=dict(color="red"),
)
fig_strategy.update_xaxes(type="category")
fig_strategy.update_layout(title=dict(text=title, x=0.5, y=0.97))
fig_strategy = format_plotly(fig_strategy)
st.plotly_chart(
fig_strategy,
use_container_width=True,
config=dict(
scrollZoom=True,
displaylogo=False,
),
)
if (
analysis_type == "Charts"
and chart_data_type == "Volatility"
and ticker_good is True
):
if vol_choice == "Smile":
if len(expiration_choice) == 0:
expiration_choice = df.expirations[2]
if len(expiration_choice) > 5:
expiration_choice = expiration_choice[0:5]
smile_fig = df.chart_volatility(
expirations=expiration_choice,
oi=with_oi,
volume=with_volume,
external_axes=True,
)
smile_fig = format_plotly(smile_fig)
smile_fig.update_layout(
legend=dict(
orientation="h", yanchor="top", y=1.025, xanchor="center", x=0.5
)
)
st.plotly_chart(
smile_fig,
use_container_width=True,
config=dict(
scrollZoom=True,
displaylogo=False,
),
)
if vol_choice == "Skew":
if len(expiration_choice) == 0:
expiration_choice = df.expirations[2]
if otm_only is False and len(expiration_choice) > 5:
expiration_choice = expiration_choice[0:5]
if otm_only is True and len(expiration_choice) > 10:
expiration_choice = expiration_choice[0:10]
skew_fig = df.chart_skew(
expirations=expiration_choice, otm_only=otm_only, external_axes=True
)
skew_fig = format_plotly(skew_fig)
skew_fig.update_layout(
legend=dict(
orientation="h", yanchor="top", y=1.025, xanchor="center", x=0.5
)
)
st.plotly_chart(
skew_fig,
use_container_width=True,
config=dict(
scrollZoom=True,
displaylogo=False,
),
)
if vol_choice == "Surface":
dte_ranges = df.chains.dte.unique().tolist()
col1, col2, col3, col4 = st.columns(4)
with col1:
near_dte_limit = int(
st.select_slider(
"Near DTE Boundary",
options=dte_ranges,
value=dte_ranges[0],
key="near_dte_limit",
)
)
with col2:
far_dte_limit = int(
st.select_slider(
"Far DTE Boundary",
options=dte_ranges,
value=dte_ranges[-1],
key="far_dte_limit",
)
)
near = near_dte_limit if near_dte_limit < far_dte_limit else far_dte_limit
far = far_dte_limit if near_dte_limit < far_dte_limit else near_dte_limit
if near == far:
far += 1
dte_range = [far, near]
with col3:
lower_strike = float(
st.select_slider(
"Lower Strike",
options=df.strikes,
value=df.strikes[0],
key="lower_strike",
)
)
with col4:
upper_strike = float(
st.select_slider(
"Upper Strike",
options=df.strikes,
value=df.strikes[-1],
key="upper_strike",
)
)
lower = lower_strike if lower_strike < upper_strike else upper_strike
upper = upper_strike if lower_strike < upper_strike else lower_strike
strike_range = [lower, upper]
surface_fig = df.chart_surface(
surface_choice_dict[surface_choice],
dte_range,
strike_range,
external_axes=True,
)
surface_fig = format_plotly(surface_fig)
st.plotly_chart(surface_fig, use_container_width=True)

View File

@@ -1088,6 +1088,7 @@ en:
dashboards/chains: options chain analysis
dashboards/shortdata: finra shortdata analysis
dashboards/futures: historical futures performance
dashboards/options: cboe options analysis
reports: customizable research reports through jupyter notebooks
reports/_reports_: Build and run your custom reports or try one of our templates
reports/_OpenBB_reports_: OpenBB reports

View File

@@ -30,18 +30,22 @@ def get_cboe_directory() -> pd.DataFrame:
>>> from openbb_terminal.stocks.options import cboe_model
>>> CBOE_DIRECTORY = cboe_model.get_cboe_directory()
"""
try:
CBOE_DIRECTORY: pd.DataFrame = pd.read_csv(
"https://www.cboe.com/us/options/symboldir/equity_index_options/?download=csv"
)
CBOE_DIRECTORY = CBOE_DIRECTORY.rename(
columns={
" Stock Symbol": "Symbol",
" DPM Name": "DPM Name",
" Post/Station": "Post/Station",
}
).set_index("Symbol")
CBOE_DIRECTORY: pd.DataFrame = pd.read_csv(
"https://www.cboe.com/us/options/symboldir/equity_index_options/?download=csv"
)
CBOE_DIRECTORY = CBOE_DIRECTORY.rename(
columns={
" Stock Symbol": "Symbol",
" DPM Name": "DPM Name",
" Post/Station": "Post/Station",
}
).set_index("Symbol")
return CBOE_DIRECTORY
return CBOE_DIRECTORY
except HTTPError:
return pd.DataFrame()
def get_cboe_index_directory() -> pd.DataFrame:
@@ -57,45 +61,51 @@ def get_cboe_index_directory() -> pd.DataFrame:
>>> CBOE_INDEXES = cboe_model.get_cboe_index_directory()
"""
CBOE_INDEXES: pd.DataFrame = pd.DataFrame(
pd.read_json(
"https://cdn.cboe.com/api/global/us_indices/definitions/all_indices.json"
try:
CBOE_INDEXES: pd.DataFrame = pd.DataFrame(
pd.read_json(
"https://cdn.cboe.com/api/global/us_indices/definitions/all_indices.json"
)
)
)
CBOE_INDEXES = CBOE_INDEXES.rename(
columns={
"calc_end_time": "Close Time",
"calc_start_time": "Open Time",
"currency": "Currency",
"description": "Description",
"display": "Display",
"featured": "Featured",
"featured_order": "Featured Order",
"index_symbol": "Ticker",
"mkt_data_delay": "Data Delay",
"name": "Name",
"tick_days": "Tick Days",
"tick_frequency": "Frequency",
"tick_period": "Period",
"time_zone": "Time Zone",
},
)
CBOE_INDEXES = CBOE_INDEXES.rename(
columns={
"calc_end_time": "Close Time",
"calc_start_time": "Open Time",
"currency": "Currency",
"description": "Description",
"display": "Display",
"featured": "Featured",
"featured_order": "Featured Order",
"index_symbol": "Ticker",
"mkt_data_delay": "Data Delay",
"name": "Name",
"tick_days": "Tick Days",
"tick_frequency": "Frequency",
"tick_period": "Period",
"time_zone": "Time Zone",
},
)
indices_order: list[str] = [
"Ticker",
"Name",
"Description",
"Currency",
"Tick Days",
"Frequency",
"Period",
"Time Zone",
]
indices_order: list[str] = [
"Ticker",
"Name",
"Description",
"Currency",
"Tick Days",
"Frequency",
"Period",
"Time Zone",
]
CBOE_INDEXES = pd.DataFrame(CBOE_INDEXES, columns=indices_order).set_index("Ticker")
CBOE_INDEXES = pd.DataFrame(CBOE_INDEXES, columns=indices_order).set_index(
"Ticker"
)
return CBOE_INDEXES
return CBOE_INDEXES
except HTTPError:
return pd.DataFrame()
# Gets the list of indexes for parsing the ticker symbol properly.
@@ -471,7 +481,7 @@ def get_quotes(symbol: str) -> pd.DataFrame:
return quotes.reset_index()
def load_options(symbol: str, pydantic: bool = False) -> object:
def load_options(symbol: str, pydantic: bool = False) -> Options:
"""OptionsChains data object for CBOE.
Parameters
@@ -571,4 +581,4 @@ def load_options(symbol: str, pydantic: bool = False) -> object:
return OptionsChains
return None
return Options()

View File

@@ -496,7 +496,7 @@ def get_underlying_price(symbol: str) -> pd.Series:
return underlying_price.rename(underlying_price["security"]["ticker"])
def get_eod_chains(symbol: str, date: str) -> object:
def get_eod_chains(symbol: str, date: str) -> Options:
"""Internal function for loading historical EOD option prices. This function is called from `load_options()`.
Parameters
@@ -601,7 +601,7 @@ def get_eod_chains(symbol: str, date: str) -> object:
@check_api_key(["API_INTRINIO_KEY"])
def load_options(symbol: str, date: str = "", pydantic=False) -> object:
def load_options(symbol: str, date: str = "", pydantic=False) -> Options:
"""OptionsChains data object for Intrinio.
Parameters
@@ -751,4 +751,4 @@ def load_options(symbol: str, date: str = "", pydantic=False) -> object:
return OptionsChains
return None
return Options()

View File

@@ -349,7 +349,7 @@ def get_available_greeks(OptionsChains, expiration: str = "") -> pd.DataFrame:
@log_start_end(log=logger)
def load_options(symbol: str, pydantic: bool = False) -> object:
def load_options(symbol: str, pydantic: bool = False) -> Options:
"""OptionsChains data object for Nasdaq.
Parameters
@@ -496,4 +496,4 @@ def load_options(symbol: str, pydantic: bool = False) -> object:
setattr(OptionsChainsPydantic, "get_available_greeks", get_greeks)
return OptionsChainsPydantic
return None
return Options()

File diff suppressed because it is too large Load Diff

File diff suppressed because it is too large Load Diff

View File

@@ -8,6 +8,7 @@ from typing import Optional, Union
import numpy as np
import pandas as pd
from openbb_terminal import OpenBBFigure
from openbb_terminal.decorators import log_start_end
from openbb_terminal.helper_funcs import get_rf
from openbb_terminal.rich_config import console
@@ -15,15 +16,16 @@ from openbb_terminal.stocks.options import (
chartexchange_model,
intrinio_model,
nasdaq_model,
options_chains_model,
options_chains_view,
tradier_model,
yfinance_model,
)
from openbb_terminal.stocks.options.op_helpers import Option
from openbb_terminal.stocks.options.options_chains_model import OptionsChains
from openbb_terminal.stocks.options.op_helpers import Option, Options
logger = logging.getLogger(__name__)
# pylint:disable=C0302
# pylint:disable=C0302,R0913
@log_start_end(log=logger)
@@ -37,7 +39,7 @@ def get_full_option_chain(
symbol : str
Symbol to get chain for
source : str, optional
Source to get data from, by default "Nasdaq". Can be YahooFinance, Tradier, Nasdaq, Intrinio, or TMX.
Source to get data from, by default "Nasdaq". Can be YahooFinance, Tradier, Nasdaq, or Intrinio.
expiration : Union[str, None], optional
Date to get chain for. By default returns all dates
@@ -315,10 +317,8 @@ def get_greeks(
return df
def load_options_chains(
symbol: str, source: str = "CBOE", date: str = "", pydantic: bool = False
) -> object:
"""Loads all options chains from a specific source, fields returned to each attribute will vary.
class OptionsChains(Options): # pylint: disable=too-few-public-methods
"""OptionsChains class for loading and interacting with the Options data object.
Parameters
----------
@@ -333,9 +333,9 @@ def load_options_chains(
Returns
-------
Object: Options
OptionsChains
chains: pd.DataFrame
The complete options chain for the ticker.
The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
expirations: list[str]
List of unique expiration dates. (YYYY-MM-DD)
strikes: list[float]
@@ -345,7 +345,7 @@ def load_options_chains(
underlying_name: str
The name of the underlying asset.
underlying_price: pd.Series
The price and recent performance of the underlying asset.
The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
hasIV: bool
Returns implied volatility.
hasGreeks: bool
@@ -357,16 +357,30 @@ def load_options_chains(
date: str
The date, when the chains data is historical EOD.
SYMBOLS: pd.DataFrame
The symbol directory for the source, when available.
The symbol directory for the source, when available. Returns as a dictionary if pydantic is True.
Methods
-------
---------
chart_skew: Callable
Function to chart the implied volatility skew.
chart_stats: Callable
Function to chart a variety of volume and open interest statistics.
chart_surface: Callable
Function to chart the volatility as a 3-D surface.
chart_volatility: Callable
Function to chart the implied volatility smile.
get_skew: Callable
Function to calculate horizontal and vertical skewness.
get_stats: Callable
Function to return a table of summary statistics, by strike or by expiration.
get_straddle: Callable
Function to calculate straddles and the payoff profile.
get_strangle: Callable
Function to calculate strangles and the payoff profile.
get_synthetic_long: Callable
Function to calculate a synthetic long position.
get_synthetic_short: Callable
Function to calculate a synthetic short position.
get_vertical_call_spread: Callable
Function to calculate vertical call spreads.
get_vertical_put_spreads: Callable
@@ -375,7 +389,724 @@ def load_options_chains(
Function for calculating multiple straddles and strangles at different expirations and moneyness.
Examples
--------
----------
>>> from openbb_terminal.stocks.options.options_sdk_helper import OptionsChains
>>> spy = OptionsChains("SPY")
>>> spy.__dict__
>>> spy.chains.query("`expiration` == spy.expirations[1]")
>>> xiu = OptionsChains("xiu.to", "TMX")
>>> xiu.get_straddle()
"""
def __init__(self, symbol, source="CBOE", date="", pydantic=False):
try:
options = options_chains_model.load_options_chains(
symbol, source, date, pydantic
)
items = list(options.__dict__.keys())
for item in items:
setattr(self, item, options.__dict__[item])
if hasattr(self, "date") is False:
setattr(self, "date", "")
except Exception:
self.chains = pd.DataFrame()
def __repr__(self) -> str:
return f"OptionsChains(symbol={self.symbol}, source={self.source})"
def get_stats(self, by="expiration", query=None):
"""Calculates basic statistics for the options chains, like OI and Vol/OI ratios.
Parameters
----------
by: str
Whether to calculate by strike or expiration. Default is expiration.
query: DataFrame
Entry point to perform DataFrame operations on self.chains at the input stage.
Returns
-------
pd.DataFrame
Pandas DataFrame with the calculated statistics.
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains("SPY")
By expiration date:
>>> data.calculate_stats()
By strike:
>>> data.calculate_stats(data, "strike")
Query:
>>> data = OptionsChains("XIU", "TMX")
>>> data.get_stats(query = data.chains.query("`openInterest` > 0"), by = "strike")
"""
if query is not None:
if isinstance(query, pd.DataFrame):
return options_chains_model.calculate_stats(query, by)
print("Query must be passed a Pandas DataFrame with chains data.")
return options_chains_model.calculate_stats(self, by)
def get_straddle(self, days=0, strike=0):
"""Calculates the cost of a straddle and its payoff profile. Use a negative strike price for short options.
Parameters
-----------
days: int
The target number of days until expiry. Default is 30 days.
strike: float
The target strike price. Enter a negative value for short options.
Default is the last price of the underlying stock.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results. Strike1 is the nearest call strike, strike2 is the nearest put strike.
Examples
--------
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains('SPY')
>>> data.get_straddle()
"""
return options_chains_model.calculate_straddle(self, days, strike)
def get_strangle(self, days=0, moneyness=0):
"""Calculates the cost of a strangle and its payoff profile.
Use a negative value for moneyness for short options.
Parameters
-----------
days: int
The target number of days until expiry. Default is 30 days.
moneyness: float
The percentage of OTM moneyness, expressed as a percent between -100 < 0 < 100.
Enter a negative number for short options.
Default is 5.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results.
Strike 1 is the nearest call strike, and strike 2 is the nearest put strike.
Examples
--------
>>> data = openbb.stocks.options.load_options_chains("SPY")
>>> data.get_strangle()
"""
return options_chains_model.calculate_strangle(self, days, moneyness)
def get_synthetic_long(
self,
days: Optional[int] = 30,
strike: float = 0,
) -> pd.DataFrame:
"""Calculates the cost of a synthetic long position at a given strike.
It is expressed as the difference between a bought call and a sold put.
Requires the Options data object.
Parameters
-----------
days: int
The target number of days until expiry. Default is 30 days.
strike: float
The target strike price. Default is the last price of the underlying stock.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results. Strike1 is the purchased call strike, strike2 is the sold put strike.
Example
--------
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains('SPY')
>>> data.get_synthetic_long()
"""
return options_chains_model.calculate_synthetic_long(self, days, strike)
def get_synthetic_short(
self,
days: Optional[int] = 30,
strike: float = 0,
) -> pd.DataFrame:
"""Calculates the cost of a synthetic short position at a given strike.
It is expressed as the difference between a sold call and a purchased put.
Requires the Options data object.
Parameters
-----------
days: int
The target number of days until expiry. Default is 30 days.
strike: float
The target strike price. Default is the last price of the underlying stock.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results. Strike1 is the sold call strike, strike2 is the purchased put strike.
Example
--------
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains('SPY')
>>> data.get_synthetic_short()
"""
return options_chains_model.calculate_synthetic_short(self, days, strike)
def get_vertical_call_spread(self, days=0, sold_strike=0, bought_strike=0):
"""Calculates the vertical call spread for the target DTE.
A bull call spread is when the sold strike is above the bought strike.
Parameters
----------
days: int
The target number of days until expiry. This value will be used to get the nearest valid DTE.
Default is 30 days.
sold_strike: float
The target strike price for the short leg of the vertical call spread.
Default is the 5% OTM above the last price of the underlying.
bought_strike: float
The target strike price for the long leg of the vertical call spread.
Default is the last price of the underlying.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results. Strike 1 is the sold strike, and strike 2 is the bought strike.
Examples
--------
Load the data:
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains("SPY")
For a bull call spread:
>>> data.get_vertical_call_spread(days=10, sold_strike=355, bought_strike=350)
For a bear call spread:
>>> data.get_vertical_call_spread(days=10, sold_strike=350, bought_strike=355)
"""
return options_chains_model.calculate_vertical_call_spread(
self, days, sold_strike, bought_strike
)
def get_vertical_put_spread(self, days=0, sold_strike=0, bought_strike=0):
"""Calculates the vertical put spread for the target DTE.
A bear put spread is when the bought strike is above the sold strike.
Parameters
----------
days: int
The target number of days until expiry. This value will be used to get the nearest valid DTE.
Default is 30 days.
sold_strike: float
The target strike price for the short leg of the vertical put spread.
Default is the last price of the underlying.
bought_strike: float
The target strike price for the long leg of the vertical put spread.
Default is the 5% OTM above the last price of the underlying.
Returns
-------
pd.DataFrame
Pandas DataFrame with the results. Strike 1 is the sold strike, strike 2 is the bought strike.
Examples
--------
Load the data:
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains("QQQ")
For a bull put spread:
>>> data.get_vertical_put_spread(days=10, sold_strike=355, bought_strike=350)
For a bear put spread:
>>> data.get_vertical_put_spread(days=10, sold_strike=355, bought_strike=350)
"""
return options_chains_model.calculate_vertical_put_spread(
self, days, sold_strike, bought_strike
)
def get_strategies(
self,
days: Optional[list[int]] = None,
straddle_strike: Optional[float] = None,
strangle_moneyness: Optional[float] = None,
synthetic_longs: Optional[list[float]] = None,
synthetic_shorts: Optional[list[float]] = None,
vertical_calls: Optional[list[float]] = None,
vertical_puts: Optional[list[float]] = None,
):
"""Gets options strategies for all, or a list of, DTE(s).
Currently supports straddles, strangles, and vertical spreads.
Multiple strategies, expirations, and % moneyness can be returned.
A negative value for `straddle_strike` or `strangle_moneyness` returns short options.
A synthetic long/short position is a bought/sold call and sold/bought put at the same strike.
A sold call strike that is lower than the bought strike,
or a sold put strike that is higher than the bought strike,
is a bearish vertical spread.
Parameters
----------
days: list[int]
List of DTE(s) to get strategies for. Enter a single value, or multiple as a list. Defaults to all.
strike_price: float
The target strike price. Defaults to the last price of the underlying stock.
strangle_moneyness: list[float]
List of OTM moneyness to target, expressed as a percent value between 0 and 100.
Enter a single value, or multiple as a list. Defaults to 5.
synthetic_long: list[float]
List of strikes for a synthetic long position.
synthetic_short: list[float]
List of strikes for a synthetic short position.
vertical_calls: list[float]
Call strikes for vertical spreads, listed as [sold strike, bought strike].
vertical_puts: list[float]
Put strikes for vertical spreads, listed as [sold strike, bought strike].
Returns
-------
pd.DataFrame
Pandas DataFrame with the results.
Examples
--------
Load data
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains("SPY")
Return just long straddles for every expiry.
>>> data.get_strategies()
Return strangles for every expiry.
>>> data.get_strategies(strangle_moneyness = [2.5,5,10])
Return multiple values for both moneness and days:
>>> data.get_strategies(days = [10,30,60,90], moneyness = [2.5,-5,10,-20])
Return vertical spreads for all expirations.
>>> data.get_strategies(vertical_calls=[430,427], vertical_puts=[420,426])
Return synthetic short and long positions:
>>> data.get_strategies(days = [30,60], synthetic_short = [450,445], synthetic_long = [450,455])
"""
if strangle_moneyness is None:
strangle_moneyness = 0
return options_chains_model.get_strategies(
self,
days,
straddle_strike,
strangle_moneyness,
synthetic_longs,
synthetic_shorts,
vertical_calls,
vertical_puts,
)
def get_skew(
self, expiration: Optional[str] = "", moneyness: Optional[float] = None
):
"""
Returns the skewness of the options, either vertical or horizontal.
The vertical skew for each expiry and option is calculated by subtracting the IV of the ATM call or put.
Returns only where the IV is greater than 0.
Horizontal skew is returned if a value for moneyness is supplied.
It is expressed as the difference between skews of two equidistant OTM strikes (the closest call and put).
Parameters
-----------
expiration: str
The expiration date to target. Defaults to all.
moneyness: float
The moneyness to target for calculating horizontal skew. This parameter overrides a defined expiration date.
Returns
--------
pd.DataFrame
Pandas DataFrame with the results.
Examples
----------
>>> from openbb_terminal.sdk import openbb
>>> data = openbb.stocks.options.load_options_chains("SPY")
Vertical skew at a given expiry:
>>> skew = data.get_skew("2025-12-19")
Vertical skew at all expirations:
>>> skew = data.get_skew()
Horizontal skew at a given % OTM:
>>> skew = data.get_skew(moneyness = 10)
"""
return options_chains_model.calculate_skew(self, expiration, moneyness)
def chart_stats(
self,
by: str = "expiration",
expiry: str = "",
oi: Optional[bool] = False,
percent: Optional[bool] = True,
ratios: Optional[bool] = False,
raw: bool = False,
export: str = "",
sheet_name: Optional[str] = "",
external_axes: bool = False,
) -> Union[None, OpenBBFigure]:
"""Chart a variety of volume and open interest statistics.
Parameters
-----------
by: str
Statistics can be displayed by either "expiration" or "strike". Default is "expiration".
expiry: str
The target expiration date to display. Only valid when `percent` is False.
oi: bool
Display open interest if True, else volume. Default is False.
percent: bool
Displays volume or open interest as a percentage of the total across all expirations. Default is False.
ratios: bool
Displays Put/Call ratios. This parameter overrides the others when True. Default is False.
raw: bool
Displays the raw data table instead of a chart.
export: str
Export the data to a csv,json,xlsx file.
sheet_name: str
Name of the sheet to save the data to. Only valid when `export` is a `xlsx` file.
external_axes: bool
Return the OpenBB Figure Object to a variable.
Examples
----------
>>> from openbb_terminal.sdk import openbb
>>> spy = options_chains_model.load_options_chains("SPY")
Display volume by expiration:
>>> spy.chart_stats()
Display volume by strike:
>>> spy.chart_stats("strike")
Display open interest by expiration:
>>> spy.chart_stats(oi=True)
Display open interest, by expiration, as a percentage of the total:
>>> spy.chart_stats(oi=True, percent=True)
Display volume and open interest put/call ratios:
>>> spy.chart_stats(ratios=True)
"""
return options_chains_view.display_stats(
self,
by,
expiry,
oi,
percent,
ratios,
raw,
export,
sheet_name,
external_axes,
)
def chart_surface(
self,
option_type: str = "otm",
dte_range: Optional[list[int]] = None,
strike_range: Optional[list[float]] = None,
moneyness: Optional[float] = None,
oi: bool = False,
volume: bool = False,
raw: bool = False,
export: str = "",
sheet_name: Optional[str] = "",
external_axes: bool = False,
) -> Union[None, OpenBBFigure]:
"""Chart the volatility as a 3-D surface.
Parameters
-----------
option_type: str
The type of data to display. Default is "otm".
Choices are: ["otm", "itm", "puts", "calls"]
dte_range: list[int]
Specify a min/max range of DTE to display.
moneyness: float
Specify a % moneyness to target for display.
strike_range: list[float]
Specify a min/max range of strike prices to display.
oi: bool
Filter for only options that have open interest. Default is False.
volume: bool
Filter for only options that have trading volume. Default is False.
raw: bool
Display the raw data instead of the chart.
export: str
Export dataframe data to csv,json,xlsx file.
external_axes: bool
Return the OpenBB Figure Object to a variable.
Examples
----------
>>> from openbb_terminal.sdk import openbb
>>> spy = openbb.stocks.options.load_options_chains("SPY")
>>> spy.chart_surface()
Display only calls:
>>> spy.chart_surface("calls")
Display only puts:
>>> spy.chart_surface("puts")
Display a range of expirations:
>>> spy.chart_surface(dte_range=[7, 60])
Filter for a range of strike prices and include only those with open interest and trading volume:
>>> spy.chart_surface(strike_range=[400, 500], oi=True, volume=True)
"""
return options_chains_view.display_surface(
self,
option_type,
dte_range,
moneyness,
strike_range,
oi,
volume,
raw,
export,
sheet_name,
external_axes,
)
def chart_skew(
self,
expirations: Optional[list[str]] = None,
moneyness: Optional[float] = None,
strike: Optional[float] = None,
atm: Optional[bool] = False,
otm_only: Optional[bool] = False,
raw: Optional[bool] = False,
export: Optional[str] = "",
sheet_name: Optional[str] = "",
external_axes: Optional[bool] = False,
) -> Union[None, OpenBBFigure]:
"""Chart the vertical skew of an option expiration, or the horizontal skew of equidistant % moneyness options.
The vertical skew for each expiry and option is calculated by subtracting the IV of the ATM call or put.
Returns only where the IV is greater than 0.
Horizontal skew is returned if a value for moneyness, or a strike price, is supplied.
With a strike price specified, both call and put IV skew are displayed. For moneyness,
it is expressed as the difference between skews of two equidistant OTM strikes (the closest call and put).
Parameters
-----------
expirations: list[str]
The expiration date, or a list of dates. The closest date will be returned for each entry.
Format as YYYY-MM-DD.
moneyness: float
The % moneyess. When specified, this returns the forward skew curve at the target moneyness.
strike: float
A target strike price to observe the skew vs. contract. This argument overrides other parameters.
atm: bool
When true, returns the ATM skew curve. This will override other parameters, but is overridden by strike.
otm_only: bool
When true, returns only OTM portions of the put/call skew curves.
raw: bool
Returns a table instead of a plot.
export: str
Export the data to csv, json, xlsx file.
sheet_name: str
The name of the sheet to save the data to. Only valid when `export` is a `xlsx` file.
external_axes: bool
Returns the OpenBB Figure Object to a variable.
Examples
----------
>>> from openbb_terminal.sdk import openbb
>>> spy = openbb.stocks.options.load_options_chains("SPY")
>>> spy.chart_skew()
Display only OTM IV:
>>> spy.chart_skew(otm_only=True)
Display more than one chain:
>>> spy.chart_skew(expirations=spy.expirations[1:5])
When otm_only is True, and there is more than one expiration, calls and puts share a colour.
>>> spy.chart_skew(expirations=spy.expirations[1:11], otm_only=True)
"""
return options_chains_view.display_skew(
self,
expirations,
moneyness,
strike,
atm,
otm_only,
raw,
export,
sheet_name,
external_axes,
)
def chart_volatility(
self,
expirations: Optional[list[str]] = None,
moneyness: Optional[float] = None,
strike: Optional[float] = None,
oi: bool = False,
volume: bool = False,
raw: bool = False,
export: str = "",
sheet_name: Optional[str] = "",
external_axes: bool = False,
) -> Union[None, OpenBBFigure]:
"""Chart the implied volatility smile.
Parameters
-----------
expirations: list[str]
Select up to five expiration(s) to display. Overridden by moneyness or strike. Format as YYYY-MM-DD.
moneyness: float
Specify a target % moneyness to display vs. contract dates. This argument overrides expirations.
strike: float
Specify a target strike price to display vs. contract dates.
Returned strike price is estimated as the closest one listed at approximately one year forward.
This argument overrides moneyness and expirations.
oi: bool
Return only contracts with open interest. Only valid for IV vs. Strike charts. Default is False.
volume: bool
Return only contracts with trading volume. Only valid for IV vs. Strike charts. Default is False.
raw: bool
Display the raw data instead of the chart.
export: str
Export dataframe data to csv,json,xlsx file.
external_axes: bool
Return the OpenBB Figure Object to a variable.
Examples
----------
>>> from openbb_terminal.sdk import openbb
>>> spy = openbb.stocks.options.load_options_chains("SPY")
>>> spy.chart_volatility()
Plot IV @ Strike vs. contract dates:
>>> spy.chart_volatility(strike=450)
Plot IV @ % OTM vs. contract dates:
>>> spy.chart_volatility(moneyness=20)
Plot multiple expirations at once, and filter for only contracts with open interest:
>>> spy.chart_volatility(expirations=["2024-12-30", "2025-12-30"], oi=True)
"""
return options_chains_view.display_volatility(
self,
expirations,
moneyness,
strike,
oi,
volume,
raw,
export,
sheet_name,
external_axes,
)
@log_start_end(log=logger)
def load_options_chains(
symbol: str, source: str = "CBOE", date: str = "", pydantic: bool = False
) -> OptionsChains:
"""Loads all options chains from a specific source, fields returned to each attribute will vary.
Parameters
-----------
symbol: str
The ticker symbol to load the data for.
source: str
The source for the data. Defaults to "CBOE". ["CBOE", "Intrinio", "Nasdaq", "TMX", "Tradier", "YahooFinance"]
date: str
The date for EOD chains data. Only available for "Intrinio" and "TMX".
pydantic: bool
Whether to return as a Pydantic Model or as a Pandas object. Defaults to False.
Returns
------
Class: OptionsChains
chains: pd.DataFrame
The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
expirations: list[str]
List of unique expiration dates. (YYYY-MM-DD)
strikes: list[float]
List of unique strike prices.
last_price: float
The last price of the underlying asset.
underlying_name: str
The name of the underlying asset.
underlying_price: pd.Series
The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
hasIV: bool
Returns implied volatility.
hasGreeks: bool
Returns greeks data.
symbol: str
The symbol entered by the user.
source: str
The source of the data.
date: str
The date, when the chains data is historical EOD.
SYMBOLS: pd.DataFrame
The symbol directory for the source, when available. Returns as a dictionary if pydantic is True.
Methods
------
chart_skew: Callable
Function to chart the implied volatility skew.
chart_stats: Callable
Function to chart a variety of volume and open interest statistics.
chart_surface: Callable
Function to chart the volatility as a 3-D surface.
chart_volatility: Callable
Function to chart the implied volatility smile.
get_skew: Callable
Function to calculate horizontal and vertical skewness.
get_stats: Callable
Function to return a table of summary statistics, by strike or by expiration.
get_straddle: Callable
Function to calculate straddles and the payoff profile.
get_strangle: Callable
Function to calculate strangles and the payoff profile.
get_synthetic_long: Callable
Function to calculate a synthetic long position.
get_synthetic_short: Callable
Function to calculate a synthetic short position.
get_vertical_call_spread: Callable
Function to calculate vertical call spreads.
get_vertical_put_spreads: Callable
Function to calculate vertical put spreads.
get_strategies: Callable
Function for calculating multiple straddles and strangles at different expirations and moneyness.
Examples
------
Loads SPY data from CBOE, returns as a Pydantic Model, and displays the longest-dated expiration chain.
>>> from openbb_terminal.sdk import openbb
@@ -406,5 +1137,4 @@ def load_options_chains(
>>> data = openbb.stocks.options.load_options_chains("XIU.TO", "TMX", "2020-03-15")
>>> data.chains.sort_values("transactions", ascending=False).head(25)
"""
return OptionsChains(symbol, source, date, pydantic)

View File

@@ -46,15 +46,18 @@ def check_weekday(date) -> str:
def get_all_ticker_symbols() -> pd.DataFrame:
"""Returns a DataFrame with all valid ticker symbols."""
options_listings = pd.read_html("https://www.m-x.ca/en/trading/data/options-list")
listings = pd.concat(options_listings)
listings = listings.set_index("Option Symbol").drop_duplicates().sort_index()
symbols = listings[:-1]
symbols = symbols.fillna(value="")
symbols["Underlying Symbol"] = (
symbols["Underlying Symbol"].str.replace(" u", ".UN").str.replace("––", "")
)
return symbols
r = request("https://www.m-x.ca/en/trading/data/options-list")
if r.status_code == 200:
options_listings = pd.read_html(r.text)
listings = pd.concat(options_listings)
listings = listings.set_index("Option Symbol").drop_duplicates().sort_index()
symbols = listings[:-1]
symbols = symbols.fillna(value="")
symbols["Underlying Symbol"] = (
symbols["Underlying Symbol"].str.replace(" u", ".UN").str.replace("––", "")
)
return symbols
return pd.DataFrame()
SYMBOLS = get_all_ticker_symbols()
@@ -138,7 +141,7 @@ def check_symbol(symbol: str) -> bool:
return len(SYMBOLS.query("`Underlying Symbol` == @symbol")) == 1
def get_chains(symbol: str = "") -> object:
def get_chains(symbol: str = "") -> Options:
"""Gets the current quotes for the complete options chain.
No implied volatility is returned from this method.
Use `get_eodchains()` to get the implied volatility.
@@ -196,7 +199,7 @@ def get_chains(symbol: str = "") -> object:
if check_symbol(symbol):
symbol = list(SYMBOLS.query("`Underlying Symbol` == @symbol").index.values)[0]
if symbol not in OptionsChains.SYMBOLS.index:
if symbol not in OptionsChains.SYMBOLS.index and not OptionsChains.SYMBOLS.empty:
print(
"The symbol, " f"{symbol}" ", is not a valid TMX listing.",
sep=None,
@@ -287,7 +290,7 @@ def get_chains(symbol: str = "") -> object:
return OptionsChains
def get_eodchains(symbol: str = "", date: str = "") -> object:
def get_eodchains(symbol: str = "", date: str = "") -> Options:
"""Gets the complete options chain for the EOD on a specific date.
Open Interest values are from the previous day.
@@ -487,7 +490,7 @@ def get_eodchains(symbol: str = "", date: str = "") -> object:
return OptionsChains
def load_options(symbol: str, date: str = "", pydantic: bool = False) -> object:
def load_options(symbol: str, date: str = "", pydantic: bool = False) -> Options:
"""Options data object for TMX.
Parameters
@@ -566,7 +569,7 @@ def load_options(symbol: str, date: str = "", pydantic: bool = False) -> object:
)
return OptionsChainsPydantic
return None
return Options()
OptionsChainsChains = get_chains(symbol)
if not pydantic:
@@ -588,4 +591,4 @@ def load_options(symbol: str, date: str = "", pydantic: bool = False) -> object:
)
return OptionsChainsPydantic
return None
return Options()

View File

@@ -412,7 +412,7 @@ def get_underlying_price(symbol: str) -> pd.Series:
return underlying_price
def get_chains(symbol: str) -> object:
def get_chains(symbol: str) -> Options:
"""OptionsChains data object for Tradier.
Parameters
@@ -492,7 +492,7 @@ def get_chains(symbol: str) -> object:
return OptionsChains
def load_options(symbol: str, pydantic: bool = False) -> object:
def load_options(symbol: str, pydantic: bool = False) -> Options:
"""OptionsChains data object for Tradier.
Parameters
@@ -565,4 +565,4 @@ def load_options(symbol: str, pydantic: bool = False) -> object:
)
return OptionsChainsPydantic
return None
return Options()

View File

@@ -348,7 +348,7 @@ def get_underlying_price(symbol: str) -> pd.Series:
return df.rename(f"{symbol}")
def load_options(symbol: str, pydantic: bool = False) -> object:
def load_options(symbol: str, pydantic: bool = False) -> Options:
"""OptionsChains data object for YahooFinance.
Parameters

File diff suppressed because it is too large Load Diff

View File

@@ -61,7 +61,7 @@ def test_display_historical(mocker, symbols):
@pytest.mark.record_stdout
@pytest.mark.parametrize(
"symbol",
["ES", "YI"],
["ES", "CL"],
)
def test_display_curve(mocker, symbol):
yf_download = yfinance.download

View File

@@ -0,0 +1,61 @@
Last Price
2023-09-01 81.010002
2023-10-01 80.570000
2023-11-01 80.120003
2023-12-01 79.650002
2024-01-01 79.080002
2024-02-01 78.650002
2024-03-01 78.199997
2024-04-01 77.959999
2024-05-01 77.180000
2024-06-01 76.820000
2024-07-01 76.430000
2024-08-01 76.220001
2024-09-01 76.040001
2024-10-01 75.620003
2024-11-01 75.239998
2024-12-01 74.320000
2025-01-01 74.459999
2025-02-01 74.019997
2025-03-01 73.639999
2025-04-01 73.230003
2025-05-01 72.879997
2025-06-01 72.099998
2025-07-01 72.150002
2025-08-01 71.800003
2025-09-01 71.269997
2025-10-01 71.150002
2025-11-01 70.500000
2025-12-01 70.070000
2026-01-01 70.190002
2026-02-01 69.860001
2026-03-01 69.550003
2026-04-01 69.250000
2026-05-01 68.970001
2026-06-01 68.709999
2026-07-01 68.400002
2026-08-01 68.099998
2026-09-01 67.830002
2026-10-01 67.570000
2026-11-01 67.349998
2026-12-01 67.139999
2027-01-01 66.809998
2027-02-01 66.489998
2027-03-01 66.260002
2027-05-01 65.849998
2027-06-01 65.589996
2027-10-01 64.589996
2027-11-01 64.440002
2027-12-01 63.930000
2028-01-01 63.990002
2028-02-01 63.779999
2028-12-01 61.369999
2029-06-01 60.770000
2029-12-01 59.830002
2030-04-01 59.119999
2030-06-01 58.869999
2030-12-01 58.029999
2031-12-01 56.400002
2032-12-01 54.000000
2033-12-01 54.950001

View File

@@ -1 +1 @@
["Call Strike", "Call IV", "Call ATM IV", "Call Skew", "Put Strike", "Put IV", "Put ATM IV", "Put Skew", "ATM Skew", "IV Skew"]
["Long Straddle", "Long Strangle", "Synthetic Long", "Synthetic Short", "Bull Call Spread", "Bear Put Spread"]

View File

@@ -0,0 +1 @@
["Expiration", "Strike", "Option Type", "IV", "ATM IV", "Skew"]

View File

@@ -0,0 +1 @@
["Call Strike", "Call IV", "Call ATM IV", "Call Skew", "Put Strike", "Put IV", "Put ATM IV", "Put Skew", "ATM Skew", "IV Skew"]

View File

@@ -1 +1 @@
["Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread", "Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread", "Long Straddle", "Long Strangle", "Long Strangle", "Long Strangle", "Bull Call Spread", "Bear Put Spread"]
[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Lower", "Breakeven Lower Percent", "Breakeven Upper", "Breakeven Upper Percent", "Max Profit", "Max Loss"], ["Synthetic Long"]]

View File

@@ -1 +1 @@
["Expiration", "Strike", "Option Type", "IV", "ATM IV", "Skew"]
[["Symbol", "Underlying Price", "Expiration", "DTE", "Strike 1", "Strike 2", "Strike 1 Premium", "Strike 2 Premium", "Cost", "Cost Percent", "Breakeven Lower", "Breakeven Lower Percent", "Breakeven Upper", "Breakeven Upper Percent", "Max Profit", "Max Loss"], ["Synthetic Short"]]

File diff suppressed because one or more lines are too long

View File

@@ -0,0 +1 @@
{"0":"2023-07-17","1":"2023-07-18","2":"2023-07-19","3":"2023-07-20","4":"2023-07-21","5":"2023-07-24","6":"2023-07-25","7":"2023-07-26","8":"2023-07-27","9":"2023-07-28","10":"2023-07-31","11":"2023-08-04","12":"2023-08-11","13":"2023-08-18","14":"2023-08-25","15":"2023-09-01","16":"2023-09-15","17":"2023-09-29","18":"2023-10-20","19":"2023-11-17","20":"2023-12-15","21":"2023-12-29","22":"2024-01-19","23":"2024-03-15","24":"2024-03-28","25":"2024-06-21","26":"2024-06-28","27":"2024-09-20","28":"2024-12-20","29":"2025-01-17","30":"2025-03-21","31":"2025-06-20","32":"2025-12-19"}

View File

@@ -0,0 +1 @@
{"0":450.46}

View File

@@ -0,0 +1 @@
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@@ -7,13 +7,13 @@ import pandas as pd
import pytest
# IMPORTATION INTERNAL
from openbb_terminal.stocks.options import options_chains_model
from openbb_terminal.stocks.options import options_sdk_helper
@pytest.mark.vcr
def test_OptionsChains(recorder):
df1 = options_chains_model.OptionsChains("AAPL")
df2 = options_chains_model.OptionsChains("AAPL", "YahooFinance", pydantic=True)
df1 = options_sdk_helper.load_options_chains("AAPL")
df2 = options_sdk_helper.load_options_chains("AAPL", "YahooFinance", pydantic=True)
assert hasattr(df1, "chains")
assert hasattr(df2, "underlying_price")
assert isinstance(df1.underlying_price, pd.Series)
@@ -34,14 +34,22 @@ def test_OptionsChains(recorder):
recorder.capture([call_spread.index.to_list(), call_spread.columns.to_list()])
put_spread = df1.get_vertical_put_spread()
recorder.capture([put_spread.index.to_list(), put_spread.columns.to_list()])
synthetic_long = df1.get_synthetic_long()
recorder.capture([synthetic_long.index.to_list(), synthetic_long.columns.to_list()])
synthetic_short = df1.get_synthetic_short()
recorder.capture(
[synthetic_short.index.to_list(), synthetic_short.columns.to_list()]
)
strategies = df1.get_strategies(
days=[30, 60, 90, 180],
straddle_strike=df1.last_price,
strangle_moneyness=[5, 10, 20],
synthetic_longs=[df1.last_price],
synthetic_shorts=[df1.last_price],
vertical_calls=[200, 180],
vertical_puts=[150, 180],
)
recorder.capture(strategies["Strategy"].to_list())
recorder.capture(strategies["Strategy"].unique().tolist())
vertical_skew = df1.get_skew()
recorder.capture(vertical_skew.columns.to_list())
horizontal_skew = df2.get_skew(moneyness=10)

View File

@@ -0,0 +1,144 @@
# IMPORTATION STANDARD
import pathlib
# IMPORTATION THIRDPARTY
import pandas as pd
import pytest
from openbb_terminal.stocks.options.op_helpers import Options
# IMPORTATION INTERNAL
from openbb_terminal.stocks.options.options_chains_view import (
display_skew,
display_stats,
display_surface,
display_volatility,
)
# pylint: disable=W0621
# pylint: disable=W0613
path = pathlib.Path(__file__).parent.absolute()
MOCK_DATA = Options()
MOCK_DATA.chains = pd.read_json(
path / "json" / "test_options_chains_view" / "test_chains.json",
)
MOCK_DATA.expirations = pd.read_json(
path / "json" / "test_options_chains_view" / "test_expirations.json", orient="index"
)[0].tolist()
MOCK_DATA.strikes = pd.read_json(
path / "json" / "test_options_chains_view" / "test_strikes.json", orient="index"
)[0].tolist()
MOCK_DATA.symbol = "SPY"
MOCK_DATA.last_price = pd.read_json(
path / "json" / "test_options_chains_view" / "test_last_price.json", orient="index"
)[0][0]
MOCK_DATA.hasIV = True
MOCK_DATA.hasGreeks = True
@pytest.mark.vcr()
@pytest.mark.record_stdout
@pytest.mark.parametrize(
"options, expirations, moneyness, strike, atm, otm_only, raw",
[
([MOCK_DATA, None, None, None, False, False, True]),
([MOCK_DATA, None, 20, None, False, False, True]),
([MOCK_DATA, None, None, 450, False, False, True]),
([MOCK_DATA, MOCK_DATA.expirations[1], None, None, True, False, True]),
([MOCK_DATA, None, None, None, False, True, True]),
],
)
def test_display_skew(options, expirations, moneyness, strike, atm, otm_only, raw):
display_skew(
options=options,
expirations=expirations,
moneyness=moneyness,
strike=strike,
atm=atm,
otm_only=otm_only,
raw=raw,
)
@pytest.mark.vcr()
@pytest.mark.record_stdout
@pytest.mark.parametrize(
"options, by, expiry, oi, percent, ratios, raw",
[
([MOCK_DATA, None, "", False, False, False, True]),
([MOCK_DATA, None, "", False, True, False, True]),
([MOCK_DATA, None, "", True, False, False, True]),
([MOCK_DATA, None, "", True, True, False, True]),
([MOCK_DATA, "strike", "", True, False, False, True]),
([MOCK_DATA, "strike", MOCK_DATA.expirations[1], True, False, False, True]),
([MOCK_DATA, "strike", "", True, True, False, True]),
([MOCK_DATA, None, "", False, False, True, True]),
],
)
def test_display_stats(options, by, expiry, oi, percent, ratios, raw):
display_stats(
options=options,
by=by,
expiry=expiry,
oi=oi,
percent=percent,
ratios=ratios,
raw=raw,
)
@pytest.mark.vcr()
@pytest.mark.record_stdout
@pytest.mark.parametrize(
"options, expirations, moneyness, strike, oi, volume, raw",
[
([MOCK_DATA, None, None, None, False, False, True]),
([MOCK_DATA, None, 10, None, False, False, True]),
([MOCK_DATA, None, None, 450, False, False, True]),
([MOCK_DATA, None, None, None, True, False, True]),
([MOCK_DATA, None, None, None, False, True, True]),
([MOCK_DATA, None, None, None, True, True, True]),
([MOCK_DATA, MOCK_DATA.expirations[1], None, None, False, False, True]),
],
)
def test_display_volatility(options, expirations, moneyness, strike, oi, volume, raw):
display_volatility(
options=options,
expirations=expirations,
moneyness=moneyness,
strike=strike,
oi=oi,
volume=volume,
raw=raw,
)
@pytest.mark.vcr()
@pytest.mark.record_stdout
@pytest.mark.parametrize(
"options, option_type, dte_range, strike_range, moneyness, oi, volume, raw",
[
([MOCK_DATA, "otm", None, None, None, False, False, True]),
([MOCK_DATA, "itm", None, None, None, False, False, True]),
([MOCK_DATA, "calls", None, None, None, False, False, True]),
([MOCK_DATA, "puts", None, None, None, False, False, True]),
([MOCK_DATA, "otm", [10, 30], [400, 500], None, True, True, True]),
([MOCK_DATA, "otm", [10, 30], None, 10, True, True, True]),
],
)
def test_display_surface(
options, option_type, dte_range, strike_range, moneyness, oi, volume, raw
):
display_surface(
options=options,
option_type=option_type,
dte_range=dte_range,
strike_range=strike_range,
moneyness=moneyness,
oi=oi,
volume=volume,
raw=raw,
)

View File

@@ -0,0 +1,199 @@
Expiration Strike Option Type IV ATM IV Skew
135 2023-07-18 360.0 put 1.3352 0.1024 1.2328
136 2023-07-18 370.0 put 1.1826 0.1024 1.0802
137 2023-07-18 374.0 put 1.1224 0.1024 1.0200
138 2023-07-18 375.0 put 1.1074 0.1024 1.0050
139 2023-07-18 376.0 put 1.0924 0.1024 0.9900
140 2023-07-18 377.0 put 1.0775 0.1024 0.9751
141 2023-07-18 378.0 put 1.0626 0.1024 0.9602
142 2023-07-18 379.0 put 1.0478 0.1024 0.9454
143 2023-07-18 380.0 put 1.0330 0.1024 0.9306
144 2023-07-18 381.0 put 1.0178 0.1024 0.9154
145 2023-07-18 382.0 put 1.0030 0.1024 0.9006
146 2023-07-18 383.0 put 0.9883 0.1024 0.8859
147 2023-07-18 384.0 put 0.9736 0.1024 0.8712
148 2023-07-18 385.0 put 0.9589 0.1024 0.8565
149 2023-07-18 386.0 put 0.9442 0.1024 0.8418
150 2023-07-18 387.0 put 0.9296 0.1024 0.8272
151 2023-07-18 388.0 put 0.9149 0.1024 0.8125
152 2023-07-18 389.0 put 0.9003 0.1024 0.7979
153 2023-07-18 390.0 put 0.8857 0.1024 0.7833
154 2023-07-18 391.0 put 0.8712 0.1024 0.7688
155 2023-07-18 392.0 put 0.8566 0.1024 0.7542
156 2023-07-18 393.0 put 0.8421 0.1024 0.7397
157 2023-07-18 394.0 put 0.8276 0.1024 0.7252
158 2023-07-18 395.0 put 0.8131 0.1024 0.7107
159 2023-07-18 396.0 put 0.7986 0.1024 0.6962
160 2023-07-18 397.0 put 0.7842 0.1024 0.6818
161 2023-07-18 398.0 put 0.7698 0.1024 0.6674
162 2023-07-18 399.0 put 0.7554 0.1024 0.6530
163 2023-07-18 400.0 put 0.7410 0.1024 0.6386
164 2023-07-18 401.0 put 0.7268 0.1024 0.6244
165 2023-07-18 402.0 put 0.7124 0.1024 0.6100
166 2023-07-18 403.0 put 0.6976 0.1024 0.5952
167 2023-07-18 404.0 put 0.6833 0.1024 0.5809
168 2023-07-18 405.0 put 0.6690 0.1024 0.5666
169 2023-07-18 406.0 put 0.6547 0.1024 0.5523
170 2023-07-18 407.0 put 0.6404 0.1024 0.5380
171 2023-07-18 408.0 put 0.6261 0.1024 0.5237
172 2023-07-18 409.0 put 0.6118 0.1024 0.5094
173 2023-07-18 410.0 put 0.5976 0.1024 0.4952
174 2023-07-18 411.0 put 0.5834 0.1024 0.4810
175 2023-07-18 412.0 put 0.5691 0.1024 0.4667
176 2023-07-18 413.0 put 0.5549 0.1024 0.4525
177 2023-07-18 414.0 put 0.5407 0.1024 0.4383
178 2023-07-18 415.0 put 0.5265 0.1024 0.4241
179 2023-07-18 416.0 put 0.5682 0.1024 0.4658
180 2023-07-18 417.0 put 0.5527 0.1024 0.4503
181 2023-07-18 418.0 put 0.5372 0.1024 0.4348
182 2023-07-18 419.0 put 0.5218 0.1024 0.4194
183 2023-07-18 420.0 put 0.5063 0.1024 0.4039
184 2023-07-18 421.0 call 0.4348 0.1038 0.3310
185 2023-07-18 421.0 put 0.4908 0.1024 0.3884
186 2023-07-18 422.0 call 0.4195 0.1038 0.3157
187 2023-07-18 422.0 put 0.4753 0.1024 0.3729
188 2023-07-18 423.0 call 0.4043 0.1038 0.3005
189 2023-07-18 423.0 put 0.4598 0.1024 0.3574
190 2023-07-18 424.0 call 0.4402 0.1038 0.3364
191 2023-07-18 424.0 put 0.4443 0.1024 0.3419
192 2023-07-18 425.0 call 0.4243 0.1038 0.3205
193 2023-07-18 425.0 put 0.4288 0.1024 0.3264
194 2023-07-18 426.0 call 0.4227 0.1038 0.3189
195 2023-07-18 426.0 put 0.4132 0.1024 0.3108
196 2023-07-18 427.0 call 0.4065 0.1038 0.3027
197 2023-07-18 427.0 put 0.3976 0.1024 0.2952
198 2023-07-18 428.0 call 0.3903 0.1038 0.2865
199 2023-07-18 428.0 put 0.3821 0.1024 0.2797
200 2023-07-18 429.0 call 0.3740 0.1038 0.2702
201 2023-07-18 429.0 put 0.3665 0.1024 0.2641
202 2023-07-18 430.0 call 0.3578 0.1038 0.2540
203 2023-07-18 430.0 put 0.3508 0.1024 0.2484
204 2023-07-18 431.0 call 0.3518 0.1038 0.2480
205 2023-07-18 431.0 put 0.3352 0.1024 0.2328
206 2023-07-18 432.0 call 0.3352 0.1038 0.2314
207 2023-07-18 432.0 put 0.3195 0.1024 0.2171
208 2023-07-18 433.0 call 0.3185 0.1038 0.2147
209 2023-07-18 433.0 put 0.3039 0.1024 0.2015
210 2023-07-18 434.0 call 0.3019 0.1038 0.1981
211 2023-07-18 434.0 put 0.2877 0.1024 0.1853
212 2023-07-18 435.0 call 0.2852 0.1038 0.1814
213 2023-07-18 435.0 put 0.2897 0.1024 0.1873
214 2023-07-18 436.0 call 0.2684 0.1038 0.1646
215 2023-07-18 436.0 put 0.2730 0.1024 0.1706
216 2023-07-18 437.0 call 0.2516 0.1038 0.1478
217 2023-07-18 437.0 put 0.2562 0.1024 0.1538
218 2023-07-18 438.0 call 0.2413 0.1038 0.1375
219 2023-07-18 438.0 put 0.2394 0.1024 0.1370
220 2023-07-18 439.0 call 0.2295 0.1038 0.1257
221 2023-07-18 439.0 put 0.2224 0.1024 0.1200
222 2023-07-18 440.0 call 0.2118 0.1038 0.1080
223 2023-07-18 440.0 put 0.2053 0.1024 0.1029
224 2023-07-18 441.0 call 0.1940 0.1038 0.0902
225 2023-07-18 441.0 put 0.1976 0.1024 0.0952
226 2023-07-18 442.0 call 0.1839 0.1038 0.0801
227 2023-07-18 442.0 put 0.1790 0.1024 0.0766
228 2023-07-18 443.0 call 0.1652 0.1038 0.0614
229 2023-07-18 443.0 put 0.1608 0.1024 0.0584
230 2023-07-18 444.0 call 0.1519 0.1038 0.0481
231 2023-07-18 444.0 put 0.1488 0.1024 0.0464
232 2023-07-18 445.0 call 0.1367 0.1038 0.0329
233 2023-07-18 445.0 put 0.1343 0.1024 0.0319
234 2023-07-18 446.0 call 0.1265 0.1038 0.0227
235 2023-07-18 446.0 put 0.1213 0.1024 0.0189
236 2023-07-18 447.0 call 0.1153 0.1038 0.0115
237 2023-07-18 447.0 put 0.1126 0.1024 0.0102
238 2023-07-18 448.0 call 0.1098 0.1038 0.0060
239 2023-07-18 448.0 put 0.1080 0.1024 0.0056
240 2023-07-18 449.0 call 0.1058 0.1038 0.0020
241 2023-07-18 449.0 put 0.1044 0.1024 0.0020
242 2023-07-18 450.0 call 0.1038 0.1038 0.0000
243 2023-07-18 450.0 put 0.1024 0.1024 0.0000
244 2023-07-18 451.0 call 0.1033 0.1038 -0.0005
245 2023-07-18 451.0 put 0.1017 0.1024 -0.0007
246 2023-07-18 452.0 call 0.1046 0.1038 0.0008
247 2023-07-18 452.0 put 0.1015 0.1024 -0.0009
248 2023-07-18 453.0 call 0.1068 0.1038 0.0030
249 2023-07-18 453.0 put 0.1003 0.1024 -0.0021
250 2023-07-18 454.0 call 0.1080 0.1038 0.0042
251 2023-07-18 454.0 put 0.0962 0.1024 -0.0062
252 2023-07-18 455.0 call 0.1112 0.1038 0.0074
253 2023-07-18 455.0 put 0.1027 0.1024 0.0003
254 2023-07-18 456.0 call 0.1251 0.1038 0.0213
255 2023-07-18 456.0 put 0.1206 0.1024 0.0182
256 2023-07-18 457.0 call 0.1359 0.1038 0.0321
257 2023-07-18 457.0 put 0.1380 0.1024 0.0356
258 2023-07-18 458.0 call 0.1423 0.1038 0.0385
259 2023-07-18 458.0 put 0.1550 0.1024 0.0526
260 2023-07-18 459.0 call 0.1582 0.1038 0.0544
261 2023-07-18 460.0 call 0.1532 0.1038 0.0494
262 2023-07-18 461.0 call 0.1671 0.1038 0.0633
263 2023-07-18 462.0 call 0.1810 0.1038 0.0772
264 2023-07-18 463.0 call 0.1948 0.1038 0.0910
265 2023-07-18 464.0 call 0.2088 0.1038 0.1050
266 2023-07-18 464.0 put 0.2614 0.1024 0.1590
267 2023-07-18 465.0 call 0.2220 0.1038 0.1182
268 2023-07-18 465.0 put 0.2775 0.1024 0.1751
269 2023-07-18 466.0 call 0.2356 0.1038 0.1318
270 2023-07-18 466.0 put 0.2933 0.1024 0.1909
271 2023-07-18 467.0 call 0.2490 0.1038 0.1452
272 2023-07-18 467.0 put 0.3090 0.1024 0.2066
273 2023-07-18 468.0 call 0.2620 0.1038 0.1582
274 2023-07-18 468.0 put 0.3246 0.1024 0.2222
275 2023-07-18 469.0 call 0.2752 0.1038 0.1714
276 2023-07-18 469.0 put 0.3401 0.1024 0.2377
277 2023-07-18 470.0 call 0.2883 0.1038 0.1845
278 2023-07-18 470.0 put 0.3554 0.1024 0.2530
279 2023-07-18 471.0 call 0.3013 0.1038 0.1975
280 2023-07-18 471.0 put 0.3707 0.1024 0.2683
281 2023-07-18 472.0 call 0.3142 0.1038 0.2104
282 2023-07-18 472.0 put 0.3858 0.1024 0.2834
283 2023-07-18 473.0 call 0.3270 0.1038 0.2232
284 2023-07-18 473.0 put 0.4008 0.1024 0.2984
285 2023-07-18 474.0 call 0.3398 0.1038 0.2360
286 2023-07-18 474.0 put 0.4158 0.1024 0.3134
287 2023-07-18 475.0 call 0.3525 0.1038 0.2487
288 2023-07-18 475.0 put 0.4306 0.1024 0.3282
289 2023-07-18 476.0 call 0.3651 0.1038 0.2613
290 2023-07-18 476.0 put 0.4453 0.1024 0.3429
291 2023-07-18 477.0 call 0.3777 0.1038 0.2739
292 2023-07-18 477.0 put 0.4600 0.1024 0.3576
293 2023-07-18 478.0 call 0.3902 0.1038 0.2864
294 2023-07-18 478.0 put 0.4595 0.1024 0.3571
295 2023-07-18 479.0 call 0.4028 0.1038 0.2990
296 2023-07-18 479.0 put 0.4736 0.1024 0.3712
297 2023-07-18 480.0 call 0.4152 0.1038 0.3114
298 2023-07-18 480.0 put 0.4876 0.1024 0.3852
299 2023-07-18 481.0 call 0.4276 0.1038 0.3238
300 2023-07-18 481.0 put 0.5016 0.1024 0.3992
301 2023-07-18 482.0 call 0.4398 0.1038 0.3360
302 2023-07-18 482.0 put 0.5155 0.1024 0.4131
303 2023-07-18 483.0 call 0.4522 0.1038 0.3484
304 2023-07-18 483.0 put 0.5293 0.1024 0.4269
305 2023-07-18 484.0 call 0.4642 0.1038 0.3604
306 2023-07-18 484.0 put 0.5430 0.1024 0.4406
307 2023-07-18 485.0 call 0.4763 0.1038 0.3725
308 2023-07-18 485.0 put 0.5567 0.1024 0.4543
309 2023-07-18 486.0 call 0.4884 0.1038 0.3846
310 2023-07-18 486.0 put 0.5704 0.1024 0.4680
311 2023-07-18 487.0 call 0.5004 0.1038 0.3966
312 2023-07-18 487.0 put 0.5839 0.1024 0.4815
313 2023-07-18 488.0 call 0.5123 0.1038 0.4085
314 2023-07-18 488.0 put 0.5974 0.1024 0.4950
315 2023-07-18 489.0 call 0.5242 0.1038 0.4204
316 2023-07-18 489.0 put 0.6109 0.1024 0.5085
317 2023-07-18 490.0 call 0.5361 0.1038 0.4323
318 2023-07-18 490.0 put 0.6243 0.1024 0.5219
319 2023-07-18 491.0 call 0.5479 0.1038 0.4441
320 2023-07-18 491.0 put 0.6376 0.1024 0.5352
321 2023-07-18 492.0 call 0.5599 0.1038 0.4561
322 2023-07-18 493.0 call 0.5717 0.1038 0.4679
323 2023-07-18 494.0 call 0.5833 0.1038 0.4795
324 2023-07-18 495.0 call 0.5949 0.1038 0.4911
325 2023-07-18 496.0 call 0.6065 0.1038 0.5027
326 2023-07-18 497.0 call 0.6181 0.1038 0.5143
327 2023-07-18 498.0 call 0.6295 0.1038 0.5257
328 2023-07-18 499.0 call 0.6410 0.1038 0.5372
329 2023-07-18 500.0 call 0.6524 0.1038 0.5486
330 2023-07-18 505.0 call 0.7089 0.1038 0.6051
331 2023-07-18 510.0 call 0.7643 0.1038 0.6605
332 2023-07-18 515.0 call 0.8195 0.1038 0.7157

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@@ -0,0 +1,35 @@
Call Strike Call IV Call ATM IV Call Skew Put Strike Put IV Put ATM IV Put Skew ATM Skew IV Skew
expiration
2023-07-17 515.0 8.0761 0.1202 7.9559 392.0 8.4260 0.1208 8.3052 -0.0006 -0.3493
2023-07-18 515.0 0.8195 0.1038 0.7157 360.0 1.3352 0.1024 1.2328 0.0014 -0.5171
2023-07-19 515.0 0.5801 0.1058 0.4743 360.0 0.9472 0.1048 0.8424 0.0010 -0.3681
2023-07-20 515.0 0.4728 0.1077 0.3651 360.0 0.7755 0.1064 0.6691 0.0013 -0.3040
2023-07-21 540.0 0.5406 0.1100 0.4306 360.0 0.7354 0.1086 0.6268 0.0014 -0.1962
2023-07-24 515.0 0.3092 0.0949 0.2143 360.0 0.5568 0.0943 0.4625 0.0006 -0.2482
2023-07-25 515.0 0.2888 0.0980 0.1908 360.0 0.5213 0.0978 0.4235 0.0002 -0.2327
2023-07-26 515.0 0.2720 0.1111 0.1609 360.0 0.5154 0.1110 0.4044 0.0001 -0.2435
2023-07-27 515.0 0.2573 0.1145 0.1428 370.0 0.4499 0.1143 0.3356 0.0002 -0.1928
2023-07-28 520.0 0.2615 0.1159 0.1456 360.0 0.4830 0.1157 0.3673 0.0002 -0.2217
2023-07-31 465.0 0.1066 0.1084 -0.0018 435.0 0.1398 0.1084 0.0314 0.0000 -0.0332
2023-08-04 520.0 0.2031 0.1139 0.0892 360.0 0.3975 0.1135 0.2840 0.0004 -0.1948
2023-08-11 540.0 0.2130 0.1148 0.0982 360.0 0.3604 0.1146 0.2458 0.0002 -0.1476
2023-08-18 540.0 0.1872 0.1153 0.0719 360.0 0.3370 0.1151 0.2219 0.0002 -0.1500
2023-08-25 540.0 0.1685 0.1178 0.0507 360.0 0.3209 0.1178 0.2031 0.0000 -0.1524
2023-09-01 515.0 0.1332 0.1200 0.0132 360.0 0.3076 0.1200 0.1876 0.0000 -0.1744
2023-09-15 540.0 0.1477 0.1219 0.0258 360.0 0.2903 0.1216 0.1687 0.0003 -0.1429
2023-09-29 520.0 0.1188 0.1249 -0.0061 360.0 0.2808 0.1251 0.1557 -0.0002 -0.1618
2023-10-20 540.0 0.1249 0.1291 -0.0042 360.0 0.2704 0.1288 0.1416 0.0003 -0.1458
2023-11-17 540.0 0.1182 0.1346 -0.0164 360.0 0.2621 0.1338 0.1283 0.0008 -0.1447
2023-12-15 540.0 0.1111 0.1365 -0.0254 360.0 0.2542 0.1366 0.1176 -0.0001 -0.1430
2023-12-29 540.0 0.1099 0.1391 -0.0292 360.0 0.2509 0.1383 0.1126 0.0008 -0.1418
2024-01-19 540.0 0.1081 0.1412 -0.0331 360.0 0.2470 0.1405 0.1065 0.0007 -0.1396
2024-03-15 540.0 0.1063 0.1479 -0.0416 360.0 0.2413 0.1481 0.0932 -0.0002 -0.1348
2024-03-28 540.0 0.1067 0.1497 -0.0430 360.0 0.2404 0.1496 0.0908 0.0001 -0.1338
2024-06-21 540.0 0.1097 0.1576 -0.0479 360.0 0.2361 0.1575 0.0786 0.0001 -0.1265
2024-06-28 540.0 0.1107 0.1594 -0.0487 360.0 0.2367 0.1573 0.0794 0.0021 -0.1281
2024-09-20 540.0 0.1174 0.1654 -0.0480 360.0 0.2329 0.1642 0.0687 0.0012 -0.1167
2024-12-20 540.0 0.1240 0.1699 -0.0459 360.0 0.2312 0.1701 0.0611 -0.0002 -0.1070
2025-01-17 540.0 0.1290 0.1791 -0.0501 360.0 0.2311 0.1672 0.0639 0.0119 -0.1140
2025-03-21 540.0 0.1294 0.1751 -0.0457 360.0 0.2203 0.1717 0.0486 0.0034 -0.0943
2025-06-20 540.0 0.1340 0.1846 -0.0506 360.0 0.2199 0.1731 0.0468 0.0115 -0.0974
2025-12-19 540.0 0.1438 0.1860 -0.0422 360.0 0.2275 0.1787 0.0488 0.0073 -0.0910

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@@ -0,0 +1,232 @@
Expiration Strike Option Type IV ATM IV Skew Call Strike Call IV Call ATM IV Call Skew Put Strike Put IV Put ATM IV Put Skew ATM Skew IV Skew
135 2023-07-18 360.0 put 1.3352 0.1024 1.2328 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
136 2023-07-18 370.0 put 1.1826 0.1024 1.0802 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
137 2023-07-18 374.0 put 1.1224 0.1024 1.0200 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
138 2023-07-18 375.0 put 1.1074 0.1024 1.0050 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
139 2023-07-18 376.0 put 1.0924 0.1024 0.9900 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
140 2023-07-18 377.0 put 1.0775 0.1024 0.9751 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
141 2023-07-18 378.0 put 1.0626 0.1024 0.9602 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
142 2023-07-18 379.0 put 1.0478 0.1024 0.9454 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
143 2023-07-18 380.0 put 1.0330 0.1024 0.9306 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
144 2023-07-18 381.0 put 1.0178 0.1024 0.9154 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
145 2023-07-18 382.0 put 1.0030 0.1024 0.9006 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
146 2023-07-18 383.0 put 0.9883 0.1024 0.8859 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
147 2023-07-18 384.0 put 0.9736 0.1024 0.8712 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
148 2023-07-18 385.0 put 0.9589 0.1024 0.8565 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
149 2023-07-18 386.0 put 0.9442 0.1024 0.8418 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
150 2023-07-18 387.0 put 0.9296 0.1024 0.8272 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
151 2023-07-18 388.0 put 0.9149 0.1024 0.8125 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
152 2023-07-18 389.0 put 0.9003 0.1024 0.7979 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
153 2023-07-18 390.0 put 0.8857 0.1024 0.7833 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
154 2023-07-18 391.0 put 0.8712 0.1024 0.7688 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
155 2023-07-18 392.0 put 0.8566 0.1024 0.7542 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
156 2023-07-18 393.0 put 0.8421 0.1024 0.7397 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
157 2023-07-18 394.0 put 0.8276 0.1024 0.7252 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
158 2023-07-18 395.0 put 0.8131 0.1024 0.7107 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
159 2023-07-18 396.0 put 0.7986 0.1024 0.6962 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
160 2023-07-18 397.0 put 0.7842 0.1024 0.6818 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
161 2023-07-18 398.0 put 0.7698 0.1024 0.6674 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
162 2023-07-18 399.0 put 0.7554 0.1024 0.6530 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
163 2023-07-18 400.0 put 0.7410 0.1024 0.6386 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
164 2023-07-18 401.0 put 0.7268 0.1024 0.6244 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
165 2023-07-18 402.0 put 0.7124 0.1024 0.6100 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
166 2023-07-18 403.0 put 0.6976 0.1024 0.5952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
167 2023-07-18 404.0 put 0.6833 0.1024 0.5809 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
168 2023-07-18 405.0 put 0.6690 0.1024 0.5666 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
169 2023-07-18 406.0 put 0.6547 0.1024 0.5523 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
170 2023-07-18 407.0 put 0.6404 0.1024 0.5380 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
171 2023-07-18 408.0 put 0.6261 0.1024 0.5237 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
172 2023-07-18 409.0 put 0.6118 0.1024 0.5094 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
173 2023-07-18 410.0 put 0.5976 0.1024 0.4952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
174 2023-07-18 411.0 put 0.5834 0.1024 0.4810 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
175 2023-07-18 412.0 put 0.5691 0.1024 0.4667 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
176 2023-07-18 413.0 put 0.5549 0.1024 0.4525 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
177 2023-07-18 414.0 put 0.5407 0.1024 0.4383 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
178 2023-07-18 415.0 put 0.5265 0.1024 0.4241 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
179 2023-07-18 416.0 put 0.5682 0.1024 0.4658 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
180 2023-07-18 417.0 put 0.5527 0.1024 0.4503 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
181 2023-07-18 418.0 put 0.5372 0.1024 0.4348 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
182 2023-07-18 419.0 put 0.5218 0.1024 0.4194 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
183 2023-07-18 420.0 put 0.5063 0.1024 0.4039 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
184 2023-07-18 421.0 call 0.4348 0.1038 0.3310 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
185 2023-07-18 421.0 put 0.4908 0.1024 0.3884 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
186 2023-07-18 422.0 call 0.4195 0.1038 0.3157 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
187 2023-07-18 422.0 put 0.4753 0.1024 0.3729 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
188 2023-07-18 423.0 call 0.4043 0.1038 0.3005 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
189 2023-07-18 423.0 put 0.4598 0.1024 0.3574 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
190 2023-07-18 424.0 call 0.4402 0.1038 0.3364 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
191 2023-07-18 424.0 put 0.4443 0.1024 0.3419 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
192 2023-07-18 425.0 call 0.4243 0.1038 0.3205 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
193 2023-07-18 425.0 put 0.4288 0.1024 0.3264 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
194 2023-07-18 426.0 call 0.4227 0.1038 0.3189 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
195 2023-07-18 426.0 put 0.4132 0.1024 0.3108 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
196 2023-07-18 427.0 call 0.4065 0.1038 0.3027 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
197 2023-07-18 427.0 put 0.3976 0.1024 0.2952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
198 2023-07-18 428.0 call 0.3903 0.1038 0.2865 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
199 2023-07-18 428.0 put 0.3821 0.1024 0.2797 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
200 2023-07-18 429.0 call 0.3740 0.1038 0.2702 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
201 2023-07-18 429.0 put 0.3665 0.1024 0.2641 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
202 2023-07-18 430.0 call 0.3578 0.1038 0.2540 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
203 2023-07-18 430.0 put 0.3508 0.1024 0.2484 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
204 2023-07-18 431.0 call 0.3518 0.1038 0.2480 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
205 2023-07-18 431.0 put 0.3352 0.1024 0.2328 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
206 2023-07-18 432.0 call 0.3352 0.1038 0.2314 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
207 2023-07-18 432.0 put 0.3195 0.1024 0.2171 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
208 2023-07-18 433.0 call 0.3185 0.1038 0.2147 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
209 2023-07-18 433.0 put 0.3039 0.1024 0.2015 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
210 2023-07-18 434.0 call 0.3019 0.1038 0.1981 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
211 2023-07-18 434.0 put 0.2877 0.1024 0.1853 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
212 2023-07-18 435.0 call 0.2852 0.1038 0.1814 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
213 2023-07-18 435.0 put 0.2897 0.1024 0.1873 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
214 2023-07-18 436.0 call 0.2684 0.1038 0.1646 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
215 2023-07-18 436.0 put 0.2730 0.1024 0.1706 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
216 2023-07-18 437.0 call 0.2516 0.1038 0.1478 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
217 2023-07-18 437.0 put 0.2562 0.1024 0.1538 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
218 2023-07-18 438.0 call 0.2413 0.1038 0.1375 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
219 2023-07-18 438.0 put 0.2394 0.1024 0.1370 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
220 2023-07-18 439.0 call 0.2295 0.1038 0.1257 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
221 2023-07-18 439.0 put 0.2224 0.1024 0.1200 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
222 2023-07-18 440.0 call 0.2118 0.1038 0.1080 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
223 2023-07-18 440.0 put 0.2053 0.1024 0.1029 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
224 2023-07-18 441.0 call 0.1940 0.1038 0.0902 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
225 2023-07-18 441.0 put 0.1976 0.1024 0.0952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
226 2023-07-18 442.0 call 0.1839 0.1038 0.0801 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
227 2023-07-18 442.0 put 0.1790 0.1024 0.0766 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
228 2023-07-18 443.0 call 0.1652 0.1038 0.0614 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
229 2023-07-18 443.0 put 0.1608 0.1024 0.0584 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
230 2023-07-18 444.0 call 0.1519 0.1038 0.0481 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
231 2023-07-18 444.0 put 0.1488 0.1024 0.0464 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
232 2023-07-18 445.0 call 0.1367 0.1038 0.0329 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
233 2023-07-18 445.0 put 0.1343 0.1024 0.0319 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
234 2023-07-18 446.0 call 0.1265 0.1038 0.0227 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
235 2023-07-18 446.0 put 0.1213 0.1024 0.0189 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
236 2023-07-18 447.0 call 0.1153 0.1038 0.0115 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
237 2023-07-18 447.0 put 0.1126 0.1024 0.0102 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
238 2023-07-18 448.0 call 0.1098 0.1038 0.0060 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
239 2023-07-18 448.0 put 0.1080 0.1024 0.0056 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
240 2023-07-18 449.0 call 0.1058 0.1038 0.0020 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
241 2023-07-18 449.0 put 0.1044 0.1024 0.0020 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
242 2023-07-18 450.0 call 0.1038 0.1038 0.0000 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
243 2023-07-18 450.0 put 0.1024 0.1024 0.0000 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
244 2023-07-18 451.0 call 0.1033 0.1038 -0.0005 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
245 2023-07-18 451.0 put 0.1017 0.1024 -0.0007 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
246 2023-07-18 452.0 call 0.1046 0.1038 0.0008 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
247 2023-07-18 452.0 put 0.1015 0.1024 -0.0009 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
248 2023-07-18 453.0 call 0.1068 0.1038 0.0030 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
249 2023-07-18 453.0 put 0.1003 0.1024 -0.0021 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
250 2023-07-18 454.0 call 0.1080 0.1038 0.0042 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
251 2023-07-18 454.0 put 0.0962 0.1024 -0.0062 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
252 2023-07-18 455.0 call 0.1112 0.1038 0.0074 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
253 2023-07-18 455.0 put 0.1027 0.1024 0.0003 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
254 2023-07-18 456.0 call 0.1251 0.1038 0.0213 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
255 2023-07-18 456.0 put 0.1206 0.1024 0.0182 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
256 2023-07-18 457.0 call 0.1359 0.1038 0.0321 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
257 2023-07-18 457.0 put 0.1380 0.1024 0.0356 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
258 2023-07-18 458.0 call 0.1423 0.1038 0.0385 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
259 2023-07-18 458.0 put 0.1550 0.1024 0.0526 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
260 2023-07-18 459.0 call 0.1582 0.1038 0.0544 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
261 2023-07-18 460.0 call 0.1532 0.1038 0.0494 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
262 2023-07-18 461.0 call 0.1671 0.1038 0.0633 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
263 2023-07-18 462.0 call 0.1810 0.1038 0.0772 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
264 2023-07-18 463.0 call 0.1948 0.1038 0.0910 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
265 2023-07-18 464.0 call 0.2088 0.1038 0.1050 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
266 2023-07-18 464.0 put 0.2614 0.1024 0.1590 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
267 2023-07-18 465.0 call 0.2220 0.1038 0.1182 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
268 2023-07-18 465.0 put 0.2775 0.1024 0.1751 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
269 2023-07-18 466.0 call 0.2356 0.1038 0.1318 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
270 2023-07-18 466.0 put 0.2933 0.1024 0.1909 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
271 2023-07-18 467.0 call 0.2490 0.1038 0.1452 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
272 2023-07-18 467.0 put 0.3090 0.1024 0.2066 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
273 2023-07-18 468.0 call 0.2620 0.1038 0.1582 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
274 2023-07-18 468.0 put 0.3246 0.1024 0.2222 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
275 2023-07-18 469.0 call 0.2752 0.1038 0.1714 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
276 2023-07-18 469.0 put 0.3401 0.1024 0.2377 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
277 2023-07-18 470.0 call 0.2883 0.1038 0.1845 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
278 2023-07-18 470.0 put 0.3554 0.1024 0.2530 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
279 2023-07-18 471.0 call 0.3013 0.1038 0.1975 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
280 2023-07-18 471.0 put 0.3707 0.1024 0.2683 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
281 2023-07-18 472.0 call 0.3142 0.1038 0.2104 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
282 2023-07-18 472.0 put 0.3858 0.1024 0.2834 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
283 2023-07-18 473.0 call 0.3270 0.1038 0.2232 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
284 2023-07-18 473.0 put 0.4008 0.1024 0.2984 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
285 2023-07-18 474.0 call 0.3398 0.1038 0.2360 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
286 2023-07-18 474.0 put 0.4158 0.1024 0.3134 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
287 2023-07-18 475.0 call 0.3525 0.1038 0.2487 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
288 2023-07-18 475.0 put 0.4306 0.1024 0.3282 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
289 2023-07-18 476.0 call 0.3651 0.1038 0.2613 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
290 2023-07-18 476.0 put 0.4453 0.1024 0.3429 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
291 2023-07-18 477.0 call 0.3777 0.1038 0.2739 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
292 2023-07-18 477.0 put 0.4600 0.1024 0.3576 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
293 2023-07-18 478.0 call 0.3902 0.1038 0.2864 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
294 2023-07-18 478.0 put 0.4595 0.1024 0.3571 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
295 2023-07-18 479.0 call 0.4028 0.1038 0.2990 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
296 2023-07-18 479.0 put 0.4736 0.1024 0.3712 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
297 2023-07-18 480.0 call 0.4152 0.1038 0.3114 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
298 2023-07-18 480.0 put 0.4876 0.1024 0.3852 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
299 2023-07-18 481.0 call 0.4276 0.1038 0.3238 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
300 2023-07-18 481.0 put 0.5016 0.1024 0.3992 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
301 2023-07-18 482.0 call 0.4398 0.1038 0.3360 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
302 2023-07-18 482.0 put 0.5155 0.1024 0.4131 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
303 2023-07-18 483.0 call 0.4522 0.1038 0.3484 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
304 2023-07-18 483.0 put 0.5293 0.1024 0.4269 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
305 2023-07-18 484.0 call 0.4642 0.1038 0.3604 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
306 2023-07-18 484.0 put 0.5430 0.1024 0.4406 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
307 2023-07-18 485.0 call 0.4763 0.1038 0.3725 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
308 2023-07-18 485.0 put 0.5567 0.1024 0.4543 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
309 2023-07-18 486.0 call 0.4884 0.1038 0.3846 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
310 2023-07-18 486.0 put 0.5704 0.1024 0.4680 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
311 2023-07-18 487.0 call 0.5004 0.1038 0.3966 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
312 2023-07-18 487.0 put 0.5839 0.1024 0.4815 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
313 2023-07-18 488.0 call 0.5123 0.1038 0.4085 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
314 2023-07-18 488.0 put 0.5974 0.1024 0.4950 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
315 2023-07-18 489.0 call 0.5242 0.1038 0.4204 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
316 2023-07-18 489.0 put 0.6109 0.1024 0.5085 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
317 2023-07-18 490.0 call 0.5361 0.1038 0.4323 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
318 2023-07-18 490.0 put 0.6243 0.1024 0.5219 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
319 2023-07-18 491.0 call 0.5479 0.1038 0.4441 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
320 2023-07-18 491.0 put 0.6376 0.1024 0.5352 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
321 2023-07-18 492.0 call 0.5599 0.1038 0.4561 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
322 2023-07-18 493.0 call 0.5717 0.1038 0.4679 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
323 2023-07-18 494.0 call 0.5833 0.1038 0.4795 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
324 2023-07-18 495.0 call 0.5949 0.1038 0.4911 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
325 2023-07-18 496.0 call 0.6065 0.1038 0.5027 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
326 2023-07-18 497.0 call 0.6181 0.1038 0.5143 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
327 2023-07-18 498.0 call 0.6295 0.1038 0.5257 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
328 2023-07-18 499.0 call 0.6410 0.1038 0.5372 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
329 2023-07-18 500.0 call 0.6524 0.1038 0.5486 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
330 2023-07-18 505.0 call 0.7089 0.1038 0.6051 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
331 2023-07-18 510.0 call 0.7643 0.1038 0.6605 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
332 2023-07-18 515.0 call 0.8195 0.1038 0.7157 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
2023-07-17 NaN NaN NaN NaN NaN NaN 473.0 3.2304 0.1202 3.1102 428.0 3.3583 0.1208 3.2375 -0.0006 -0.1273
2023-07-18 NaN NaN NaN NaN NaN NaN 473.0 0.3270 0.1038 0.2232 428.0 0.3821 0.1024 0.2797 0.0014 -0.0565
2023-07-19 NaN NaN NaN NaN NaN NaN 473.0 0.2314 0.1058 0.1256 428.0 0.2882 0.1048 0.1834 0.0010 -0.0578
2023-07-20 NaN NaN NaN NaN NaN NaN 473.0 0.1877 0.1077 0.0800 428.0 0.2472 0.1064 0.1408 0.0013 -0.0608
2023-07-21 NaN NaN NaN NaN NaN NaN 473.0 0.1618 0.1100 0.0518 428.0 0.2281 0.1086 0.1195 0.0014 -0.0677
2023-07-24 NaN NaN NaN NaN NaN NaN 473.0 0.1365 0.0949 0.0416 428.0 0.1770 0.0943 0.0827 0.0006 -0.0411
2023-07-25 NaN NaN NaN NaN NaN NaN 473.0 0.1272 0.0980 0.0292 428.0 0.1727 0.0978 0.0749 0.0002 -0.0457
2023-07-26 NaN NaN NaN NaN NaN NaN 473.0 0.1268 0.1111 0.0157 428.0 0.1780 0.1110 0.0670 0.0001 -0.0513
2023-07-27 NaN NaN NaN NaN NaN NaN 473.0 0.1245 0.1145 0.0100 428.0 0.1772 0.1143 0.0629 0.0002 -0.0529
2023-07-28 NaN NaN NaN NaN NaN NaN 473.0 0.1223 0.1159 0.0064 428.0 0.1758 0.1157 0.0601 0.0002 -0.0537
2023-07-31 NaN NaN NaN NaN NaN NaN 465.0 0.1066 0.1084 -0.0018 435.0 0.1398 0.1084 0.0314 0.0000 -0.0332
2023-08-04 NaN NaN NaN NaN NaN NaN 473.0 0.1095 0.1139 -0.0044 428.0 0.1627 0.1135 0.0492 0.0004 -0.0536
2023-08-11 NaN NaN NaN NaN NaN NaN 472.0 0.1045 0.1148 -0.0103 428.0 0.1587 0.1146 0.0441 0.0002 -0.0544
2023-08-18 NaN NaN NaN NaN NaN NaN 472.0 0.1024 0.1153 -0.0129 428.0 0.1564 0.1151 0.0413 0.0002 -0.0542
2023-08-25 NaN NaN NaN NaN NaN NaN 472.0 0.1018 0.1178 -0.0160 428.0 0.1579 0.1178 0.0401 0.0000 -0.0561
2023-09-01 NaN NaN NaN NaN NaN NaN 472.0 0.1015 0.1200 -0.0185 428.0 0.1587 0.1200 0.0387 0.0000 -0.0572
2023-09-15 NaN NaN NaN NaN NaN NaN 472.0 0.1011 0.1219 -0.0208 428.0 0.1585 0.1216 0.0369 0.0003 -0.0577
2023-09-29 NaN NaN NaN NaN NaN NaN 473.0 0.1021 0.1249 -0.0228 428.0 0.1611 0.1251 0.0360 -0.0002 -0.0588
2023-10-20 NaN NaN NaN NaN NaN NaN 475.0 0.1043 0.1291 -0.0248 430.0 0.1589 0.1288 0.0301 0.0003 -0.0549
2023-11-17 NaN NaN NaN NaN NaN NaN 475.0 0.1089 0.1346 -0.0257 428.0 0.1641 0.1338 0.0303 0.0008 -0.0560
2023-12-15 NaN NaN NaN NaN NaN NaN 473.0 0.1136 0.1365 -0.0229 428.0 0.1645 0.1366 0.0279 -0.0001 -0.0508
2023-12-29 NaN NaN NaN NaN NaN NaN 475.0 0.1142 0.1391 -0.0249 430.0 0.1627 0.1383 0.0244 0.0008 -0.0493
2024-01-19 NaN NaN NaN NaN NaN NaN 475.0 0.1168 0.1412 -0.0244 430.0 0.1637 0.1405 0.0232 0.0007 -0.0476
2024-03-15 NaN NaN NaN NaN NaN NaN 473.0 0.1263 0.1479 -0.0216 428.0 0.1711 0.1481 0.0230 -0.0002 -0.0446
2024-03-28 NaN NaN NaN NaN NaN NaN 475.0 0.1263 0.1497 -0.0234 430.0 0.1702 0.1496 0.0206 0.0001 -0.0440
2024-06-21 NaN NaN NaN NaN NaN NaN 475.0 0.1364 0.1576 -0.0212 430.0 0.1756 0.1575 0.0181 0.0001 -0.0393
2024-06-28 NaN NaN NaN NaN NaN NaN 473.0 0.1396 0.1594 -0.0198 428.0 0.1772 0.1573 0.0199 0.0021 -0.0397
2024-09-20 NaN NaN NaN NaN NaN NaN 475.0 0.1462 0.1654 -0.0192 430.0 0.1802 0.1642 0.0160 0.0012 -0.0352
2024-12-20 NaN NaN NaN NaN NaN NaN 475.0 0.1544 0.1699 -0.0155 430.0 0.1837 0.1701 0.0136 -0.0002 -0.0291
2025-01-17 NaN NaN NaN NaN NaN NaN 475.0 0.1597 0.1791 -0.0194 430.0 0.1842 0.1672 0.0170 0.0119 -0.0364
2025-03-21 NaN NaN NaN NaN NaN NaN 475.0 0.1596 0.1751 -0.0155 430.0 0.1857 0.1717 0.0140 0.0034 -0.0295
2025-06-20 NaN NaN NaN NaN NaN NaN 475.0 0.1653 0.1846 -0.0193 430.0 0.1865 0.1731 0.0134 0.0115 -0.0327
2025-12-19 NaN NaN NaN NaN NaN NaN 475.0 0.1731 0.1860 -0.0129 430.0 0.1892 0.1787 0.0105 0.0073 -0.0234

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Expiration Strike Option Type IV ATM IV Skew Call Strike Call IV Call ATM IV Call Skew Put Strike Put IV Put ATM IV Put Skew ATM Skew IV Skew
135 2023-07-18 360.0 put 1.3352 0.1024 1.2328 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
136 2023-07-18 370.0 put 1.1826 0.1024 1.0802 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
137 2023-07-18 374.0 put 1.1224 0.1024 1.0200 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
138 2023-07-18 375.0 put 1.1074 0.1024 1.0050 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
139 2023-07-18 376.0 put 1.0924 0.1024 0.9900 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
140 2023-07-18 377.0 put 1.0775 0.1024 0.9751 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
141 2023-07-18 378.0 put 1.0626 0.1024 0.9602 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
142 2023-07-18 379.0 put 1.0478 0.1024 0.9454 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
143 2023-07-18 380.0 put 1.0330 0.1024 0.9306 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
144 2023-07-18 381.0 put 1.0178 0.1024 0.9154 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
145 2023-07-18 382.0 put 1.0030 0.1024 0.9006 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
146 2023-07-18 383.0 put 0.9883 0.1024 0.8859 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
147 2023-07-18 384.0 put 0.9736 0.1024 0.8712 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
148 2023-07-18 385.0 put 0.9589 0.1024 0.8565 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
149 2023-07-18 386.0 put 0.9442 0.1024 0.8418 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
150 2023-07-18 387.0 put 0.9296 0.1024 0.8272 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
151 2023-07-18 388.0 put 0.9149 0.1024 0.8125 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
152 2023-07-18 389.0 put 0.9003 0.1024 0.7979 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
153 2023-07-18 390.0 put 0.8857 0.1024 0.7833 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
154 2023-07-18 391.0 put 0.8712 0.1024 0.7688 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
155 2023-07-18 392.0 put 0.8566 0.1024 0.7542 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
156 2023-07-18 393.0 put 0.8421 0.1024 0.7397 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
157 2023-07-18 394.0 put 0.8276 0.1024 0.7252 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
158 2023-07-18 395.0 put 0.8131 0.1024 0.7107 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
159 2023-07-18 396.0 put 0.7986 0.1024 0.6962 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
160 2023-07-18 397.0 put 0.7842 0.1024 0.6818 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
161 2023-07-18 398.0 put 0.7698 0.1024 0.6674 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
162 2023-07-18 399.0 put 0.7554 0.1024 0.6530 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
163 2023-07-18 400.0 put 0.7410 0.1024 0.6386 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
164 2023-07-18 401.0 put 0.7268 0.1024 0.6244 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
165 2023-07-18 402.0 put 0.7124 0.1024 0.6100 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
166 2023-07-18 403.0 put 0.6976 0.1024 0.5952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
167 2023-07-18 404.0 put 0.6833 0.1024 0.5809 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
168 2023-07-18 405.0 put 0.6690 0.1024 0.5666 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
169 2023-07-18 406.0 put 0.6547 0.1024 0.5523 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
170 2023-07-18 407.0 put 0.6404 0.1024 0.5380 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
171 2023-07-18 408.0 put 0.6261 0.1024 0.5237 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
172 2023-07-18 409.0 put 0.6118 0.1024 0.5094 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
173 2023-07-18 410.0 put 0.5976 0.1024 0.4952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
174 2023-07-18 411.0 put 0.5834 0.1024 0.4810 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
175 2023-07-18 412.0 put 0.5691 0.1024 0.4667 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
176 2023-07-18 413.0 put 0.5549 0.1024 0.4525 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
177 2023-07-18 414.0 put 0.5407 0.1024 0.4383 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
178 2023-07-18 415.0 put 0.5265 0.1024 0.4241 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
179 2023-07-18 416.0 put 0.5682 0.1024 0.4658 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
180 2023-07-18 417.0 put 0.5527 0.1024 0.4503 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
181 2023-07-18 418.0 put 0.5372 0.1024 0.4348 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
182 2023-07-18 419.0 put 0.5218 0.1024 0.4194 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
183 2023-07-18 420.0 put 0.5063 0.1024 0.4039 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
184 2023-07-18 421.0 call 0.4348 0.1038 0.3310 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
185 2023-07-18 421.0 put 0.4908 0.1024 0.3884 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
186 2023-07-18 422.0 call 0.4195 0.1038 0.3157 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
187 2023-07-18 422.0 put 0.4753 0.1024 0.3729 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
188 2023-07-18 423.0 call 0.4043 0.1038 0.3005 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
189 2023-07-18 423.0 put 0.4598 0.1024 0.3574 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
190 2023-07-18 424.0 call 0.4402 0.1038 0.3364 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
191 2023-07-18 424.0 put 0.4443 0.1024 0.3419 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
192 2023-07-18 425.0 call 0.4243 0.1038 0.3205 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
193 2023-07-18 425.0 put 0.4288 0.1024 0.3264 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
194 2023-07-18 426.0 call 0.4227 0.1038 0.3189 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
195 2023-07-18 426.0 put 0.4132 0.1024 0.3108 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
196 2023-07-18 427.0 call 0.4065 0.1038 0.3027 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
197 2023-07-18 427.0 put 0.3976 0.1024 0.2952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
198 2023-07-18 428.0 call 0.3903 0.1038 0.2865 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
199 2023-07-18 428.0 put 0.3821 0.1024 0.2797 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
200 2023-07-18 429.0 call 0.3740 0.1038 0.2702 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
201 2023-07-18 429.0 put 0.3665 0.1024 0.2641 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
202 2023-07-18 430.0 call 0.3578 0.1038 0.2540 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
203 2023-07-18 430.0 put 0.3508 0.1024 0.2484 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
204 2023-07-18 431.0 call 0.3518 0.1038 0.2480 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
205 2023-07-18 431.0 put 0.3352 0.1024 0.2328 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
206 2023-07-18 432.0 call 0.3352 0.1038 0.2314 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
207 2023-07-18 432.0 put 0.3195 0.1024 0.2171 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
208 2023-07-18 433.0 call 0.3185 0.1038 0.2147 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
209 2023-07-18 433.0 put 0.3039 0.1024 0.2015 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
210 2023-07-18 434.0 call 0.3019 0.1038 0.1981 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
211 2023-07-18 434.0 put 0.2877 0.1024 0.1853 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
212 2023-07-18 435.0 call 0.2852 0.1038 0.1814 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
213 2023-07-18 435.0 put 0.2897 0.1024 0.1873 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
214 2023-07-18 436.0 call 0.2684 0.1038 0.1646 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
215 2023-07-18 436.0 put 0.2730 0.1024 0.1706 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
216 2023-07-18 437.0 call 0.2516 0.1038 0.1478 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
217 2023-07-18 437.0 put 0.2562 0.1024 0.1538 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
218 2023-07-18 438.0 call 0.2413 0.1038 0.1375 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
219 2023-07-18 438.0 put 0.2394 0.1024 0.1370 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
220 2023-07-18 439.0 call 0.2295 0.1038 0.1257 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
221 2023-07-18 439.0 put 0.2224 0.1024 0.1200 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
222 2023-07-18 440.0 call 0.2118 0.1038 0.1080 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
223 2023-07-18 440.0 put 0.2053 0.1024 0.1029 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
224 2023-07-18 441.0 call 0.1940 0.1038 0.0902 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
225 2023-07-18 441.0 put 0.1976 0.1024 0.0952 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
226 2023-07-18 442.0 call 0.1839 0.1038 0.0801 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
227 2023-07-18 442.0 put 0.1790 0.1024 0.0766 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
228 2023-07-18 443.0 call 0.1652 0.1038 0.0614 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
229 2023-07-18 443.0 put 0.1608 0.1024 0.0584 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
230 2023-07-18 444.0 call 0.1519 0.1038 0.0481 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
231 2023-07-18 444.0 put 0.1488 0.1024 0.0464 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
232 2023-07-18 445.0 call 0.1367 0.1038 0.0329 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
233 2023-07-18 445.0 put 0.1343 0.1024 0.0319 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
234 2023-07-18 446.0 call 0.1265 0.1038 0.0227 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
235 2023-07-18 446.0 put 0.1213 0.1024 0.0189 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
236 2023-07-18 447.0 call 0.1153 0.1038 0.0115 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
237 2023-07-18 447.0 put 0.1126 0.1024 0.0102 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
238 2023-07-18 448.0 call 0.1098 0.1038 0.0060 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
239 2023-07-18 448.0 put 0.1080 0.1024 0.0056 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
240 2023-07-18 449.0 call 0.1058 0.1038 0.0020 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
241 2023-07-18 449.0 put 0.1044 0.1024 0.0020 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
242 2023-07-18 450.0 call 0.1038 0.1038 0.0000 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
243 2023-07-18 450.0 put 0.1024 0.1024 0.0000 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
244 2023-07-18 451.0 call 0.1033 0.1038 -0.0005 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
245 2023-07-18 451.0 put 0.1017 0.1024 -0.0007 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
246 2023-07-18 452.0 call 0.1046 0.1038 0.0008 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
247 2023-07-18 452.0 put 0.1015 0.1024 -0.0009 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
248 2023-07-18 453.0 call 0.1068 0.1038 0.0030 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
249 2023-07-18 453.0 put 0.1003 0.1024 -0.0021 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
250 2023-07-18 454.0 call 0.1080 0.1038 0.0042 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
251 2023-07-18 454.0 put 0.0962 0.1024 -0.0062 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
252 2023-07-18 455.0 call 0.1112 0.1038 0.0074 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
253 2023-07-18 455.0 put 0.1027 0.1024 0.0003 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
254 2023-07-18 456.0 call 0.1251 0.1038 0.0213 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
255 2023-07-18 456.0 put 0.1206 0.1024 0.0182 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
256 2023-07-18 457.0 call 0.1359 0.1038 0.0321 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
257 2023-07-18 457.0 put 0.1380 0.1024 0.0356 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
258 2023-07-18 458.0 call 0.1423 0.1038 0.0385 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
259 2023-07-18 458.0 put 0.1550 0.1024 0.0526 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
260 2023-07-18 459.0 call 0.1582 0.1038 0.0544 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
261 2023-07-18 460.0 call 0.1532 0.1038 0.0494 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
262 2023-07-18 461.0 call 0.1671 0.1038 0.0633 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
263 2023-07-18 462.0 call 0.1810 0.1038 0.0772 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
264 2023-07-18 463.0 call 0.1948 0.1038 0.0910 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
265 2023-07-18 464.0 call 0.2088 0.1038 0.1050 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
266 2023-07-18 464.0 put 0.2614 0.1024 0.1590 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
267 2023-07-18 465.0 call 0.2220 0.1038 0.1182 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
268 2023-07-18 465.0 put 0.2775 0.1024 0.1751 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
269 2023-07-18 466.0 call 0.2356 0.1038 0.1318 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
270 2023-07-18 466.0 put 0.2933 0.1024 0.1909 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
271 2023-07-18 467.0 call 0.2490 0.1038 0.1452 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
272 2023-07-18 467.0 put 0.3090 0.1024 0.2066 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
273 2023-07-18 468.0 call 0.2620 0.1038 0.1582 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
274 2023-07-18 468.0 put 0.3246 0.1024 0.2222 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
275 2023-07-18 469.0 call 0.2752 0.1038 0.1714 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
276 2023-07-18 469.0 put 0.3401 0.1024 0.2377 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
277 2023-07-18 470.0 call 0.2883 0.1038 0.1845 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
278 2023-07-18 470.0 put 0.3554 0.1024 0.2530 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
279 2023-07-18 471.0 call 0.3013 0.1038 0.1975 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
280 2023-07-18 471.0 put 0.3707 0.1024 0.2683 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
281 2023-07-18 472.0 call 0.3142 0.1038 0.2104 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
282 2023-07-18 472.0 put 0.3858 0.1024 0.2834 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
283 2023-07-18 473.0 call 0.3270 0.1038 0.2232 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
284 2023-07-18 473.0 put 0.4008 0.1024 0.2984 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
285 2023-07-18 474.0 call 0.3398 0.1038 0.2360 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
286 2023-07-18 474.0 put 0.4158 0.1024 0.3134 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
287 2023-07-18 475.0 call 0.3525 0.1038 0.2487 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
288 2023-07-18 475.0 put 0.4306 0.1024 0.3282 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
289 2023-07-18 476.0 call 0.3651 0.1038 0.2613 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
290 2023-07-18 476.0 put 0.4453 0.1024 0.3429 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
291 2023-07-18 477.0 call 0.3777 0.1038 0.2739 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
292 2023-07-18 477.0 put 0.4600 0.1024 0.3576 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
293 2023-07-18 478.0 call 0.3902 0.1038 0.2864 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
294 2023-07-18 478.0 put 0.4595 0.1024 0.3571 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
295 2023-07-18 479.0 call 0.4028 0.1038 0.2990 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
296 2023-07-18 479.0 put 0.4736 0.1024 0.3712 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
297 2023-07-18 480.0 call 0.4152 0.1038 0.3114 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
298 2023-07-18 480.0 put 0.4876 0.1024 0.3852 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
299 2023-07-18 481.0 call 0.4276 0.1038 0.3238 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
300 2023-07-18 481.0 put 0.5016 0.1024 0.3992 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
301 2023-07-18 482.0 call 0.4398 0.1038 0.3360 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
302 2023-07-18 482.0 put 0.5155 0.1024 0.4131 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
303 2023-07-18 483.0 call 0.4522 0.1038 0.3484 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
304 2023-07-18 483.0 put 0.5293 0.1024 0.4269 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
305 2023-07-18 484.0 call 0.4642 0.1038 0.3604 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
306 2023-07-18 484.0 put 0.5430 0.1024 0.4406 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
307 2023-07-18 485.0 call 0.4763 0.1038 0.3725 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
308 2023-07-18 485.0 put 0.5567 0.1024 0.4543 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
309 2023-07-18 486.0 call 0.4884 0.1038 0.3846 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
310 2023-07-18 486.0 put 0.5704 0.1024 0.4680 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
311 2023-07-18 487.0 call 0.5004 0.1038 0.3966 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
312 2023-07-18 487.0 put 0.5839 0.1024 0.4815 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
313 2023-07-18 488.0 call 0.5123 0.1038 0.4085 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
314 2023-07-18 488.0 put 0.5974 0.1024 0.4950 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
315 2023-07-18 489.0 call 0.5242 0.1038 0.4204 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
316 2023-07-18 489.0 put 0.6109 0.1024 0.5085 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
317 2023-07-18 490.0 call 0.5361 0.1038 0.4323 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
318 2023-07-18 490.0 put 0.6243 0.1024 0.5219 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
319 2023-07-18 491.0 call 0.5479 0.1038 0.4441 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
320 2023-07-18 491.0 put 0.6376 0.1024 0.5352 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
321 2023-07-18 492.0 call 0.5599 0.1038 0.4561 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
322 2023-07-18 493.0 call 0.5717 0.1038 0.4679 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
323 2023-07-18 494.0 call 0.5833 0.1038 0.4795 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
324 2023-07-18 495.0 call 0.5949 0.1038 0.4911 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
325 2023-07-18 496.0 call 0.6065 0.1038 0.5027 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
326 2023-07-18 497.0 call 0.6181 0.1038 0.5143 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
327 2023-07-18 498.0 call 0.6295 0.1038 0.5257 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
328 2023-07-18 499.0 call 0.6410 0.1038 0.5372 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
329 2023-07-18 500.0 call 0.6524 0.1038 0.5486 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
330 2023-07-18 505.0 call 0.7089 0.1038 0.6051 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
331 2023-07-18 510.0 call 0.7643 0.1038 0.6605 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
332 2023-07-18 515.0 call 0.8195 0.1038 0.7157 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
2023-07-17 NaN NaN NaN NaN NaN NaN 473.0 3.2304 0.1202 3.1102 428.0 3.3583 0.1208 3.2375 -0.0006 -0.1273
2023-07-18 NaN NaN NaN NaN NaN NaN 473.0 0.3270 0.1038 0.2232 428.0 0.3821 0.1024 0.2797 0.0014 -0.0565
2023-07-19 NaN NaN NaN NaN NaN NaN 473.0 0.2314 0.1058 0.1256 428.0 0.2882 0.1048 0.1834 0.0010 -0.0578
2023-07-20 NaN NaN NaN NaN NaN NaN 473.0 0.1877 0.1077 0.0800 428.0 0.2472 0.1064 0.1408 0.0013 -0.0608
2023-07-21 NaN NaN NaN NaN NaN NaN 473.0 0.1618 0.1100 0.0518 428.0 0.2281 0.1086 0.1195 0.0014 -0.0677
2023-07-24 NaN NaN NaN NaN NaN NaN 473.0 0.1365 0.0949 0.0416 428.0 0.1770 0.0943 0.0827 0.0006 -0.0411
2023-07-25 NaN NaN NaN NaN NaN NaN 473.0 0.1272 0.0980 0.0292 428.0 0.1727 0.0978 0.0749 0.0002 -0.0457
2023-07-26 NaN NaN NaN NaN NaN NaN 473.0 0.1268 0.1111 0.0157 428.0 0.1780 0.1110 0.0670 0.0001 -0.0513
2023-07-27 NaN NaN NaN NaN NaN NaN 473.0 0.1245 0.1145 0.0100 428.0 0.1772 0.1143 0.0629 0.0002 -0.0529
2023-07-28 NaN NaN NaN NaN NaN NaN 473.0 0.1223 0.1159 0.0064 428.0 0.1758 0.1157 0.0601 0.0002 -0.0537
2023-07-31 NaN NaN NaN NaN NaN NaN 465.0 0.1066 0.1084 -0.0018 435.0 0.1398 0.1084 0.0314 0.0000 -0.0332
2023-08-04 NaN NaN NaN NaN NaN NaN 473.0 0.1095 0.1139 -0.0044 428.0 0.1627 0.1135 0.0492 0.0004 -0.0536
2023-08-11 NaN NaN NaN NaN NaN NaN 472.0 0.1045 0.1148 -0.0103 428.0 0.1587 0.1146 0.0441 0.0002 -0.0544
2023-08-18 NaN NaN NaN NaN NaN NaN 472.0 0.1024 0.1153 -0.0129 428.0 0.1564 0.1151 0.0413 0.0002 -0.0542
2023-08-25 NaN NaN NaN NaN NaN NaN 472.0 0.1018 0.1178 -0.0160 428.0 0.1579 0.1178 0.0401 0.0000 -0.0561
2023-09-01 NaN NaN NaN NaN NaN NaN 472.0 0.1015 0.1200 -0.0185 428.0 0.1587 0.1200 0.0387 0.0000 -0.0572
2023-09-15 NaN NaN NaN NaN NaN NaN 472.0 0.1011 0.1219 -0.0208 428.0 0.1585 0.1216 0.0369 0.0003 -0.0577
2023-09-29 NaN NaN NaN NaN NaN NaN 473.0 0.1021 0.1249 -0.0228 428.0 0.1611 0.1251 0.0360 -0.0002 -0.0588
2023-10-20 NaN NaN NaN NaN NaN NaN 475.0 0.1043 0.1291 -0.0248 430.0 0.1589 0.1288 0.0301 0.0003 -0.0549
2023-11-17 NaN NaN NaN NaN NaN NaN 475.0 0.1089 0.1346 -0.0257 428.0 0.1641 0.1338 0.0303 0.0008 -0.0560
2023-12-15 NaN NaN NaN NaN NaN NaN 473.0 0.1136 0.1365 -0.0229 428.0 0.1645 0.1366 0.0279 -0.0001 -0.0508
2023-12-29 NaN NaN NaN NaN NaN NaN 475.0 0.1142 0.1391 -0.0249 430.0 0.1627 0.1383 0.0244 0.0008 -0.0493
2024-01-19 NaN NaN NaN NaN NaN NaN 475.0 0.1168 0.1412 -0.0244 430.0 0.1637 0.1405 0.0232 0.0007 -0.0476
2024-03-15 NaN NaN NaN NaN NaN NaN 473.0 0.1263 0.1479 -0.0216 428.0 0.1711 0.1481 0.0230 -0.0002 -0.0446
2024-03-28 NaN NaN NaN NaN NaN NaN 475.0 0.1263 0.1497 -0.0234 430.0 0.1702 0.1496 0.0206 0.0001 -0.0440
2024-06-21 NaN NaN NaN NaN NaN NaN 475.0 0.1364 0.1576 -0.0212 430.0 0.1756 0.1575 0.0181 0.0001 -0.0393
2024-06-28 NaN NaN NaN NaN NaN NaN 473.0 0.1396 0.1594 -0.0198 428.0 0.1772 0.1573 0.0199 0.0021 -0.0397
2024-09-20 NaN NaN NaN NaN NaN NaN 475.0 0.1462 0.1654 -0.0192 430.0 0.1802 0.1642 0.0160 0.0012 -0.0352
2024-12-20 NaN NaN NaN NaN NaN NaN 475.0 0.1544 0.1699 -0.0155 430.0 0.1837 0.1701 0.0136 -0.0002 -0.0291
2025-01-17 NaN NaN NaN NaN NaN NaN 475.0 0.1597 0.1791 -0.0194 430.0 0.1842 0.1672 0.0170 0.0119 -0.0364
2025-03-21 NaN NaN NaN NaN NaN NaN 475.0 0.1596 0.1751 -0.0155 430.0 0.1857 0.1717 0.0140 0.0034 -0.0295
2025-06-20 NaN NaN NaN NaN NaN NaN 475.0 0.1653 0.1846 -0.0193 430.0 0.1865 0.1731 0.0134 0.0115 -0.0327
2025-12-19 NaN NaN NaN NaN NaN NaN 475.0 0.1731 0.1860 -0.0129 430.0 0.1892 0.1787 0.0105 0.0073 -0.0234

View File

@@ -0,0 +1,397 @@
Expiration Strike Option Type IV ATM IV Skew
135 2023-07-18 360.0 put 1.3352 0.1024 1.2328
136 2023-07-18 370.0 put 1.1826 0.1024 1.0802
137 2023-07-18 374.0 put 1.1224 0.1024 1.0200
138 2023-07-18 375.0 put 1.1074 0.1024 1.0050
139 2023-07-18 376.0 put 1.0924 0.1024 0.9900
140 2023-07-18 377.0 put 1.0775 0.1024 0.9751
141 2023-07-18 378.0 put 1.0626 0.1024 0.9602
142 2023-07-18 379.0 put 1.0478 0.1024 0.9454
143 2023-07-18 380.0 put 1.0330 0.1024 0.9306
144 2023-07-18 381.0 put 1.0178 0.1024 0.9154
145 2023-07-18 382.0 put 1.0030 0.1024 0.9006
146 2023-07-18 383.0 put 0.9883 0.1024 0.8859
147 2023-07-18 384.0 put 0.9736 0.1024 0.8712
148 2023-07-18 385.0 put 0.9589 0.1024 0.8565
149 2023-07-18 386.0 put 0.9442 0.1024 0.8418
150 2023-07-18 387.0 put 0.9296 0.1024 0.8272
151 2023-07-18 388.0 put 0.9149 0.1024 0.8125
152 2023-07-18 389.0 put 0.9003 0.1024 0.7979
153 2023-07-18 390.0 put 0.8857 0.1024 0.7833
154 2023-07-18 391.0 put 0.8712 0.1024 0.7688
155 2023-07-18 392.0 put 0.8566 0.1024 0.7542
156 2023-07-18 393.0 put 0.8421 0.1024 0.7397
157 2023-07-18 394.0 put 0.8276 0.1024 0.7252
158 2023-07-18 395.0 put 0.8131 0.1024 0.7107
159 2023-07-18 396.0 put 0.7986 0.1024 0.6962
160 2023-07-18 397.0 put 0.7842 0.1024 0.6818
161 2023-07-18 398.0 put 0.7698 0.1024 0.6674
162 2023-07-18 399.0 put 0.7554 0.1024 0.6530
163 2023-07-18 400.0 put 0.7410 0.1024 0.6386
164 2023-07-18 401.0 put 0.7268 0.1024 0.6244
165 2023-07-18 402.0 put 0.7124 0.1024 0.6100
166 2023-07-18 403.0 put 0.6976 0.1024 0.5952
167 2023-07-18 404.0 put 0.6833 0.1024 0.5809
168 2023-07-18 405.0 put 0.6690 0.1024 0.5666
169 2023-07-18 406.0 put 0.6547 0.1024 0.5523
170 2023-07-18 407.0 put 0.6404 0.1024 0.5380
171 2023-07-18 408.0 put 0.6261 0.1024 0.5237
172 2023-07-18 409.0 put 0.6118 0.1024 0.5094
173 2023-07-18 410.0 put 0.5976 0.1024 0.4952
174 2023-07-18 411.0 put 0.5834 0.1024 0.4810
175 2023-07-18 412.0 put 0.5691 0.1024 0.4667
176 2023-07-18 413.0 put 0.5549 0.1024 0.4525
177 2023-07-18 414.0 put 0.5407 0.1024 0.4383
178 2023-07-18 415.0 put 0.5265 0.1024 0.4241
179 2023-07-18 416.0 put 0.5682 0.1024 0.4658
180 2023-07-18 417.0 put 0.5527 0.1024 0.4503
181 2023-07-18 418.0 put 0.5372 0.1024 0.4348
182 2023-07-18 419.0 put 0.5218 0.1024 0.4194
183 2023-07-18 420.0 put 0.5063 0.1024 0.4039
184 2023-07-18 421.0 call 0.4348 0.1038 0.3310
185 2023-07-18 421.0 put 0.4908 0.1024 0.3884
186 2023-07-18 422.0 call 0.4195 0.1038 0.3157
187 2023-07-18 422.0 put 0.4753 0.1024 0.3729
188 2023-07-18 423.0 call 0.4043 0.1038 0.3005
189 2023-07-18 423.0 put 0.4598 0.1024 0.3574
190 2023-07-18 424.0 call 0.4402 0.1038 0.3364
191 2023-07-18 424.0 put 0.4443 0.1024 0.3419
192 2023-07-18 425.0 call 0.4243 0.1038 0.3205
193 2023-07-18 425.0 put 0.4288 0.1024 0.3264
194 2023-07-18 426.0 call 0.4227 0.1038 0.3189
195 2023-07-18 426.0 put 0.4132 0.1024 0.3108
196 2023-07-18 427.0 call 0.4065 0.1038 0.3027
197 2023-07-18 427.0 put 0.3976 0.1024 0.2952
198 2023-07-18 428.0 call 0.3903 0.1038 0.2865
199 2023-07-18 428.0 put 0.3821 0.1024 0.2797
200 2023-07-18 429.0 call 0.3740 0.1038 0.2702
201 2023-07-18 429.0 put 0.3665 0.1024 0.2641
202 2023-07-18 430.0 call 0.3578 0.1038 0.2540
203 2023-07-18 430.0 put 0.3508 0.1024 0.2484
204 2023-07-18 431.0 call 0.3518 0.1038 0.2480
205 2023-07-18 431.0 put 0.3352 0.1024 0.2328
206 2023-07-18 432.0 call 0.3352 0.1038 0.2314
207 2023-07-18 432.0 put 0.3195 0.1024 0.2171
208 2023-07-18 433.0 call 0.3185 0.1038 0.2147
209 2023-07-18 433.0 put 0.3039 0.1024 0.2015
210 2023-07-18 434.0 call 0.3019 0.1038 0.1981
211 2023-07-18 434.0 put 0.2877 0.1024 0.1853
212 2023-07-18 435.0 call 0.2852 0.1038 0.1814
213 2023-07-18 435.0 put 0.2897 0.1024 0.1873
214 2023-07-18 436.0 call 0.2684 0.1038 0.1646
215 2023-07-18 436.0 put 0.2730 0.1024 0.1706
216 2023-07-18 437.0 call 0.2516 0.1038 0.1478
217 2023-07-18 437.0 put 0.2562 0.1024 0.1538
218 2023-07-18 438.0 call 0.2413 0.1038 0.1375
219 2023-07-18 438.0 put 0.2394 0.1024 0.1370
220 2023-07-18 439.0 call 0.2295 0.1038 0.1257
221 2023-07-18 439.0 put 0.2224 0.1024 0.1200
222 2023-07-18 440.0 call 0.2118 0.1038 0.1080
223 2023-07-18 440.0 put 0.2053 0.1024 0.1029
224 2023-07-18 441.0 call 0.1940 0.1038 0.0902
225 2023-07-18 441.0 put 0.1976 0.1024 0.0952
226 2023-07-18 442.0 call 0.1839 0.1038 0.0801
227 2023-07-18 442.0 put 0.1790 0.1024 0.0766
228 2023-07-18 443.0 call 0.1652 0.1038 0.0614
229 2023-07-18 443.0 put 0.1608 0.1024 0.0584
230 2023-07-18 444.0 call 0.1519 0.1038 0.0481
231 2023-07-18 444.0 put 0.1488 0.1024 0.0464
232 2023-07-18 445.0 call 0.1367 0.1038 0.0329
233 2023-07-18 445.0 put 0.1343 0.1024 0.0319
234 2023-07-18 446.0 call 0.1265 0.1038 0.0227
235 2023-07-18 446.0 put 0.1213 0.1024 0.0189
236 2023-07-18 447.0 call 0.1153 0.1038 0.0115
237 2023-07-18 447.0 put 0.1126 0.1024 0.0102
238 2023-07-18 448.0 call 0.1098 0.1038 0.0060
239 2023-07-18 448.0 put 0.1080 0.1024 0.0056
240 2023-07-18 449.0 call 0.1058 0.1038 0.0020
241 2023-07-18 449.0 put 0.1044 0.1024 0.0020
242 2023-07-18 450.0 call 0.1038 0.1038 0.0000
243 2023-07-18 450.0 put 0.1024 0.1024 0.0000
244 2023-07-18 451.0 call 0.1033 0.1038 -0.0005
245 2023-07-18 451.0 put 0.1017 0.1024 -0.0007
246 2023-07-18 452.0 call 0.1046 0.1038 0.0008
247 2023-07-18 452.0 put 0.1015 0.1024 -0.0009
248 2023-07-18 453.0 call 0.1068 0.1038 0.0030
249 2023-07-18 453.0 put 0.1003 0.1024 -0.0021
250 2023-07-18 454.0 call 0.1080 0.1038 0.0042
251 2023-07-18 454.0 put 0.0962 0.1024 -0.0062
252 2023-07-18 455.0 call 0.1112 0.1038 0.0074
253 2023-07-18 455.0 put 0.1027 0.1024 0.0003
254 2023-07-18 456.0 call 0.1251 0.1038 0.0213
255 2023-07-18 456.0 put 0.1206 0.1024 0.0182
256 2023-07-18 457.0 call 0.1359 0.1038 0.0321
257 2023-07-18 457.0 put 0.1380 0.1024 0.0356
258 2023-07-18 458.0 call 0.1423 0.1038 0.0385
259 2023-07-18 458.0 put 0.1550 0.1024 0.0526
260 2023-07-18 459.0 call 0.1582 0.1038 0.0544
261 2023-07-18 460.0 call 0.1532 0.1038 0.0494
262 2023-07-18 461.0 call 0.1671 0.1038 0.0633
263 2023-07-18 462.0 call 0.1810 0.1038 0.0772
264 2023-07-18 463.0 call 0.1948 0.1038 0.0910
265 2023-07-18 464.0 call 0.2088 0.1038 0.1050
266 2023-07-18 464.0 put 0.2614 0.1024 0.1590
267 2023-07-18 465.0 call 0.2220 0.1038 0.1182
268 2023-07-18 465.0 put 0.2775 0.1024 0.1751
269 2023-07-18 466.0 call 0.2356 0.1038 0.1318
270 2023-07-18 466.0 put 0.2933 0.1024 0.1909
271 2023-07-18 467.0 call 0.2490 0.1038 0.1452
272 2023-07-18 467.0 put 0.3090 0.1024 0.2066
273 2023-07-18 468.0 call 0.2620 0.1038 0.1582
274 2023-07-18 468.0 put 0.3246 0.1024 0.2222
275 2023-07-18 469.0 call 0.2752 0.1038 0.1714
276 2023-07-18 469.0 put 0.3401 0.1024 0.2377
277 2023-07-18 470.0 call 0.2883 0.1038 0.1845
278 2023-07-18 470.0 put 0.3554 0.1024 0.2530
279 2023-07-18 471.0 call 0.3013 0.1038 0.1975
280 2023-07-18 471.0 put 0.3707 0.1024 0.2683
281 2023-07-18 472.0 call 0.3142 0.1038 0.2104
282 2023-07-18 472.0 put 0.3858 0.1024 0.2834
283 2023-07-18 473.0 call 0.3270 0.1038 0.2232
284 2023-07-18 473.0 put 0.4008 0.1024 0.2984
285 2023-07-18 474.0 call 0.3398 0.1038 0.2360
286 2023-07-18 474.0 put 0.4158 0.1024 0.3134
287 2023-07-18 475.0 call 0.3525 0.1038 0.2487
288 2023-07-18 475.0 put 0.4306 0.1024 0.3282
289 2023-07-18 476.0 call 0.3651 0.1038 0.2613
290 2023-07-18 476.0 put 0.4453 0.1024 0.3429
291 2023-07-18 477.0 call 0.3777 0.1038 0.2739
292 2023-07-18 477.0 put 0.4600 0.1024 0.3576
293 2023-07-18 478.0 call 0.3902 0.1038 0.2864
294 2023-07-18 478.0 put 0.4595 0.1024 0.3571
295 2023-07-18 479.0 call 0.4028 0.1038 0.2990
296 2023-07-18 479.0 put 0.4736 0.1024 0.3712
297 2023-07-18 480.0 call 0.4152 0.1038 0.3114
298 2023-07-18 480.0 put 0.4876 0.1024 0.3852
299 2023-07-18 481.0 call 0.4276 0.1038 0.3238
300 2023-07-18 481.0 put 0.5016 0.1024 0.3992
301 2023-07-18 482.0 call 0.4398 0.1038 0.3360
302 2023-07-18 482.0 put 0.5155 0.1024 0.4131
303 2023-07-18 483.0 call 0.4522 0.1038 0.3484
304 2023-07-18 483.0 put 0.5293 0.1024 0.4269
305 2023-07-18 484.0 call 0.4642 0.1038 0.3604
306 2023-07-18 484.0 put 0.5430 0.1024 0.4406
307 2023-07-18 485.0 call 0.4763 0.1038 0.3725
308 2023-07-18 485.0 put 0.5567 0.1024 0.4543
309 2023-07-18 486.0 call 0.4884 0.1038 0.3846
310 2023-07-18 486.0 put 0.5704 0.1024 0.4680
311 2023-07-18 487.0 call 0.5004 0.1038 0.3966
312 2023-07-18 487.0 put 0.5839 0.1024 0.4815
313 2023-07-18 488.0 call 0.5123 0.1038 0.4085
314 2023-07-18 488.0 put 0.5974 0.1024 0.4950
315 2023-07-18 489.0 call 0.5242 0.1038 0.4204
316 2023-07-18 489.0 put 0.6109 0.1024 0.5085
317 2023-07-18 490.0 call 0.5361 0.1038 0.4323
318 2023-07-18 490.0 put 0.6243 0.1024 0.5219
319 2023-07-18 491.0 call 0.5479 0.1038 0.4441
320 2023-07-18 491.0 put 0.6376 0.1024 0.5352
321 2023-07-18 492.0 call 0.5599 0.1038 0.4561
322 2023-07-18 493.0 call 0.5717 0.1038 0.4679
323 2023-07-18 494.0 call 0.5833 0.1038 0.4795
324 2023-07-18 495.0 call 0.5949 0.1038 0.4911
325 2023-07-18 496.0 call 0.6065 0.1038 0.5027
326 2023-07-18 497.0 call 0.6181 0.1038 0.5143
327 2023-07-18 498.0 call 0.6295 0.1038 0.5257
328 2023-07-18 499.0 call 0.6410 0.1038 0.5372
329 2023-07-18 500.0 call 0.6524 0.1038 0.5486
330 2023-07-18 505.0 call 0.7089 0.1038 0.6051
331 2023-07-18 510.0 call 0.7643 0.1038 0.6605
332 2023-07-18 515.0 call 0.8195 0.1038 0.7157
135 2023-07-18 360.0 put 1.3352 0.1024 1.2328
136 2023-07-18 370.0 put 1.1826 0.1024 1.0802
137 2023-07-18 374.0 put 1.1224 0.1024 1.0200
138 2023-07-18 375.0 put 1.1074 0.1024 1.0050
139 2023-07-18 376.0 put 1.0924 0.1024 0.9900
140 2023-07-18 377.0 put 1.0775 0.1024 0.9751
141 2023-07-18 378.0 put 1.0626 0.1024 0.9602
142 2023-07-18 379.0 put 1.0478 0.1024 0.9454
143 2023-07-18 380.0 put 1.0330 0.1024 0.9306
144 2023-07-18 381.0 put 1.0178 0.1024 0.9154
145 2023-07-18 382.0 put 1.0030 0.1024 0.9006
146 2023-07-18 383.0 put 0.9883 0.1024 0.8859
147 2023-07-18 384.0 put 0.9736 0.1024 0.8712
148 2023-07-18 385.0 put 0.9589 0.1024 0.8565
149 2023-07-18 386.0 put 0.9442 0.1024 0.8418
150 2023-07-18 387.0 put 0.9296 0.1024 0.8272
151 2023-07-18 388.0 put 0.9149 0.1024 0.8125
152 2023-07-18 389.0 put 0.9003 0.1024 0.7979
153 2023-07-18 390.0 put 0.8857 0.1024 0.7833
154 2023-07-18 391.0 put 0.8712 0.1024 0.7688
155 2023-07-18 392.0 put 0.8566 0.1024 0.7542
156 2023-07-18 393.0 put 0.8421 0.1024 0.7397
157 2023-07-18 394.0 put 0.8276 0.1024 0.7252
158 2023-07-18 395.0 put 0.8131 0.1024 0.7107
159 2023-07-18 396.0 put 0.7986 0.1024 0.6962
160 2023-07-18 397.0 put 0.7842 0.1024 0.6818
161 2023-07-18 398.0 put 0.7698 0.1024 0.6674
162 2023-07-18 399.0 put 0.7554 0.1024 0.6530
163 2023-07-18 400.0 put 0.7410 0.1024 0.6386
164 2023-07-18 401.0 put 0.7268 0.1024 0.6244
165 2023-07-18 402.0 put 0.7124 0.1024 0.6100
166 2023-07-18 403.0 put 0.6976 0.1024 0.5952
167 2023-07-18 404.0 put 0.6833 0.1024 0.5809
168 2023-07-18 405.0 put 0.6690 0.1024 0.5666
169 2023-07-18 406.0 put 0.6547 0.1024 0.5523
170 2023-07-18 407.0 put 0.6404 0.1024 0.5380
171 2023-07-18 408.0 put 0.6261 0.1024 0.5237
172 2023-07-18 409.0 put 0.6118 0.1024 0.5094
173 2023-07-18 410.0 put 0.5976 0.1024 0.4952
174 2023-07-18 411.0 put 0.5834 0.1024 0.4810
175 2023-07-18 412.0 put 0.5691 0.1024 0.4667
176 2023-07-18 413.0 put 0.5549 0.1024 0.4525
177 2023-07-18 414.0 put 0.5407 0.1024 0.4383
178 2023-07-18 415.0 put 0.5265 0.1024 0.4241
179 2023-07-18 416.0 put 0.5682 0.1024 0.4658
180 2023-07-18 417.0 put 0.5527 0.1024 0.4503
181 2023-07-18 418.0 put 0.5372 0.1024 0.4348
182 2023-07-18 419.0 put 0.5218 0.1024 0.4194
183 2023-07-18 420.0 put 0.5063 0.1024 0.4039
184 2023-07-18 421.0 call 0.4348 0.1038 0.3310
185 2023-07-18 421.0 put 0.4908 0.1024 0.3884
186 2023-07-18 422.0 call 0.4195 0.1038 0.3157
187 2023-07-18 422.0 put 0.4753 0.1024 0.3729
188 2023-07-18 423.0 call 0.4043 0.1038 0.3005
189 2023-07-18 423.0 put 0.4598 0.1024 0.3574
190 2023-07-18 424.0 call 0.4402 0.1038 0.3364
191 2023-07-18 424.0 put 0.4443 0.1024 0.3419
192 2023-07-18 425.0 call 0.4243 0.1038 0.3205
193 2023-07-18 425.0 put 0.4288 0.1024 0.3264
194 2023-07-18 426.0 call 0.4227 0.1038 0.3189
195 2023-07-18 426.0 put 0.4132 0.1024 0.3108
196 2023-07-18 427.0 call 0.4065 0.1038 0.3027
197 2023-07-18 427.0 put 0.3976 0.1024 0.2952
198 2023-07-18 428.0 call 0.3903 0.1038 0.2865
199 2023-07-18 428.0 put 0.3821 0.1024 0.2797
200 2023-07-18 429.0 call 0.3740 0.1038 0.2702
201 2023-07-18 429.0 put 0.3665 0.1024 0.2641
202 2023-07-18 430.0 call 0.3578 0.1038 0.2540
203 2023-07-18 430.0 put 0.3508 0.1024 0.2484
204 2023-07-18 431.0 call 0.3518 0.1038 0.2480
205 2023-07-18 431.0 put 0.3352 0.1024 0.2328
206 2023-07-18 432.0 call 0.3352 0.1038 0.2314
207 2023-07-18 432.0 put 0.3195 0.1024 0.2171
208 2023-07-18 433.0 call 0.3185 0.1038 0.2147
209 2023-07-18 433.0 put 0.3039 0.1024 0.2015
210 2023-07-18 434.0 call 0.3019 0.1038 0.1981
211 2023-07-18 434.0 put 0.2877 0.1024 0.1853
212 2023-07-18 435.0 call 0.2852 0.1038 0.1814
213 2023-07-18 435.0 put 0.2897 0.1024 0.1873
214 2023-07-18 436.0 call 0.2684 0.1038 0.1646
215 2023-07-18 436.0 put 0.2730 0.1024 0.1706
216 2023-07-18 437.0 call 0.2516 0.1038 0.1478
217 2023-07-18 437.0 put 0.2562 0.1024 0.1538
218 2023-07-18 438.0 call 0.2413 0.1038 0.1375
219 2023-07-18 438.0 put 0.2394 0.1024 0.1370
220 2023-07-18 439.0 call 0.2295 0.1038 0.1257
221 2023-07-18 439.0 put 0.2224 0.1024 0.1200
222 2023-07-18 440.0 call 0.2118 0.1038 0.1080
223 2023-07-18 440.0 put 0.2053 0.1024 0.1029
224 2023-07-18 441.0 call 0.1940 0.1038 0.0902
225 2023-07-18 441.0 put 0.1976 0.1024 0.0952
226 2023-07-18 442.0 call 0.1839 0.1038 0.0801
227 2023-07-18 442.0 put 0.1790 0.1024 0.0766
228 2023-07-18 443.0 call 0.1652 0.1038 0.0614
229 2023-07-18 443.0 put 0.1608 0.1024 0.0584
230 2023-07-18 444.0 call 0.1519 0.1038 0.0481
231 2023-07-18 444.0 put 0.1488 0.1024 0.0464
232 2023-07-18 445.0 call 0.1367 0.1038 0.0329
233 2023-07-18 445.0 put 0.1343 0.1024 0.0319
234 2023-07-18 446.0 call 0.1265 0.1038 0.0227
235 2023-07-18 446.0 put 0.1213 0.1024 0.0189
236 2023-07-18 447.0 call 0.1153 0.1038 0.0115
237 2023-07-18 447.0 put 0.1126 0.1024 0.0102
238 2023-07-18 448.0 call 0.1098 0.1038 0.0060
239 2023-07-18 448.0 put 0.1080 0.1024 0.0056
240 2023-07-18 449.0 call 0.1058 0.1038 0.0020
241 2023-07-18 449.0 put 0.1044 0.1024 0.0020
242 2023-07-18 450.0 call 0.1038 0.1038 0.0000
243 2023-07-18 450.0 put 0.1024 0.1024 0.0000
244 2023-07-18 451.0 call 0.1033 0.1038 -0.0005
245 2023-07-18 451.0 put 0.1017 0.1024 -0.0007
246 2023-07-18 452.0 call 0.1046 0.1038 0.0008
247 2023-07-18 452.0 put 0.1015 0.1024 -0.0009
248 2023-07-18 453.0 call 0.1068 0.1038 0.0030
249 2023-07-18 453.0 put 0.1003 0.1024 -0.0021
250 2023-07-18 454.0 call 0.1080 0.1038 0.0042
251 2023-07-18 454.0 put 0.0962 0.1024 -0.0062
252 2023-07-18 455.0 call 0.1112 0.1038 0.0074
253 2023-07-18 455.0 put 0.1027 0.1024 0.0003
254 2023-07-18 456.0 call 0.1251 0.1038 0.0213
255 2023-07-18 456.0 put 0.1206 0.1024 0.0182
256 2023-07-18 457.0 call 0.1359 0.1038 0.0321
257 2023-07-18 457.0 put 0.1380 0.1024 0.0356
258 2023-07-18 458.0 call 0.1423 0.1038 0.0385
259 2023-07-18 458.0 put 0.1550 0.1024 0.0526
260 2023-07-18 459.0 call 0.1582 0.1038 0.0544
261 2023-07-18 460.0 call 0.1532 0.1038 0.0494
262 2023-07-18 461.0 call 0.1671 0.1038 0.0633
263 2023-07-18 462.0 call 0.1810 0.1038 0.0772
264 2023-07-18 463.0 call 0.1948 0.1038 0.0910
265 2023-07-18 464.0 call 0.2088 0.1038 0.1050
266 2023-07-18 464.0 put 0.2614 0.1024 0.1590
267 2023-07-18 465.0 call 0.2220 0.1038 0.1182
268 2023-07-18 465.0 put 0.2775 0.1024 0.1751
269 2023-07-18 466.0 call 0.2356 0.1038 0.1318
270 2023-07-18 466.0 put 0.2933 0.1024 0.1909
271 2023-07-18 467.0 call 0.2490 0.1038 0.1452
272 2023-07-18 467.0 put 0.3090 0.1024 0.2066
273 2023-07-18 468.0 call 0.2620 0.1038 0.1582
274 2023-07-18 468.0 put 0.3246 0.1024 0.2222
275 2023-07-18 469.0 call 0.2752 0.1038 0.1714
276 2023-07-18 469.0 put 0.3401 0.1024 0.2377
277 2023-07-18 470.0 call 0.2883 0.1038 0.1845
278 2023-07-18 470.0 put 0.3554 0.1024 0.2530
279 2023-07-18 471.0 call 0.3013 0.1038 0.1975
280 2023-07-18 471.0 put 0.3707 0.1024 0.2683
281 2023-07-18 472.0 call 0.3142 0.1038 0.2104
282 2023-07-18 472.0 put 0.3858 0.1024 0.2834
283 2023-07-18 473.0 call 0.3270 0.1038 0.2232
284 2023-07-18 473.0 put 0.4008 0.1024 0.2984
285 2023-07-18 474.0 call 0.3398 0.1038 0.2360
286 2023-07-18 474.0 put 0.4158 0.1024 0.3134
287 2023-07-18 475.0 call 0.3525 0.1038 0.2487
288 2023-07-18 475.0 put 0.4306 0.1024 0.3282
289 2023-07-18 476.0 call 0.3651 0.1038 0.2613
290 2023-07-18 476.0 put 0.4453 0.1024 0.3429
291 2023-07-18 477.0 call 0.3777 0.1038 0.2739
292 2023-07-18 477.0 put 0.4600 0.1024 0.3576
293 2023-07-18 478.0 call 0.3902 0.1038 0.2864
294 2023-07-18 478.0 put 0.4595 0.1024 0.3571
295 2023-07-18 479.0 call 0.4028 0.1038 0.2990
296 2023-07-18 479.0 put 0.4736 0.1024 0.3712
297 2023-07-18 480.0 call 0.4152 0.1038 0.3114
298 2023-07-18 480.0 put 0.4876 0.1024 0.3852
299 2023-07-18 481.0 call 0.4276 0.1038 0.3238
300 2023-07-18 481.0 put 0.5016 0.1024 0.3992
301 2023-07-18 482.0 call 0.4398 0.1038 0.3360
302 2023-07-18 482.0 put 0.5155 0.1024 0.4131
303 2023-07-18 483.0 call 0.4522 0.1038 0.3484
304 2023-07-18 483.0 put 0.5293 0.1024 0.4269
305 2023-07-18 484.0 call 0.4642 0.1038 0.3604
306 2023-07-18 484.0 put 0.5430 0.1024 0.4406
307 2023-07-18 485.0 call 0.4763 0.1038 0.3725
308 2023-07-18 485.0 put 0.5567 0.1024 0.4543
309 2023-07-18 486.0 call 0.4884 0.1038 0.3846
310 2023-07-18 486.0 put 0.5704 0.1024 0.4680
311 2023-07-18 487.0 call 0.5004 0.1038 0.3966
312 2023-07-18 487.0 put 0.5839 0.1024 0.4815
313 2023-07-18 488.0 call 0.5123 0.1038 0.4085
314 2023-07-18 488.0 put 0.5974 0.1024 0.4950
315 2023-07-18 489.0 call 0.5242 0.1038 0.4204
316 2023-07-18 489.0 put 0.6109 0.1024 0.5085
317 2023-07-18 490.0 call 0.5361 0.1038 0.4323
318 2023-07-18 490.0 put 0.6243 0.1024 0.5219
319 2023-07-18 491.0 call 0.5479 0.1038 0.4441
320 2023-07-18 491.0 put 0.6376 0.1024 0.5352
321 2023-07-18 492.0 call 0.5599 0.1038 0.4561
322 2023-07-18 493.0 call 0.5717 0.1038 0.4679
323 2023-07-18 494.0 call 0.5833 0.1038 0.4795
324 2023-07-18 495.0 call 0.5949 0.1038 0.4911
325 2023-07-18 496.0 call 0.6065 0.1038 0.5027
326 2023-07-18 497.0 call 0.6181 0.1038 0.5143
327 2023-07-18 498.0 call 0.6295 0.1038 0.5257
328 2023-07-18 499.0 call 0.6410 0.1038 0.5372
329 2023-07-18 500.0 call 0.6524 0.1038 0.5486
330 2023-07-18 505.0 call 0.7089 0.1038 0.6051
331 2023-07-18 510.0 call 0.7643 0.1038 0.6605
332 2023-07-18 515.0 call 0.8195 0.1038 0.7157

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@@ -0,0 +1,35 @@
Puts OI Calls OI Total OI OI Ratio Puts OTM Calls OTM Puts ITM Calls ITM OTM Ratio ITM Percent Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Expiration
2023-07-17 -301376 188708 490084 1.6 284377 118059 16999 70649 2.41 17.88 -1381315 1306657 2687972 1.06 5.48
2023-07-18 -110268 69552 179820 1.59 103870 42657 6398 26895 2.44 18.51 -552534 502664 1055198 1.1 5.87
2023-07-19 -173694 102720 276414 1.69 170286 39816 3408 62904 4.28 23.99 -172323 163634 335957 1.05 1.22
2023-07-20 -42921 70800 113721 0.61 40338 53877 2583 16923 0.75 17.15 -74490 86272 160762 0.86 1.41
2023-07-21 -3070650 1132432 4203082 2.71 3059612 308005 11038 824427 9.93 19.88 -367626 236575 604201 1.55 0.14
2023-07-24 -42588 25044 67632 1.7 40592 11307 1996 13737 3.59 23.26 -62988 58186 121174 1.08 1.79
2023-07-25 -29483 31313 60796 0.94 24293 23162 5190 8151 1.05 21.94 -14062 21017 35079 0.67 0.58
2023-07-26 -36547 40401 76948 0.9 31739 16435 4808 23966 1.93 37.39 -24530 25208 49738 0.97 0.65
2023-07-27 -10699 15653 26352 0.68 6883 11025 3816 4628 0.62 32.04 -16213 19765 35978 0.82 1.37
2023-07-28 -790850 320892 1111742 2.46 785459 163358 5391 157534 4.81 14.65 -101387 58472 159859 1.73 0.14
2023-07-31 0 0 0 None 0 0 0 0 None None -5656 6835 12491 0.83 None
2023-08-04 -408042 148581 556623 2.75 401596 88596 6446 59985 4.53 11.93 -36458 32442 68900 1.12 0.12
2023-08-11 -329680 94401 424081 3.49 323099 47247 6581 47154 6.84 12.67 -26292 30589 56881 0.86 0.13
2023-08-18 -2263599 884773 3148372 2.56 2245869 263376 17730 621397 8.53 20.3 -183762 119502 303264 1.54 0.1
2023-08-25 -246717 51089 297806 4.83 243157 22531 3560 28558 10.79 10.78 -26513 17499 44012 1.52 0.15
2023-09-01 -6555 8098 14653 0.81 6155 7037 400 1061 0.87 9.97 -13229 5473 18702 2.42 1.28
2023-09-15 -2281134 927430 3208564 2.46 2258059 328089 23075 599341 6.88 19.4 -83303 35196 118499 2.37 0.04
2023-09-29 -409488 200276 609764 2.04 403431 100379 6057 99897 4.02 17.38 -22577 5403 27980 4.18 0.05
2023-10-20 -671695 261764 933459 2.57 667198 135095 4497 126669 4.94 14.05 -36668 11914 48582 3.08 0.05
2023-11-17 -193882 69423 263305 2.79 184229 39553 9653 29870 4.66 15.01 -10654 2705 13359 3.94 0.05
2023-12-15 -1033916 714777 1748693 1.45 1020299 466896 13617 247881 2.19 14.95 -5836 8692 14528 0.67 0.01
2023-12-29 -172033 67516 239549 2.55 169105 37532 2928 29984 4.51 13.74 -1786 897 2683 1.99 0.01
2024-01-19 -659848 389330 1049178 1.69 645240 192669 14608 196661 3.35 20.14 -13683 8050 21733 1.7 0.02
2024-03-15 -189970 121642 311612 1.56 188050 70027 1920 51615 2.69 17.18 -6119 1009 7128 6.06 0.02
2024-03-28 -58358 39532 97890 1.48 54342 21805 4016 17727 2.49 22.21 -986 273 1259 3.61 0.01
2024-06-21 -303618 263316 566934 1.15 284632 124326 18986 138990 2.29 27.86 -29185 4011 33196 7.28 0.06
2024-06-28 -24194 15495 39689 1.56 20856 14015 3338 1480 1.49 12.14 -568 494 1062 1.15 0.03
2024-09-20 -36149 15696 51845 2.3 33569 13816 2580 1880 2.43 8.6 -342 792 1134 0.43 0.02
2024-12-20 -342303 386242 728545 0.89 335535 283124 6768 103118 1.19 15.08 -7508 11832 19340 0.63 0.03
2025-01-17 -48520 33452 81972 1.45 46618 22607 1902 10845 2.06 15.55 -787 654 1441 1.2 0.02
2025-03-21 -10305 6010 16315 1.71 9916 4533 389 1477 2.19 11.44 -818 8 826 102.25 0.05
2025-06-20 -8238 5132 13370 1.61 7211 1899 1027 3233 3.8 31.86 -14 38 52 0.37 0.0
2025-12-19 -34164 33857 68021 1.01 30694 13643 3470 20214 2.25 34.82 -2878 3621 6499 0.79 0.1

View File

@@ -0,0 +1,35 @@
Puts OI Calls OI Total OI OI Ratio Puts OTM Calls OTM Puts ITM Calls ITM OTM Ratio ITM Percent Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio % of Total Volume % of Total OI
Expiration
2023-07-17 -301376 188708 490084 1.6 284377 118059 16999 70649 2.41 17.88 -1381315 1306657 2687972 1.06 5.48 44.2868 2.3252
2023-07-18 -110268 69552 179820 1.59 103870 42657 6398 26895 2.44 18.51 -552534 502664 1055198 1.1 5.87 17.3853 0.8532
2023-07-19 -173694 102720 276414 1.69 170286 39816 3408 62904 4.28 23.99 -172323 163634 335957 1.05 1.22 5.5352 1.3115
2023-07-20 -42921 70800 113721 0.61 40338 53877 2583 16923 0.75 17.15 -74490 86272 160762 0.86 1.41 2.6487 0.5396
2023-07-21 -3070650 1132432 4203082 2.71 3059612 308005 11038 824427 9.93 19.88 -367626 236575 604201 1.55 0.14 9.9548 19.9417
2023-07-24 -42588 25044 67632 1.7 40592 11307 1996 13737 3.59 23.26 -62988 58186 121174 1.08 1.79 1.9965 0.3209
2023-07-25 -29483 31313 60796 0.94 24293 23162 5190 8151 1.05 21.94 -14062 21017 35079 0.67 0.58 0.5780 0.2884
2023-07-26 -36547 40401 76948 0.9 31739 16435 4808 23966 1.93 37.39 -24530 25208 49738 0.97 0.65 0.8195 0.3651
2023-07-27 -10699 15653 26352 0.68 6883 11025 3816 4628 0.62 32.04 -16213 19765 35978 0.82 1.37 0.5928 0.1250
2023-07-28 -790850 320892 1111742 2.46 785459 163358 5391 157534 4.81 14.65 -101387 58472 159859 1.73 0.14 2.6338 5.2747
2023-07-31 0 0 0 None 0 0 0 0 None None -5656 6835 12491 0.83 None 0.2058 0.0000
2023-08-04 -408042 148581 556623 2.75 401596 88596 6446 59985 4.53 11.93 -36458 32442 68900 1.12 0.12 1.1352 2.6409
2023-08-11 -329680 94401 424081 3.49 323099 47247 6581 47154 6.84 12.67 -26292 30589 56881 0.86 0.13 0.9372 2.0121
2023-08-18 -2263599 884773 3148372 2.56 2245869 263376 17730 621397 8.53 20.3 -183762 119502 303264 1.54 0.1 4.9965 14.9376
2023-08-25 -246717 51089 297806 4.83 243157 22531 3560 28558 10.79 10.78 -26513 17499 44012 1.52 0.15 0.7251 1.4130
2023-09-01 -6555 8098 14653 0.81 6155 7037 400 1061 0.87 9.97 -13229 5473 18702 2.42 1.28 0.3081 0.0695
2023-09-15 -2281134 927430 3208564 2.46 2258059 328089 23075 599341 6.88 19.4 -83303 35196 118499 2.37 0.04 1.9524 15.2232
2023-09-29 -409488 200276 609764 2.04 403431 100379 6057 99897 4.02 17.38 -22577 5403 27980 4.18 0.05 0.4610 2.8931
2023-10-20 -671695 261764 933459 2.57 667198 135095 4497 126669 4.94 14.05 -36668 11914 48582 3.08 0.05 0.8004 4.4288
2023-11-17 -193882 69423 263305 2.79 184229 39553 9653 29870 4.66 15.01 -10654 2705 13359 3.94 0.05 0.2201 1.2493
2023-12-15 -1033916 714777 1748693 1.45 1020299 466896 13617 247881 2.19 14.95 -5836 8692 14528 0.67 0.01 0.2394 8.2968
2023-12-29 -172033 67516 239549 2.55 169105 37532 2928 29984 4.51 13.74 -1786 897 2683 1.99 0.01 0.0442 1.1366
2024-01-19 -659848 389330 1049178 1.69 645240 192669 14608 196661 3.35 20.14 -13683 8050 21733 1.7 0.02 0.3581 4.9779
2024-03-15 -189970 121642 311612 1.56 188050 70027 1920 51615 2.69 17.18 -6119 1009 7128 6.06 0.02 0.1174 1.4785
2024-03-28 -58358 39532 97890 1.48 54342 21805 4016 17727 2.49 22.21 -986 273 1259 3.61 0.01 0.0207 0.4644
2024-06-21 -303618 263316 566934 1.15 284632 124326 18986 138990 2.29 27.86 -29185 4011 33196 7.28 0.06 0.5469 2.6898
2024-06-28 -24194 15495 39689 1.56 20856 14015 3338 1480 1.49 12.14 -568 494 1062 1.15 0.03 0.0175 0.1883
2024-09-20 -36149 15696 51845 2.3 33569 13816 2580 1880 2.43 8.6 -342 792 1134 0.43 0.02 0.0187 0.2460
2024-12-20 -342303 386242 728545 0.89 335535 283124 6768 103118 1.19 15.08 -7508 11832 19340 0.63 0.03 0.3186 3.4566
2025-01-17 -48520 33452 81972 1.45 46618 22607 1902 10845 2.06 15.55 -787 654 1441 1.2 0.02 0.0237 0.3889
2025-03-21 -10305 6010 16315 1.71 9916 4533 389 1477 2.19 11.44 -818 8 826 102.25 0.05 0.0136 0.0774
2025-06-20 -8238 5132 13370 1.61 7211 1899 1027 3233 3.8 31.86 -14 38 52 0.37 0.0 0.0009 0.0634
2025-12-19 -34164 33857 68021 1.01 30694 13643 3470 20214 2.25 34.82 -2878 3621 6499 0.79 0.1 0.1071 0.3227

View File

@@ -0,0 +1,35 @@
Puts OI Calls OI Total OI OI Ratio Puts OTM Calls OTM Puts ITM Calls ITM OTM Ratio ITM Percent Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Expiration
2023-07-17 -301376 188708 490084 1.6 284377 118059 16999 70649 2.41 17.88 -1381315 1306657 2687972 1.06 5.48
2023-07-18 -110268 69552 179820 1.59 103870 42657 6398 26895 2.44 18.51 -552534 502664 1055198 1.1 5.87
2023-07-19 -173694 102720 276414 1.69 170286 39816 3408 62904 4.28 23.99 -172323 163634 335957 1.05 1.22
2023-07-20 -42921 70800 113721 0.61 40338 53877 2583 16923 0.75 17.15 -74490 86272 160762 0.86 1.41
2023-07-21 -3070650 1132432 4203082 2.71 3059612 308005 11038 824427 9.93 19.88 -367626 236575 604201 1.55 0.14
2023-07-24 -42588 25044 67632 1.7 40592 11307 1996 13737 3.59 23.26 -62988 58186 121174 1.08 1.79
2023-07-25 -29483 31313 60796 0.94 24293 23162 5190 8151 1.05 21.94 -14062 21017 35079 0.67 0.58
2023-07-26 -36547 40401 76948 0.9 31739 16435 4808 23966 1.93 37.39 -24530 25208 49738 0.97 0.65
2023-07-27 -10699 15653 26352 0.68 6883 11025 3816 4628 0.62 32.04 -16213 19765 35978 0.82 1.37
2023-07-28 -790850 320892 1111742 2.46 785459 163358 5391 157534 4.81 14.65 -101387 58472 159859 1.73 0.14
2023-07-31 0 0 0 None 0 0 0 0 None None -5656 6835 12491 0.83 None
2023-08-04 -408042 148581 556623 2.75 401596 88596 6446 59985 4.53 11.93 -36458 32442 68900 1.12 0.12
2023-08-11 -329680 94401 424081 3.49 323099 47247 6581 47154 6.84 12.67 -26292 30589 56881 0.86 0.13
2023-08-18 -2263599 884773 3148372 2.56 2245869 263376 17730 621397 8.53 20.3 -183762 119502 303264 1.54 0.1
2023-08-25 -246717 51089 297806 4.83 243157 22531 3560 28558 10.79 10.78 -26513 17499 44012 1.52 0.15
2023-09-01 -6555 8098 14653 0.81 6155 7037 400 1061 0.87 9.97 -13229 5473 18702 2.42 1.28
2023-09-15 -2281134 927430 3208564 2.46 2258059 328089 23075 599341 6.88 19.4 -83303 35196 118499 2.37 0.04
2023-09-29 -409488 200276 609764 2.04 403431 100379 6057 99897 4.02 17.38 -22577 5403 27980 4.18 0.05
2023-10-20 -671695 261764 933459 2.57 667198 135095 4497 126669 4.94 14.05 -36668 11914 48582 3.08 0.05
2023-11-17 -193882 69423 263305 2.79 184229 39553 9653 29870 4.66 15.01 -10654 2705 13359 3.94 0.05
2023-12-15 -1033916 714777 1748693 1.45 1020299 466896 13617 247881 2.19 14.95 -5836 8692 14528 0.67 0.01
2023-12-29 -172033 67516 239549 2.55 169105 37532 2928 29984 4.51 13.74 -1786 897 2683 1.99 0.01
2024-01-19 -659848 389330 1049178 1.69 645240 192669 14608 196661 3.35 20.14 -13683 8050 21733 1.7 0.02
2024-03-15 -189970 121642 311612 1.56 188050 70027 1920 51615 2.69 17.18 -6119 1009 7128 6.06 0.02
2024-03-28 -58358 39532 97890 1.48 54342 21805 4016 17727 2.49 22.21 -986 273 1259 3.61 0.01
2024-06-21 -303618 263316 566934 1.15 284632 124326 18986 138990 2.29 27.86 -29185 4011 33196 7.28 0.06
2024-06-28 -24194 15495 39689 1.56 20856 14015 3338 1480 1.49 12.14 -568 494 1062 1.15 0.03
2024-09-20 -36149 15696 51845 2.3 33569 13816 2580 1880 2.43 8.6 -342 792 1134 0.43 0.02
2024-12-20 -342303 386242 728545 0.89 335535 283124 6768 103118 1.19 15.08 -7508 11832 19340 0.63 0.03
2025-01-17 -48520 33452 81972 1.45 46618 22607 1902 10845 2.06 15.55 -787 654 1441 1.2 0.02
2025-03-21 -10305 6010 16315 1.71 9916 4533 389 1477 2.19 11.44 -818 8 826 102.25 0.05
2025-06-20 -8238 5132 13370 1.61 7211 1899 1027 3233 3.8 31.86 -14 38 52 0.37 0.0
2025-12-19 -34164 33857 68021 1.01 30694 13643 3470 20214 2.25 34.82 -2878 3621 6499 0.79 0.1

View File

@@ -0,0 +1,35 @@
Puts OI Calls OI Total OI OI Ratio Puts OTM Calls OTM Puts ITM Calls ITM OTM Ratio ITM Percent Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio % of Total Volume % of Total OI
Expiration
2023-07-17 -301376 188708 490084 1.6 284377 118059 16999 70649 2.41 17.88 -1381315 1306657 2687972 1.06 5.48 44.2868 2.3252
2023-07-18 -110268 69552 179820 1.59 103870 42657 6398 26895 2.44 18.51 -552534 502664 1055198 1.1 5.87 17.3853 0.8532
2023-07-19 -173694 102720 276414 1.69 170286 39816 3408 62904 4.28 23.99 -172323 163634 335957 1.05 1.22 5.5352 1.3115
2023-07-20 -42921 70800 113721 0.61 40338 53877 2583 16923 0.75 17.15 -74490 86272 160762 0.86 1.41 2.6487 0.5396
2023-07-21 -3070650 1132432 4203082 2.71 3059612 308005 11038 824427 9.93 19.88 -367626 236575 604201 1.55 0.14 9.9548 19.9417
2023-07-24 -42588 25044 67632 1.7 40592 11307 1996 13737 3.59 23.26 -62988 58186 121174 1.08 1.79 1.9965 0.3209
2023-07-25 -29483 31313 60796 0.94 24293 23162 5190 8151 1.05 21.94 -14062 21017 35079 0.67 0.58 0.5780 0.2884
2023-07-26 -36547 40401 76948 0.9 31739 16435 4808 23966 1.93 37.39 -24530 25208 49738 0.97 0.65 0.8195 0.3651
2023-07-27 -10699 15653 26352 0.68 6883 11025 3816 4628 0.62 32.04 -16213 19765 35978 0.82 1.37 0.5928 0.1250
2023-07-28 -790850 320892 1111742 2.46 785459 163358 5391 157534 4.81 14.65 -101387 58472 159859 1.73 0.14 2.6338 5.2747
2023-07-31 0 0 0 None 0 0 0 0 None None -5656 6835 12491 0.83 None 0.2058 0.0000
2023-08-04 -408042 148581 556623 2.75 401596 88596 6446 59985 4.53 11.93 -36458 32442 68900 1.12 0.12 1.1352 2.6409
2023-08-11 -329680 94401 424081 3.49 323099 47247 6581 47154 6.84 12.67 -26292 30589 56881 0.86 0.13 0.9372 2.0121
2023-08-18 -2263599 884773 3148372 2.56 2245869 263376 17730 621397 8.53 20.3 -183762 119502 303264 1.54 0.1 4.9965 14.9376
2023-08-25 -246717 51089 297806 4.83 243157 22531 3560 28558 10.79 10.78 -26513 17499 44012 1.52 0.15 0.7251 1.4130
2023-09-01 -6555 8098 14653 0.81 6155 7037 400 1061 0.87 9.97 -13229 5473 18702 2.42 1.28 0.3081 0.0695
2023-09-15 -2281134 927430 3208564 2.46 2258059 328089 23075 599341 6.88 19.4 -83303 35196 118499 2.37 0.04 1.9524 15.2232
2023-09-29 -409488 200276 609764 2.04 403431 100379 6057 99897 4.02 17.38 -22577 5403 27980 4.18 0.05 0.4610 2.8931
2023-10-20 -671695 261764 933459 2.57 667198 135095 4497 126669 4.94 14.05 -36668 11914 48582 3.08 0.05 0.8004 4.4288
2023-11-17 -193882 69423 263305 2.79 184229 39553 9653 29870 4.66 15.01 -10654 2705 13359 3.94 0.05 0.2201 1.2493
2023-12-15 -1033916 714777 1748693 1.45 1020299 466896 13617 247881 2.19 14.95 -5836 8692 14528 0.67 0.01 0.2394 8.2968
2023-12-29 -172033 67516 239549 2.55 169105 37532 2928 29984 4.51 13.74 -1786 897 2683 1.99 0.01 0.0442 1.1366
2024-01-19 -659848 389330 1049178 1.69 645240 192669 14608 196661 3.35 20.14 -13683 8050 21733 1.7 0.02 0.3581 4.9779
2024-03-15 -189970 121642 311612 1.56 188050 70027 1920 51615 2.69 17.18 -6119 1009 7128 6.06 0.02 0.1174 1.4785
2024-03-28 -58358 39532 97890 1.48 54342 21805 4016 17727 2.49 22.21 -986 273 1259 3.61 0.01 0.0207 0.4644
2024-06-21 -303618 263316 566934 1.15 284632 124326 18986 138990 2.29 27.86 -29185 4011 33196 7.28 0.06 0.5469 2.6898
2024-06-28 -24194 15495 39689 1.56 20856 14015 3338 1480 1.49 12.14 -568 494 1062 1.15 0.03 0.0175 0.1883
2024-09-20 -36149 15696 51845 2.3 33569 13816 2580 1880 2.43 8.6 -342 792 1134 0.43 0.02 0.0187 0.2460
2024-12-20 -342303 386242 728545 0.89 335535 283124 6768 103118 1.19 15.08 -7508 11832 19340 0.63 0.03 0.3186 3.4566
2025-01-17 -48520 33452 81972 1.45 46618 22607 1902 10845 2.06 15.55 -787 654 1441 1.2 0.02 0.0237 0.3889
2025-03-21 -10305 6010 16315 1.71 9916 4533 389 1477 2.19 11.44 -818 8 826 102.25 0.05 0.0136 0.0774
2025-06-20 -8238 5132 13370 1.61 7211 1899 1027 3233 3.8 31.86 -14 38 52 0.37 0.0 0.0009 0.0634
2025-12-19 -34164 33857 68021 1.01 30694 13643 3470 20214 2.25 34.82 -2878 3621 6499 0.79 0.1 0.1071 0.3227

View File

@@ -0,0 +1,269 @@
Puts OI Calls OI Total OI OI Ratio Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Strike
120.0 -13719 27 13746 508.11 0 0 0 None 0.0
130.0 -355 19 374 18.68 0 0 0 None 0.0
140.0 -211 1 212 211.0 0 0 0 None 0.0
150.0 -85174 2381 87555 35.77 -286 26 312 11.0 0.0
155.0 -22957 80 23037 286.96 0 0 0 None 0.0
160.0 -19200 96 19296 200.0 0 4 4 0.0 0.0
165.0 -17737 39 17776 454.79 -11 1 12 11.0 0.0
170.0 -17551 91 17642 192.87 -5 0 5 None 0.0
175.0 -16208 61 16269 265.7 -1563 0 1563 None 0.1
180.0 -35261 506 35767 69.69 -9 2 11 4.5 0.0
185.0 -22771 118 22889 192.97 -1 0 1 None 0.0
190.0 -36431 106 36537 343.69 0 2 2 0.0 0.0
195.0 -28672 137 28809 209.28 -2 0 2 None 0.0
200.0 -100745 1147 101892 87.83 -1774 18 1792 98.56 0.02
205.0 -21365 1386 22751 15.41 -58 5 63 11.6 0.0
210.0 -35242 214 35456 164.68 -45 0 45 None 0.0
215.0 -35070 257 35327 136.46 -249 1 250 249.0 0.01
220.0 -36226 285 36511 127.11 -172 20 192 8.6 0.01
225.0 -27682 245 27927 112.99 -1039 2 1041 519.5 0.04
230.0 -26196 257 26453 101.93 -229 1 230 229.0 0.01
235.0 -23132 585 23717 39.54 -222 0 222 None 0.01
240.0 -44818 253 45071 177.15 -24 0 24 None 0.0
245.0 -22494 70 22564 321.34 -6 0 6 None 0.0
250.0 -72673 1155 73828 62.92 -637 12 649 53.08 0.01
255.0 -24380 257 24637 94.86 -149 8 157 18.62 0.01
260.0 -36608 489 37097 74.86 -170 0 170 None 0.0
265.0 -43617 1102 44719 39.58 -191 12 203 15.92 0.0
270.0 -40002 671 40673 59.62 -415 0 415 None 0.01
275.0 -62348 434 62782 143.66 -88 0 88 None 0.0
280.0 -44338 1709 46047 25.94 -2183 6 2189 363.83 0.05
285.0 -34041 586 34627 58.09 -102 21 123 4.86 0.0
290.0 -77029 1037 78066 74.28 -162 13 175 12.46 0.0
295.0 -64230 488 64718 131.62 -596 0 596 None 0.01
300.0 -232474 4433 236907 52.44 -2342 36 2378 65.06 0.01
305.0 -58666 1850 60516 31.71 -4381 2 4383 2190.5 0.07
310.0 -103591 2733 106324 37.9 -1049 20 1069 52.45 0.01
315.0 -61385 1286 62671 47.73 -4604 64 4668 71.94 0.07
320.0 -208914 4908 213822 42.57 -1703 8 1711 212.88 0.01
325.0 -111650 10065 121715 11.09 -1635 12 1647 136.25 0.01
326.0 -685 7 692 97.86 0 0 0 None 0.0
327.0 -416 201 617 2.07 0 0 0 None 0.0
328.0 -1019 16 1035 63.69 0 0 0 None 0.0
329.0 -1233 4 1237 308.25 0 0 0 None 0.0
330.0 -166366 3609 169975 46.1 -752 29 781 25.93 0.0
331.0 -1303 6 1309 217.17 0 0 0 None 0.0
332.0 -629 59 688 10.66 0 0 0 None 0.0
333.0 -2242 24 2266 93.42 0 0 0 None 0.0
334.0 -435 9 444 48.33 0 0 0 None 0.0
335.0 -123385 2561 125946 48.18 -2198 94 2292 23.38 0.02
336.0 -1446 26 1472 55.62 0 0 0 None 0.0
337.0 -423 10 433 42.3 -2 0 2 None 0.0
338.0 -1172 47 1219 24.94 0 0 0 None 0.0
339.0 -830 33 863 25.15 0 0 0 None 0.0
340.0 -198295 5367 203662 36.95 -2488 71 2559 35.04 0.01
341.0 -1203 38 1241 31.66 0 0 0 None 0.0
342.0 -119 66 185 1.8 0 0 0 None 0.0
343.0 -6750 15 6765 450.0 0 0 0 None 0.0
344.0 -321 11 332 29.18 0 0 0 None 0.0
345.0 -130884 6472 137356 20.22 -1136 19 1155 59.79 0.01
346.0 -10618 250 10868 42.47 0 0 0 None 0.0
347.0 -5353 604 5957 8.86 -102 0 102 None 0.02
348.0 -3940 548 4488 7.19 -2 1 3 2.0 0.0
349.0 -9119 225 9344 40.53 -14 0 14 None 0.0
350.0 -413018 10757 423775 38.4 -9190 94 9284 97.77 0.02
351.0 -7712 224 7936 34.43 -4 0 4 None 0.0
352.0 -4075 165 4240 24.7 -3 0 3 None 0.0
353.0 -2602 187 2789 13.91 0 0 0 None 0.0
354.0 -5261 396 5657 13.29 0 0 0 None 0.0
355.0 -246235 8615 254850 28.58 -7505 50 7555 150.1 0.03
356.0 -2869 633 3502 4.53 0 0 0 None 0.0
357.0 -3133 482 3615 6.5 0 0 0 None 0.0
358.0 -2253 296 2549 7.61 -3 0 3 None 0.0
359.0 -4704 417 5121 11.28 -1 0 1 None 0.0
360.0 -336501 16374 352875 20.55 -2866 60 2926 47.77 0.01
361.0 -10285 1643 11928 6.26 -27 0 27 None 0.0
362.0 -9931 1512 11443 6.57 -5 0 5 None 0.0
363.0 -10146 641 10787 15.83 -104 0 104 None 0.01
364.0 -7261 639 7900 11.36 0 1 1 0.0 0.0
365.0 -400132 9389 409521 42.62 -1106 27 1133 40.96 0.0
366.0 -5541 3500 9041 1.58 -2 0 2 None 0.0
367.0 -5412 1271 6683 4.26 -20 0 20 None 0.0
368.0 -15014 300 15314 50.05 -17 0 17 None 0.0
369.0 -8560 163 8723 52.52 -47 0 47 None 0.01
370.0 -445219 15394 460613 28.92 -5463 165 5628 33.11 0.01
371.0 -9759 290 10049 33.65 -1 0 1 None 0.0
372.0 -6727 102 6829 65.95 -41 0 41 None 0.01
373.0 -12576 1130 13706 11.13 -54 0 54 None 0.0
374.0 -14430 3728 18158 3.87 -1597 7 1604 228.14 0.09
375.0 -426749 27074 453823 15.76 -5118 161 5279 31.79 0.01
376.0 -25275 6479 31754 3.9 -55 5 60 11.0 0.0
377.0 -43679 417 44096 104.75 -134 8 142 16.75 0.0
378.0 -19322 6028 25350 3.21 -65 9 74 7.22 0.0
379.0 -15828 777 16605 20.37 -4 11 15 0.36 0.0
380.0 -541871 26600 568471 20.37 -3389 105 3494 32.28 0.01
381.0 -17741 4783 22524 3.71 -43 9 52 4.78 0.0
382.0 -87777 4342 92119 20.22 -362 12 374 30.17 0.0
383.0 -20247 5522 25769 3.67 -19 10 29 1.9 0.0
384.0 -14610 1657 16267 8.82 -3552 10 3562 355.2 0.22
385.0 -315298 36201 351499 8.71 -1080 70 1150 15.43 0.0
386.0 -24380 4381 28761 5.56 -86 7 93 12.29 0.0
387.0 -32531 3080 35611 10.56 -128 4 132 32.0 0.0
388.0 -23685 5747 29432 4.12 -135 5 140 27.0 0.0
389.0 -17516 4618 22134 3.79 -574 3 577 191.33 0.03
390.0 -387131 42565 429696 9.1 -2389 94 2483 25.41 0.01
391.0 -28756 6329 35085 4.54 -636 5 641 127.2 0.02
392.0 -46419 8375 54794 5.54 -267 5 272 53.4 0.0
393.0 -41771 8954 50725 4.67 -5022 181 5203 27.75 0.1
394.0 -19428 9760 29188 1.99 -401 33 434 12.15 0.01
395.0 -365827 45400 411227 8.06 -1888 220 2108 8.58 0.01
396.0 -23371 15824 39195 1.48 -698 28 726 24.93 0.02
397.0 -45052 11089 56141 4.06 -767 35 802 21.91 0.01
398.0 -42644 6972 49616 6.12 -1649 11 1660 149.91 0.03
399.0 -54440 5857 60297 9.29 -375 17 392 22.06 0.01
400.0 -658042 86758 744800 7.58 -22681 1496 24177 15.16 0.03
401.0 -14921 7652 22573 1.95 -1394 10 1404 139.4 0.06
402.0 -42176 12183 54359 3.46 -537 19 556 28.26 0.01
403.0 -18373 7811 26184 2.35 -968 11 979 88.0 0.04
404.0 -23084 9698 32782 2.38 -1185 13 1198 91.15 0.04
405.0 -291737 56780 348517 5.14 -9573 584 10157 16.39 0.03
406.0 -60679 14564 75243 4.17 -466 50 516 9.32 0.01
407.0 -40313 12994 53307 3.1 -680 9 689 75.56 0.01
408.0 -82859 18782 101641 4.41 -4074 14 4088 291.0 0.04
409.0 -58176 19593 77769 2.97 -29374 7 29381 4196.29 0.38
410.0 -449094 172690 621784 2.6 -6312 662 6974 9.53 0.01
411.0 -25820 15533 41353 1.66 -600 394 994 1.52 0.02
412.0 -57133 20243 77376 2.82 -2184 40 2224 54.6 0.03
413.0 -61870 11362 73232 5.45 -577 341 918 1.69 0.01
414.0 -55091 15481 70572 3.56 -3222 45 3267 71.6 0.05
415.0 -367470 98080 465550 3.75 -9254 3743 12997 2.47 0.03
416.0 -64357 16756 81113 3.84 -2809 106 2915 26.5 0.04
417.0 -67962 17584 85546 3.86 -851 43 894 19.79 0.01
418.0 -146049 25131 171180 5.81 -7216 50 7266 144.32 0.04
419.0 -45155 19591 64746 2.3 -2206 34 2240 64.88 0.03
420.0 -561491 238776 800267 2.35 -22639 1019 23658 22.22 0.03
421.0 -65717 16096 81813 4.08 -1800 86 1886 20.93 0.02
422.0 -85352 28803 114155 2.96 -2920 158 3078 18.48 0.03
422.5 -1778 34 1812 52.29 -31 1 32 31.0 0.02
423.0 -48986 17857 66843 2.74 -1409 33 1442 42.7 0.02
424.0 -46449 15029 61478 3.09 -10587 87 10674 121.69 0.17
425.0 -387938 126379 514317 3.07 -19200 1005 20205 19.1 0.04
426.0 -64312 18577 82889 3.46 -8388 214 8602 39.2 0.1
427.0 -99916 20224 120140 4.94 -5022 94 5116 53.43 0.04
427.5 -2865 1193 4058 2.4 -250 5 255 50.0 0.06
428.0 -114080 35419 149499 3.22 -4873 174 5047 28.01 0.03
429.0 -47696 21580 69276 2.21 -4270 177 4447 24.12 0.06
430.0 -443335 271841 715176 1.63 -47350 1226 48576 38.62 0.07
431.0 -52379 19323 71702 2.71 -4688 259 4947 18.1 0.07
432.0 -78413 48675 127088 1.61 -8406 670 9076 12.55 0.07
432.5 -2214 685 2899 3.23 -184 4 188 46.0 0.06
433.0 -53938 22215 76153 2.43 -3788 244 4032 15.52 0.05
434.0 -75143 48666 123809 1.54 -6344 222 6566 28.58 0.05
435.0 -302988 189622 492610 1.6 -55178 1405 56583 39.27 0.11
436.0 -63964 47535 111499 1.35 -12905 835 13740 15.46 0.12
437.0 -51881 36089 87970 1.44 -7470 1921 9391 3.89 0.11
437.5 -2961 2080 5041 1.42 -420 4 424 105.0 0.08
438.0 -87697 60016 147713 1.46 -16672 2702 19374 6.17 0.13
439.0 -149692 44017 193709 3.4 -18183 812 18995 22.39 0.1
440.0 -334333 245647 579980 1.36 -116729 20264 136993 5.76 0.24
441.0 -62707 40403 103110 1.55 -31210 1748 32958 17.85 0.32
442.0 -67921 56981 124902 1.19 -27434 7203 34637 3.81 0.28
442.5 -1266 2448 3714 0.52 -256 80 336 3.2 0.09
443.0 -58259 33000 91259 1.77 -32085 2388 34473 13.44 0.38
444.0 -80325 54913 135238 1.46 -50325 5806 56131 8.67 0.42
445.0 -217895 222933 440828 0.98 -113462 21464 134926 5.29 0.31
446.0 -84312 60921 145233 1.38 -91419 8850 100269 10.33 0.69
447.0 -69297 46147 115444 1.5 -149595 20131 169726 7.43 1.47
447.5 -3240 8603 11843 0.38 -2697 2997 5694 0.9 0.48
448.0 -80718 73129 153847 1.1 -307778 58414 366192 5.27 2.38
449.0 -68143 61104 129247 1.12 -484013 194386 678399 2.49 5.25
450.0 -172294 313774 486068 0.55 -773124 635226 1408350 1.22 2.9
451.0 -32216 100856 133072 0.32 -391646 641782 1033428 0.61 7.77
452.0 -31057 99504 130561 0.31 -132286 393229 525515 0.34 4.03
452.5 -11 122 133 0.09 -30 18 48 1.67 0.36
453.0 -11399 54038 65437 0.21 -41875 214616 256491 0.2 3.92
454.0 -10989 76183 87172 0.14 -15988 88918 104906 0.18 1.2
455.0 -49068 248308 297376 0.2 -30311 111537 141848 0.27 0.48
456.0 -9652 77658 87310 0.12 -3658 43724 47382 0.08 0.54
457.0 -2056 50365 52421 0.04 -2166 29737 31903 0.07 0.61
457.5 -11 14 25 0.79 -8 183 191 0.04 7.64
458.0 -2695 60430 63125 0.04 -1551 30753 32304 0.05 0.51
459.0 -572 24262 24834 0.02 -2575 17708 20283 0.15 0.82
460.0 -39438 333113 372551 0.12 -15510 78327 93837 0.2 0.25
461.0 -87 15410 15497 0.01 -91 8834 8925 0.01 0.58
462.0 -3283 40836 44119 0.08 -457 13550 14007 0.03 0.32
463.0 -219 5323 5542 0.04 -32 2639 2671 0.01 0.48
464.0 -2026 27537 29563 0.07 -46 5631 5677 0.01 0.19
465.0 -9038 96290 105328 0.09 -565 18705 19270 0.03 0.18
466.0 -19 27817 27836 0.0 -21 8346 8367 0.0 0.3
467.0 -13 4976 4989 0.0 -17 1384 1401 0.01 0.28
468.0 -279 18550 18829 0.02 -79 3719 3798 0.02 0.2
469.0 -16 2962 2978 0.01 -6 297 303 0.02 0.1
470.0 -6008 118423 124431 0.05 -1219 7426 8645 0.16 0.07
471.0 -6 6049 6055 0.0 -4 632 636 0.01 0.11
472.0 -6 16731 16737 0.0 -24 3192 3216 0.01 0.19
473.0 -13 2558 2571 0.01 -4 434 438 0.01 0.17
474.0 -1 8122 8123 0.0 -3 1878 1881 0.0 0.23
475.0 -2112 94807 96919 0.02 -1140 7230 8370 0.16 0.09
476.0 -1 6084 6085 0.0 -5 1191 1196 0.0 0.2
477.0 0 20638 20638 0.0 -2 1311 1313 0.0 0.06
478.0 -7 4632 4639 0.0 -12 3016 3028 0.0 0.65
479.0 0 311 311 0.0 -4 2877 2881 0.0 9.26
480.0 -771 120129 120900 0.01 -1090 7122 8212 0.15 0.07
481.0 -2 1556 1558 0.0 -9 46 55 0.2 0.04
482.0 -4 15805 15809 0.0 -12 517 529 0.02 0.03
483.0 -2 1675 1677 0.0 -7 1 8 7.0 0.0
484.0 0 729 729 0.0 -4 620 624 0.01 0.86
485.0 -201 54610 54811 0.0 -33 1767 1800 0.02 0.03
486.0 -220 322 542 0.68 -27 36 63 0.75 0.12
487.0 -2 2075 2077 0.0 -6 26 32 0.23 0.02
488.0 -1 240 241 0.0 -2 191 193 0.01 0.8
489.0 0 0 0 None -4 1 5 4.0 None
490.0 -473 100284 100757 0.0 -33 1931 1964 0.02 0.02
491.0 0 0 0 None -4 0 4 None None
492.0 0 525 525 0.0 -5 48 53 0.1 0.1
493.0 0 0 0 None -106 0 106 None None
494.0 0 4 4 0.0 -6 122 128 0.05 32.0
495.0 -132 39842 39974 0.0 -25 1001 1026 0.02 0.03
496.0 0 3 3 0.0 -9 12 21 0.75 7.0
497.0 0 0 0 None -8 0 8 None None
498.0 0 0 0 None -5 15 20 0.33 None
499.0 0 0 0 None -7 9 16 0.78 None
500.0 -616 181874 182490 0.0 -159 3905 4064 0.04 0.02
501.0 0 0 0 None 0 9 9 0.0 None
505.0 -85 56496 56581 0.0 -14 399 413 0.04 0.01
510.0 -44 48913 48957 0.0 -15 965 980 0.02 0.02
515.0 -17 46032 46049 0.0 -8 1059 1067 0.01 0.02
520.0 -8 90020 90028 0.0 0 2927 2927 0.0 0.03
525.0 -45 32919 32964 0.0 -76 1260 1336 0.06 0.04
530.0 -8 36872 36880 0.0 -5 383 388 0.01 0.01
535.0 -3 30974 30977 0.0 0 107 107 0.0 0.0
540.0 -1 43996 43997 0.0 0 343 343 0.0 0.01
545.0 -1 41931 41932 0.0 -1 80 81 0.01 0.0
550.0 -8 60428 60436 0.0 -2 3998 4000 0.0 0.07
555.0 -2 29008 29010 0.0 -1 2504 2505 0.0 0.09
560.0 -1 36776 36777 0.0 0 2350 2350 0.0 0.06
565.0 0 30239 30239 0.0 -1 2135 2136 0.0 0.07
570.0 -1 20499 20500 0.0 0 1982 1982 0.0 0.1
575.0 -15 15363 15378 0.0 -27 8 35 3.38 0.0
580.0 -1 12842 12843 0.0 0 17 17 0.0 0.0
585.0 0 7698 7698 0.0 0 111 111 0.0 0.01
590.0 -2 6618 6620 0.0 0 171 171 0.0 0.03
595.0 0 5176 5176 0.0 0 42 42 0.0 0.01
600.0 -6 43148 43154 0.0 -7 1549 1556 0.0 0.04
605.0 0 4015 4015 0.0 0 557 557 0.0 0.14
610.0 0 4028 4028 0.0 0 2 2 0.0 0.0
615.0 0 2172 2172 0.0 0 0 0 None 0.0
620.0 0 3630 3630 0.0 -1 5 6 0.2 0.0
625.0 0 1917 1917 0.0 0 0 0 None 0.0
630.0 0 9507 9507 0.0 0 208 208 0.0 0.02
635.0 0 2459 2459 0.0 0 0 0 None 0.0
640.0 0 879 879 0.0 -1 0 1 None 0.0
645.0 0 3264 3264 0.0 0 0 0 None 0.0
650.0 -4 10765 10769 0.0 -1 85 86 0.01 0.01
655.0 0 2837 2837 0.0 0 209 209 0.0 0.07
660.0 0 36786 36786 0.0 0 215 215 0.0 0.01
665.0 0 8056 8056 0.0 0 212 212 0.0 0.03
670.0 0 2477 2477 0.0 -3 200 203 0.02 0.08
675.0 0 806 806 0.0 0 0 0 None 0.0
680.0 0 3135 3135 0.0 0 5 5 0.0 0.0
685.0 0 2496 2496 0.0 0 50 50 0.0 0.02
690.0 0 1986 1986 0.0 0 0 0 None 0.0
695.0 0 1848 1848 0.0 0 0 0 None 0.0
700.0 -110 21534 21644 0.01 -552 10 562 55.2 0.03
705.0 0 393 393 0.0 0 0 0 None 0.0
710.0 0 1487 1487 0.0 0 1 1 0.0 0.0
715.0 0 930 930 0.0 0 14 14 0.0 0.02
720.0 -91 100559 100650 0.0 -524 56 580 9.36 0.01

View File

@@ -0,0 +1,269 @@
Puts OI Calls OI Total OI OI Ratio Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Strike
120.0 -13719 27 13746 508.11 0 0 0 None 0.0
130.0 -355 19 374 18.68 0 0 0 None 0.0
140.0 -211 1 212 211.0 0 0 0 None 0.0
150.0 -85174 2381 87555 35.77 -286 26 312 11.0 0.0
155.0 -22957 80 23037 286.96 0 0 0 None 0.0
160.0 -19200 96 19296 200.0 0 4 4 0.0 0.0
165.0 -17737 39 17776 454.79 -11 1 12 11.0 0.0
170.0 -17551 91 17642 192.87 -5 0 5 None 0.0
175.0 -16208 61 16269 265.7 -1563 0 1563 None 0.1
180.0 -35261 506 35767 69.69 -9 2 11 4.5 0.0
185.0 -22771 118 22889 192.97 -1 0 1 None 0.0
190.0 -36431 106 36537 343.69 0 2 2 0.0 0.0
195.0 -28672 137 28809 209.28 -2 0 2 None 0.0
200.0 -100745 1147 101892 87.83 -1774 18 1792 98.56 0.02
205.0 -21365 1386 22751 15.41 -58 5 63 11.6 0.0
210.0 -35242 214 35456 164.68 -45 0 45 None 0.0
215.0 -35070 257 35327 136.46 -249 1 250 249.0 0.01
220.0 -36226 285 36511 127.11 -172 20 192 8.6 0.01
225.0 -27682 245 27927 112.99 -1039 2 1041 519.5 0.04
230.0 -26196 257 26453 101.93 -229 1 230 229.0 0.01
235.0 -23132 585 23717 39.54 -222 0 222 None 0.01
240.0 -44818 253 45071 177.15 -24 0 24 None 0.0
245.0 -22494 70 22564 321.34 -6 0 6 None 0.0
250.0 -72673 1155 73828 62.92 -637 12 649 53.08 0.01
255.0 -24380 257 24637 94.86 -149 8 157 18.62 0.01
260.0 -36608 489 37097 74.86 -170 0 170 None 0.0
265.0 -43617 1102 44719 39.58 -191 12 203 15.92 0.0
270.0 -40002 671 40673 59.62 -415 0 415 None 0.01
275.0 -62348 434 62782 143.66 -88 0 88 None 0.0
280.0 -44338 1709 46047 25.94 -2183 6 2189 363.83 0.05
285.0 -34041 586 34627 58.09 -102 21 123 4.86 0.0
290.0 -77029 1037 78066 74.28 -162 13 175 12.46 0.0
295.0 -64230 488 64718 131.62 -596 0 596 None 0.01
300.0 -232474 4433 236907 52.44 -2342 36 2378 65.06 0.01
305.0 -58666 1850 60516 31.71 -4381 2 4383 2190.5 0.07
310.0 -103591 2733 106324 37.9 -1049 20 1069 52.45 0.01
315.0 -61385 1286 62671 47.73 -4604 64 4668 71.94 0.07
320.0 -208914 4908 213822 42.57 -1703 8 1711 212.88 0.01
325.0 -111650 10065 121715 11.09 -1635 12 1647 136.25 0.01
326.0 -685 7 692 97.86 0 0 0 None 0.0
327.0 -416 201 617 2.07 0 0 0 None 0.0
328.0 -1019 16 1035 63.69 0 0 0 None 0.0
329.0 -1233 4 1237 308.25 0 0 0 None 0.0
330.0 -166366 3609 169975 46.1 -752 29 781 25.93 0.0
331.0 -1303 6 1309 217.17 0 0 0 None 0.0
332.0 -629 59 688 10.66 0 0 0 None 0.0
333.0 -2242 24 2266 93.42 0 0 0 None 0.0
334.0 -435 9 444 48.33 0 0 0 None 0.0
335.0 -123385 2561 125946 48.18 -2198 94 2292 23.38 0.02
336.0 -1446 26 1472 55.62 0 0 0 None 0.0
337.0 -423 10 433 42.3 -2 0 2 None 0.0
338.0 -1172 47 1219 24.94 0 0 0 None 0.0
339.0 -830 33 863 25.15 0 0 0 None 0.0
340.0 -198295 5367 203662 36.95 -2488 71 2559 35.04 0.01
341.0 -1203 38 1241 31.66 0 0 0 None 0.0
342.0 -119 66 185 1.8 0 0 0 None 0.0
343.0 -6750 15 6765 450.0 0 0 0 None 0.0
344.0 -321 11 332 29.18 0 0 0 None 0.0
345.0 -130884 6472 137356 20.22 -1136 19 1155 59.79 0.01
346.0 -10618 250 10868 42.47 0 0 0 None 0.0
347.0 -5353 604 5957 8.86 -102 0 102 None 0.02
348.0 -3940 548 4488 7.19 -2 1 3 2.0 0.0
349.0 -9119 225 9344 40.53 -14 0 14 None 0.0
350.0 -413018 10757 423775 38.4 -9190 94 9284 97.77 0.02
351.0 -7712 224 7936 34.43 -4 0 4 None 0.0
352.0 -4075 165 4240 24.7 -3 0 3 None 0.0
353.0 -2602 187 2789 13.91 0 0 0 None 0.0
354.0 -5261 396 5657 13.29 0 0 0 None 0.0
355.0 -246235 8615 254850 28.58 -7505 50 7555 150.1 0.03
356.0 -2869 633 3502 4.53 0 0 0 None 0.0
357.0 -3133 482 3615 6.5 0 0 0 None 0.0
358.0 -2253 296 2549 7.61 -3 0 3 None 0.0
359.0 -4704 417 5121 11.28 -1 0 1 None 0.0
360.0 -336501 16374 352875 20.55 -2866 60 2926 47.77 0.01
361.0 -10285 1643 11928 6.26 -27 0 27 None 0.0
362.0 -9931 1512 11443 6.57 -5 0 5 None 0.0
363.0 -10146 641 10787 15.83 -104 0 104 None 0.01
364.0 -7261 639 7900 11.36 0 1 1 0.0 0.0
365.0 -400132 9389 409521 42.62 -1106 27 1133 40.96 0.0
366.0 -5541 3500 9041 1.58 -2 0 2 None 0.0
367.0 -5412 1271 6683 4.26 -20 0 20 None 0.0
368.0 -15014 300 15314 50.05 -17 0 17 None 0.0
369.0 -8560 163 8723 52.52 -47 0 47 None 0.01
370.0 -445219 15394 460613 28.92 -5463 165 5628 33.11 0.01
371.0 -9759 290 10049 33.65 -1 0 1 None 0.0
372.0 -6727 102 6829 65.95 -41 0 41 None 0.01
373.0 -12576 1130 13706 11.13 -54 0 54 None 0.0
374.0 -14430 3728 18158 3.87 -1597 7 1604 228.14 0.09
375.0 -426749 27074 453823 15.76 -5118 161 5279 31.79 0.01
376.0 -25275 6479 31754 3.9 -55 5 60 11.0 0.0
377.0 -43679 417 44096 104.75 -134 8 142 16.75 0.0
378.0 -19322 6028 25350 3.21 -65 9 74 7.22 0.0
379.0 -15828 777 16605 20.37 -4 11 15 0.36 0.0
380.0 -541871 26600 568471 20.37 -3389 105 3494 32.28 0.01
381.0 -17741 4783 22524 3.71 -43 9 52 4.78 0.0
382.0 -87777 4342 92119 20.22 -362 12 374 30.17 0.0
383.0 -20247 5522 25769 3.67 -19 10 29 1.9 0.0
384.0 -14610 1657 16267 8.82 -3552 10 3562 355.2 0.22
385.0 -315298 36201 351499 8.71 -1080 70 1150 15.43 0.0
386.0 -24380 4381 28761 5.56 -86 7 93 12.29 0.0
387.0 -32531 3080 35611 10.56 -128 4 132 32.0 0.0
388.0 -23685 5747 29432 4.12 -135 5 140 27.0 0.0
389.0 -17516 4618 22134 3.79 -574 3 577 191.33 0.03
390.0 -387131 42565 429696 9.1 -2389 94 2483 25.41 0.01
391.0 -28756 6329 35085 4.54 -636 5 641 127.2 0.02
392.0 -46419 8375 54794 5.54 -267 5 272 53.4 0.0
393.0 -41771 8954 50725 4.67 -5022 181 5203 27.75 0.1
394.0 -19428 9760 29188 1.99 -401 33 434 12.15 0.01
395.0 -365827 45400 411227 8.06 -1888 220 2108 8.58 0.01
396.0 -23371 15824 39195 1.48 -698 28 726 24.93 0.02
397.0 -45052 11089 56141 4.06 -767 35 802 21.91 0.01
398.0 -42644 6972 49616 6.12 -1649 11 1660 149.91 0.03
399.0 -54440 5857 60297 9.29 -375 17 392 22.06 0.01
400.0 -658042 86758 744800 7.58 -22681 1496 24177 15.16 0.03
401.0 -14921 7652 22573 1.95 -1394 10 1404 139.4 0.06
402.0 -42176 12183 54359 3.46 -537 19 556 28.26 0.01
403.0 -18373 7811 26184 2.35 -968 11 979 88.0 0.04
404.0 -23084 9698 32782 2.38 -1185 13 1198 91.15 0.04
405.0 -291737 56780 348517 5.14 -9573 584 10157 16.39 0.03
406.0 -60679 14564 75243 4.17 -466 50 516 9.32 0.01
407.0 -40313 12994 53307 3.1 -680 9 689 75.56 0.01
408.0 -82859 18782 101641 4.41 -4074 14 4088 291.0 0.04
409.0 -58176 19593 77769 2.97 -29374 7 29381 4196.29 0.38
410.0 -449094 172690 621784 2.6 -6312 662 6974 9.53 0.01
411.0 -25820 15533 41353 1.66 -600 394 994 1.52 0.02
412.0 -57133 20243 77376 2.82 -2184 40 2224 54.6 0.03
413.0 -61870 11362 73232 5.45 -577 341 918 1.69 0.01
414.0 -55091 15481 70572 3.56 -3222 45 3267 71.6 0.05
415.0 -367470 98080 465550 3.75 -9254 3743 12997 2.47 0.03
416.0 -64357 16756 81113 3.84 -2809 106 2915 26.5 0.04
417.0 -67962 17584 85546 3.86 -851 43 894 19.79 0.01
418.0 -146049 25131 171180 5.81 -7216 50 7266 144.32 0.04
419.0 -45155 19591 64746 2.3 -2206 34 2240 64.88 0.03
420.0 -561491 238776 800267 2.35 -22639 1019 23658 22.22 0.03
421.0 -65717 16096 81813 4.08 -1800 86 1886 20.93 0.02
422.0 -85352 28803 114155 2.96 -2920 158 3078 18.48 0.03
422.5 -1778 34 1812 52.29 -31 1 32 31.0 0.02
423.0 -48986 17857 66843 2.74 -1409 33 1442 42.7 0.02
424.0 -46449 15029 61478 3.09 -10587 87 10674 121.69 0.17
425.0 -387938 126379 514317 3.07 -19200 1005 20205 19.1 0.04
426.0 -64312 18577 82889 3.46 -8388 214 8602 39.2 0.1
427.0 -99916 20224 120140 4.94 -5022 94 5116 53.43 0.04
427.5 -2865 1193 4058 2.4 -250 5 255 50.0 0.06
428.0 -114080 35419 149499 3.22 -4873 174 5047 28.01 0.03
429.0 -47696 21580 69276 2.21 -4270 177 4447 24.12 0.06
430.0 -443335 271841 715176 1.63 -47350 1226 48576 38.62 0.07
431.0 -52379 19323 71702 2.71 -4688 259 4947 18.1 0.07
432.0 -78413 48675 127088 1.61 -8406 670 9076 12.55 0.07
432.5 -2214 685 2899 3.23 -184 4 188 46.0 0.06
433.0 -53938 22215 76153 2.43 -3788 244 4032 15.52 0.05
434.0 -75143 48666 123809 1.54 -6344 222 6566 28.58 0.05
435.0 -302988 189622 492610 1.6 -55178 1405 56583 39.27 0.11
436.0 -63964 47535 111499 1.35 -12905 835 13740 15.46 0.12
437.0 -51881 36089 87970 1.44 -7470 1921 9391 3.89 0.11
437.5 -2961 2080 5041 1.42 -420 4 424 105.0 0.08
438.0 -87697 60016 147713 1.46 -16672 2702 19374 6.17 0.13
439.0 -149692 44017 193709 3.4 -18183 812 18995 22.39 0.1
440.0 -334333 245647 579980 1.36 -116729 20264 136993 5.76 0.24
441.0 -62707 40403 103110 1.55 -31210 1748 32958 17.85 0.32
442.0 -67921 56981 124902 1.19 -27434 7203 34637 3.81 0.28
442.5 -1266 2448 3714 0.52 -256 80 336 3.2 0.09
443.0 -58259 33000 91259 1.77 -32085 2388 34473 13.44 0.38
444.0 -80325 54913 135238 1.46 -50325 5806 56131 8.67 0.42
445.0 -217895 222933 440828 0.98 -113462 21464 134926 5.29 0.31
446.0 -84312 60921 145233 1.38 -91419 8850 100269 10.33 0.69
447.0 -69297 46147 115444 1.5 -149595 20131 169726 7.43 1.47
447.5 -3240 8603 11843 0.38 -2697 2997 5694 0.9 0.48
448.0 -80718 73129 153847 1.1 -307778 58414 366192 5.27 2.38
449.0 -68143 61104 129247 1.12 -484013 194386 678399 2.49 5.25
450.0 -172294 313774 486068 0.55 -773124 635226 1408350 1.22 2.9
451.0 -32216 100856 133072 0.32 -391646 641782 1033428 0.61 7.77
452.0 -31057 99504 130561 0.31 -132286 393229 525515 0.34 4.03
452.5 -11 122 133 0.09 -30 18 48 1.67 0.36
453.0 -11399 54038 65437 0.21 -41875 214616 256491 0.2 3.92
454.0 -10989 76183 87172 0.14 -15988 88918 104906 0.18 1.2
455.0 -49068 248308 297376 0.2 -30311 111537 141848 0.27 0.48
456.0 -9652 77658 87310 0.12 -3658 43724 47382 0.08 0.54
457.0 -2056 50365 52421 0.04 -2166 29737 31903 0.07 0.61
457.5 -11 14 25 0.79 -8 183 191 0.04 7.64
458.0 -2695 60430 63125 0.04 -1551 30753 32304 0.05 0.51
459.0 -572 24262 24834 0.02 -2575 17708 20283 0.15 0.82
460.0 -39438 333113 372551 0.12 -15510 78327 93837 0.2 0.25
461.0 -87 15410 15497 0.01 -91 8834 8925 0.01 0.58
462.0 -3283 40836 44119 0.08 -457 13550 14007 0.03 0.32
463.0 -219 5323 5542 0.04 -32 2639 2671 0.01 0.48
464.0 -2026 27537 29563 0.07 -46 5631 5677 0.01 0.19
465.0 -9038 96290 105328 0.09 -565 18705 19270 0.03 0.18
466.0 -19 27817 27836 0.0 -21 8346 8367 0.0 0.3
467.0 -13 4976 4989 0.0 -17 1384 1401 0.01 0.28
468.0 -279 18550 18829 0.02 -79 3719 3798 0.02 0.2
469.0 -16 2962 2978 0.01 -6 297 303 0.02 0.1
470.0 -6008 118423 124431 0.05 -1219 7426 8645 0.16 0.07
471.0 -6 6049 6055 0.0 -4 632 636 0.01 0.11
472.0 -6 16731 16737 0.0 -24 3192 3216 0.01 0.19
473.0 -13 2558 2571 0.01 -4 434 438 0.01 0.17
474.0 -1 8122 8123 0.0 -3 1878 1881 0.0 0.23
475.0 -2112 94807 96919 0.02 -1140 7230 8370 0.16 0.09
476.0 -1 6084 6085 0.0 -5 1191 1196 0.0 0.2
477.0 0 20638 20638 0.0 -2 1311 1313 0.0 0.06
478.0 -7 4632 4639 0.0 -12 3016 3028 0.0 0.65
479.0 0 311 311 0.0 -4 2877 2881 0.0 9.26
480.0 -771 120129 120900 0.01 -1090 7122 8212 0.15 0.07
481.0 -2 1556 1558 0.0 -9 46 55 0.2 0.04
482.0 -4 15805 15809 0.0 -12 517 529 0.02 0.03
483.0 -2 1675 1677 0.0 -7 1 8 7.0 0.0
484.0 0 729 729 0.0 -4 620 624 0.01 0.86
485.0 -201 54610 54811 0.0 -33 1767 1800 0.02 0.03
486.0 -220 322 542 0.68 -27 36 63 0.75 0.12
487.0 -2 2075 2077 0.0 -6 26 32 0.23 0.02
488.0 -1 240 241 0.0 -2 191 193 0.01 0.8
489.0 0 0 0 None -4 1 5 4.0 None
490.0 -473 100284 100757 0.0 -33 1931 1964 0.02 0.02
491.0 0 0 0 None -4 0 4 None None
492.0 0 525 525 0.0 -5 48 53 0.1 0.1
493.0 0 0 0 None -106 0 106 None None
494.0 0 4 4 0.0 -6 122 128 0.05 32.0
495.0 -132 39842 39974 0.0 -25 1001 1026 0.02 0.03
496.0 0 3 3 0.0 -9 12 21 0.75 7.0
497.0 0 0 0 None -8 0 8 None None
498.0 0 0 0 None -5 15 20 0.33 None
499.0 0 0 0 None -7 9 16 0.78 None
500.0 -616 181874 182490 0.0 -159 3905 4064 0.04 0.02
501.0 0 0 0 None 0 9 9 0.0 None
505.0 -85 56496 56581 0.0 -14 399 413 0.04 0.01
510.0 -44 48913 48957 0.0 -15 965 980 0.02 0.02
515.0 -17 46032 46049 0.0 -8 1059 1067 0.01 0.02
520.0 -8 90020 90028 0.0 0 2927 2927 0.0 0.03
525.0 -45 32919 32964 0.0 -76 1260 1336 0.06 0.04
530.0 -8 36872 36880 0.0 -5 383 388 0.01 0.01
535.0 -3 30974 30977 0.0 0 107 107 0.0 0.0
540.0 -1 43996 43997 0.0 0 343 343 0.0 0.01
545.0 -1 41931 41932 0.0 -1 80 81 0.01 0.0
550.0 -8 60428 60436 0.0 -2 3998 4000 0.0 0.07
555.0 -2 29008 29010 0.0 -1 2504 2505 0.0 0.09
560.0 -1 36776 36777 0.0 0 2350 2350 0.0 0.06
565.0 0 30239 30239 0.0 -1 2135 2136 0.0 0.07
570.0 -1 20499 20500 0.0 0 1982 1982 0.0 0.1
575.0 -15 15363 15378 0.0 -27 8 35 3.38 0.0
580.0 -1 12842 12843 0.0 0 17 17 0.0 0.0
585.0 0 7698 7698 0.0 0 111 111 0.0 0.01
590.0 -2 6618 6620 0.0 0 171 171 0.0 0.03
595.0 0 5176 5176 0.0 0 42 42 0.0 0.01
600.0 -6 43148 43154 0.0 -7 1549 1556 0.0 0.04
605.0 0 4015 4015 0.0 0 557 557 0.0 0.14
610.0 0 4028 4028 0.0 0 2 2 0.0 0.0
615.0 0 2172 2172 0.0 0 0 0 None 0.0
620.0 0 3630 3630 0.0 -1 5 6 0.2 0.0
625.0 0 1917 1917 0.0 0 0 0 None 0.0
630.0 0 9507 9507 0.0 0 208 208 0.0 0.02
635.0 0 2459 2459 0.0 0 0 0 None 0.0
640.0 0 879 879 0.0 -1 0 1 None 0.0
645.0 0 3264 3264 0.0 0 0 0 None 0.0
650.0 -4 10765 10769 0.0 -1 85 86 0.01 0.01
655.0 0 2837 2837 0.0 0 209 209 0.0 0.07
660.0 0 36786 36786 0.0 0 215 215 0.0 0.01
665.0 0 8056 8056 0.0 0 212 212 0.0 0.03
670.0 0 2477 2477 0.0 -3 200 203 0.02 0.08
675.0 0 806 806 0.0 0 0 0 None 0.0
680.0 0 3135 3135 0.0 0 5 5 0.0 0.0
685.0 0 2496 2496 0.0 0 50 50 0.0 0.02
690.0 0 1986 1986 0.0 0 0 0 None 0.0
695.0 0 1848 1848 0.0 0 0 0 None 0.0
700.0 -110 21534 21644 0.01 -552 10 562 55.2 0.03
705.0 0 393 393 0.0 0 0 0 None 0.0
710.0 0 1487 1487 0.0 0 1 1 0.0 0.0
715.0 0 930 930 0.0 0 14 14 0.0 0.02
720.0 -91 100559 100650 0.0 -524 56 580 9.36 0.01

View File

@@ -0,0 +1,134 @@
Puts OI Calls OI Total OI OI Ratio Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Strike
360.0 0 0 0 None -2 2 4 1.0 None
370.0 0 0 0 None 0 0 0 None None
374.0 -5 0 5 None 0 0 0 None 0.0
375.0 -221 0 221 None 0 15 15 0.0 0.07
376.0 0 0 0 None 0 0 0 None None
377.0 0 0 0 None 0 0 0 None None
378.0 -145 0 145 None 0 0 0 None 0.0
379.0 -40 0 40 None 0 0 0 None 0.0
380.0 0 0 0 None 0 4 4 0.0 None
381.0 -1 0 1 None 0 0 0 None 0.0
382.0 -2 0 2 None 0 0 0 None 0.0
383.0 -101 0 101 None 0 0 0 None 0.0
384.0 -2 0 2 None 0 0 0 None 0.0
385.0 -5 0 5 None 0 0 0 None 0.0
386.0 -57 1 58 57.0 0 0 0 None 0.0
387.0 -566 1 567 566.0 0 0 0 None 0.0
388.0 -19 0 19 None -1 0 1 None 0.05
389.0 -624 0 624 None 0 0 0 None 0.0
390.0 -812 0 812 None 0 0 0 None 0.0
391.0 -97 0 97 None 0 0 0 None 0.0
392.0 -103 0 103 None 0 0 0 None 0.0
393.0 -4 0 4 None 0 0 0 None 0.0
394.0 -311 0 311 None 0 0 0 None 0.0
395.0 -160 0 160 None 0 0 0 None 0.0
396.0 -173 0 173 None -1 0 1 None 0.01
397.0 0 0 0 None 0 0 0 None None
398.0 -21 0 21 None 0 0 0 None 0.0
399.0 -59 0 59 None 0 2 2 0.0 0.03
400.0 -28 2 30 14.0 0 5 5 0.0 0.17
401.0 -72 0 72 None 0 0 0 None 0.0
402.0 -200 0 200 None 0 1 1 0.0 0.0
403.0 -91 0 91 None 0 0 0 None 0.0
404.0 -55 0 55 None 0 0 0 None 0.0
405.0 -66 0 66 None -21 0 21 None 0.32
406.0 -157 0 157 None 0 0 0 None 0.0
407.0 -59 0 59 None 0 1 1 0.0 0.02
408.0 -925 0 925 None -1044 0 1044 None 1.13
409.0 -375 0 375 None -3213 0 3213 None 8.57
410.0 -194 3 197 64.67 0 0 0 None 0.0
411.0 -207 0 207 None -100 0 100 None 0.48
412.0 -455 0 455 None 0 2 2 0.0 0.0
413.0 -121 2 123 60.5 -1 0 1 None 0.01
414.0 -269 1 270 269.0 -34 0 34 None 0.13
415.0 -656 0 656 None -242 0 242 None 0.37
416.0 -317 0 317 None -1043 1 1044 1043.0 3.29
417.0 -114 0 114 None 0 1 1 0.0 0.01
418.0 -256 61 317 4.2 -36 6 42 6.0 0.13
419.0 -388 2 390 194.0 -2 0 2 None 0.01
420.0 -478 236 714 2.03 -1 12 13 0.08 0.02
421.0 -540 2 542 270.0 -46 2 48 23.0 0.09
422.0 -398 2 400 199.0 -11 0 11 None 0.03
423.0 -5305 0 5305 None -23 0 23 None 0.0
424.0 -3952 22 3974 179.64 -4803 2 4805 2401.5 1.21
425.0 -1026 7 1033 146.57 -54 7 61 7.71 0.06
426.0 -672 10 682 67.2 -4324 5 4329 864.8 6.35
427.0 -5187 14 5201 370.5 -1493 5 1498 298.6 0.29
428.0 -298 11 309 27.09 -622 9 631 69.11 2.04
429.0 -908 53 961 17.13 -496 100 596 4.96 0.62
430.0 -1406 164 1570 8.57 -73 4 77 18.25 0.05
431.0 -2309 77 2386 29.99 -159 9 168 17.67 0.07
432.0 -1003 110 1113 9.12 -805 7 812 115.0 0.73
433.0 -1160 74 1234 15.68 -1734 13 1747 133.38 1.42
434.0 -1331 73 1404 18.23 -175 17 192 10.29 0.14
435.0 -1862 339 2201 5.49 -1386 46 1432 30.13 0.65
436.0 -1928 663 2591 2.91 -384 22 406 17.45 0.16
437.0 -1144 889 2033 1.29 -189 27 216 7.0 0.11
438.0 -1327 948 2275 1.4 -857 30 887 28.57 0.39
439.0 -1936 1409 3345 1.37 -879 104 983 8.45 0.29
440.0 -7605 1494 9099 5.09 -3364 384 3748 8.76 0.41
441.0 -3556 1338 4894 2.66 -1133 387 1520 2.93 0.31
442.0 -3836 904 4740 4.24 -1486 267 1753 5.57 0.37
443.0 -3816 1060 4876 3.6 -5661 230 5891 24.61 1.21
444.0 -6510 1203 7713 5.41 -6267 350 6617 17.91 0.86
445.0 -7771 1640 9411 4.74 -21531 2520 24051 8.54 2.56
446.0 -6063 1550 7613 3.91 -18246 768 19014 23.76 2.5
447.0 -5918 1478 7396 4.0 -27378 2980 30358 9.19 4.1
448.0 -6860 2898 9758 2.37 -88241 6703 94944 13.16 9.73
449.0 -5938 3630 9568 1.64 -85457 31758 117215 2.69 12.25
450.0 -3294 4524 7818 0.73 -150935 108567 259502 1.39 33.19
451.0 -5058 4254 9312 1.19 -88163 137405 225568 0.64 24.22
452.0 -891 4551 5442 0.2 -22506 90645 113151 0.25 20.79
453.0 -149 2464 2613 0.06 -4430 63476 67906 0.07 25.99
454.0 -237 2733 2970 0.09 -1653 20200 21853 0.08 7.36
455.0 -23 4645 4668 0.0 -1088 18390 19478 0.06 4.17
456.0 -14 14646 14660 0.0 -384 4600 4984 0.08 0.34
457.0 0 2129 2129 0.0 -126 2857 2983 0.04 1.4
458.0 -14 1463 1477 0.01 -164 4377 4541 0.04 3.07
459.0 -10 2791 2801 0.0 -6 4407 4413 0.0 1.58
460.0 -1 1878 1879 0.0 -31 567 598 0.05 0.32
461.0 0 228 228 0.0 -27 51 78 0.53 0.34
462.0 0 272 272 0.0 0 135 135 0.0 0.5
463.0 0 19 19 0.0 0 76 76 0.0 4.0
464.0 0 36 36 0.0 0 0 0 None 0.0
465.0 0 145 145 0.0 0 0 0 None 0.0
466.0 0 113 113 0.0 0 56 56 0.0 0.5
467.0 0 157 157 0.0 0 31 31 0.0 0.2
468.0 0 5 5 0.0 -1 0 1 None 0.2
469.0 -1 69 70 0.01 0 1 1 0.0 0.01
470.0 0 36 36 0.0 0 1 1 0.0 0.03
471.0 0 0 0 None 0 1 1 0.0 None
472.0 0 9 9 0.0 0 0 0 None 0.0
473.0 0 0 0 None 0 0 0 None None
474.0 0 0 0 None 0 0 0 None None
475.0 0 2 2 0.0 0 0 0 None 0.0
476.0 0 1 1 0.0 0 0 0 None 0.0
477.0 0 1 1 0.0 0 0 0 None 0.0
478.0 0 0 0 None 0 0 0 None None
479.0 0 0 0 None 0 0 0 None None
480.0 0 10 10 0.0 0 0 0 None 0.0
481.0 0 0 0 None 0 0 0 None None
482.0 0 0 0 None 0 0 0 None None
483.0 0 0 0 None 0 0 0 None None
484.0 0 0 0 None 0 0 0 None None
485.0 0 0 0 None 0 0 0 None None
486.0 0 0 0 None 0 0 0 None None
487.0 0 0 0 None 0 10 10 0.0 None
488.0 0 0 0 None 0 0 0 None None
489.0 0 0 0 None -2 0 2 None None
490.0 0 0 0 None 0 0 0 None None
491.0 0 0 0 None 0 0 0 None None
492.0 0 0 0 None 0 0 0 None None
493.0 0 0 0 None 0 0 0 None None
494.0 0 0 0 None 0 0 0 None None
495.0 0 0 0 None 0 0 0 None None
496.0 0 0 0 None 0 0 0 None None
497.0 0 0 0 None 0 0 0 None None
498.0 0 0 0 None 0 2 2 0.0 None
499.0 0 0 0 None 0 0 0 None None
500.0 0 0 0 None 0 0 0 None None
505.0 0 0 0 None 0 1 1 0.0 None
510.0 0 0 0 None 0 0 0 None None
515.0 0 0 0 None 0 0 0 None None

View File

@@ -0,0 +1,269 @@
Puts OI Calls OI Total OI OI Ratio Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio % of Total Volume % of Total OI
Strike
120.0 -13719 27 13746 508.11 0 0 0 None 0.0 0.0000 0.0652
130.0 -355 19 374 18.68 0 0 0 None 0.0 0.0000 0.0018
140.0 -211 1 212 211.0 0 0 0 None 0.0 0.0000 0.0010
150.0 -85174 2381 87555 35.77 -286 26 312 11.0 0.0 0.0051 0.4154
155.0 -22957 80 23037 286.96 0 0 0 None 0.0 0.0000 0.1093
160.0 -19200 96 19296 200.0 0 4 4 0.0 0.0 0.0001 0.0916
165.0 -17737 39 17776 454.79 -11 1 12 11.0 0.0 0.0002 0.0843
170.0 -17551 91 17642 192.87 -5 0 5 None 0.0 0.0001 0.0837
175.0 -16208 61 16269 265.7 -1563 0 1563 None 0.1 0.0258 0.0772
180.0 -35261 506 35767 69.69 -9 2 11 4.5 0.0 0.0002 0.1697
185.0 -22771 118 22889 192.97 -1 0 1 None 0.0 0.0000 0.1086
190.0 -36431 106 36537 343.69 0 2 2 0.0 0.0 0.0000 0.1734
195.0 -28672 137 28809 209.28 -2 0 2 None 0.0 0.0000 0.1367
200.0 -100745 1147 101892 87.83 -1774 18 1792 98.56 0.02 0.0295 0.4834
205.0 -21365 1386 22751 15.41 -58 5 63 11.6 0.0 0.0010 0.1079
210.0 -35242 214 35456 164.68 -45 0 45 None 0.0 0.0007 0.1682
215.0 -35070 257 35327 136.46 -249 1 250 249.0 0.01 0.0041 0.1676
220.0 -36226 285 36511 127.11 -172 20 192 8.6 0.01 0.0032 0.1732
225.0 -27682 245 27927 112.99 -1039 2 1041 519.5 0.04 0.0172 0.1325
230.0 -26196 257 26453 101.93 -229 1 230 229.0 0.01 0.0038 0.1255
235.0 -23132 585 23717 39.54 -222 0 222 None 0.01 0.0037 0.1125
240.0 -44818 253 45071 177.15 -24 0 24 None 0.0 0.0004 0.2138
245.0 -22494 70 22564 321.34 -6 0 6 None 0.0 0.0001 0.1071
250.0 -72673 1155 73828 62.92 -637 12 649 53.08 0.01 0.0107 0.3503
255.0 -24380 257 24637 94.86 -149 8 157 18.62 0.01 0.0026 0.1169
260.0 -36608 489 37097 74.86 -170 0 170 None 0.0 0.0028 0.1760
265.0 -43617 1102 44719 39.58 -191 12 203 15.92 0.0 0.0033 0.2122
270.0 -40002 671 40673 59.62 -415 0 415 None 0.01 0.0068 0.1930
275.0 -62348 434 62782 143.66 -88 0 88 None 0.0 0.0014 0.2979
280.0 -44338 1709 46047 25.94 -2183 6 2189 363.83 0.05 0.0361 0.2185
285.0 -34041 586 34627 58.09 -102 21 123 4.86 0.0 0.0020 0.1643
290.0 -77029 1037 78066 74.28 -162 13 175 12.46 0.0 0.0029 0.3704
295.0 -64230 488 64718 131.62 -596 0 596 None 0.01 0.0098 0.3071
300.0 -232474 4433 236907 52.44 -2342 36 2378 65.06 0.01 0.0392 1.1240
305.0 -58666 1850 60516 31.71 -4381 2 4383 2190.5 0.07 0.0722 0.2871
310.0 -103591 2733 106324 37.9 -1049 20 1069 52.45 0.01 0.0176 0.5045
315.0 -61385 1286 62671 47.73 -4604 64 4668 71.94 0.07 0.0769 0.2973
320.0 -208914 4908 213822 42.57 -1703 8 1711 212.88 0.01 0.0282 1.0145
325.0 -111650 10065 121715 11.09 -1635 12 1647 136.25 0.01 0.0271 0.5775
326.0 -685 7 692 97.86 0 0 0 None 0.0 0.0000 0.0033
327.0 -416 201 617 2.07 0 0 0 None 0.0 0.0000 0.0029
328.0 -1019 16 1035 63.69 0 0 0 None 0.0 0.0000 0.0049
329.0 -1233 4 1237 308.25 0 0 0 None 0.0 0.0000 0.0059
330.0 -166366 3609 169975 46.1 -752 29 781 25.93 0.0 0.0129 0.8065
331.0 -1303 6 1309 217.17 0 0 0 None 0.0 0.0000 0.0062
332.0 -629 59 688 10.66 0 0 0 None 0.0 0.0000 0.0033
333.0 -2242 24 2266 93.42 0 0 0 None 0.0 0.0000 0.0108
334.0 -435 9 444 48.33 0 0 0 None 0.0 0.0000 0.0021
335.0 -123385 2561 125946 48.18 -2198 94 2292 23.38 0.02 0.0378 0.5976
336.0 -1446 26 1472 55.62 0 0 0 None 0.0 0.0000 0.0070
337.0 -423 10 433 42.3 -2 0 2 None 0.0 0.0000 0.0021
338.0 -1172 47 1219 24.94 0 0 0 None 0.0 0.0000 0.0058
339.0 -830 33 863 25.15 0 0 0 None 0.0 0.0000 0.0041
340.0 -198295 5367 203662 36.95 -2488 71 2559 35.04 0.01 0.0422 0.9663
341.0 -1203 38 1241 31.66 0 0 0 None 0.0 0.0000 0.0059
342.0 -119 66 185 1.8 0 0 0 None 0.0 0.0000 0.0009
343.0 -6750 15 6765 450.0 0 0 0 None 0.0 0.0000 0.0321
344.0 -321 11 332 29.18 0 0 0 None 0.0 0.0000 0.0016
345.0 -130884 6472 137356 20.22 -1136 19 1155 59.79 0.01 0.0190 0.6517
346.0 -10618 250 10868 42.47 0 0 0 None 0.0 0.0000 0.0516
347.0 -5353 604 5957 8.86 -102 0 102 None 0.02 0.0017 0.0283
348.0 -3940 548 4488 7.19 -2 1 3 2.0 0.0 0.0000 0.0213
349.0 -9119 225 9344 40.53 -14 0 14 None 0.0 0.0002 0.0443
350.0 -413018 10757 423775 38.4 -9190 94 9284 97.77 0.02 0.1530 2.0106
351.0 -7712 224 7936 34.43 -4 0 4 None 0.0 0.0001 0.0377
352.0 -4075 165 4240 24.7 -3 0 3 None 0.0 0.0000 0.0201
353.0 -2602 187 2789 13.91 0 0 0 None 0.0 0.0000 0.0132
354.0 -5261 396 5657 13.29 0 0 0 None 0.0 0.0000 0.0268
355.0 -246235 8615 254850 28.58 -7505 50 7555 150.1 0.03 0.1245 1.2091
356.0 -2869 633 3502 4.53 0 0 0 None 0.0 0.0000 0.0166
357.0 -3133 482 3615 6.5 0 0 0 None 0.0 0.0000 0.0172
358.0 -2253 296 2549 7.61 -3 0 3 None 0.0 0.0000 0.0121
359.0 -4704 417 5121 11.28 -1 0 1 None 0.0 0.0000 0.0243
360.0 -336501 16374 352875 20.55 -2866 60 2926 47.77 0.01 0.0482 1.6742
361.0 -10285 1643 11928 6.26 -27 0 27 None 0.0 0.0004 0.0566
362.0 -9931 1512 11443 6.57 -5 0 5 None 0.0 0.0001 0.0543
363.0 -10146 641 10787 15.83 -104 0 104 None 0.01 0.0017 0.0512
364.0 -7261 639 7900 11.36 0 1 1 0.0 0.0 0.0000 0.0375
365.0 -400132 9389 409521 42.62 -1106 27 1133 40.96 0.0 0.0187 1.9430
366.0 -5541 3500 9041 1.58 -2 0 2 None 0.0 0.0000 0.0429
367.0 -5412 1271 6683 4.26 -20 0 20 None 0.0 0.0003 0.0317
368.0 -15014 300 15314 50.05 -17 0 17 None 0.0 0.0003 0.0727
369.0 -8560 163 8723 52.52 -47 0 47 None 0.01 0.0008 0.0414
370.0 -445219 15394 460613 28.92 -5463 165 5628 33.11 0.01 0.0927 2.1854
371.0 -9759 290 10049 33.65 -1 0 1 None 0.0 0.0000 0.0477
372.0 -6727 102 6829 65.95 -41 0 41 None 0.01 0.0007 0.0324
373.0 -12576 1130 13706 11.13 -54 0 54 None 0.0 0.0009 0.0650
374.0 -14430 3728 18158 3.87 -1597 7 1604 228.14 0.09 0.0264 0.0862
375.0 -426749 27074 453823 15.76 -5118 161 5279 31.79 0.01 0.0870 2.1532
376.0 -25275 6479 31754 3.9 -55 5 60 11.0 0.0 0.0010 0.1507
377.0 -43679 417 44096 104.75 -134 8 142 16.75 0.0 0.0023 0.2092
378.0 -19322 6028 25350 3.21 -65 9 74 7.22 0.0 0.0012 0.1203
379.0 -15828 777 16605 20.37 -4 11 15 0.36 0.0 0.0002 0.0788
380.0 -541871 26600 568471 20.37 -3389 105 3494 32.28 0.01 0.0576 2.6971
381.0 -17741 4783 22524 3.71 -43 9 52 4.78 0.0 0.0009 0.1069
382.0 -87777 4342 92119 20.22 -362 12 374 30.17 0.0 0.0062 0.4371
383.0 -20247 5522 25769 3.67 -19 10 29 1.9 0.0 0.0005 0.1223
384.0 -14610 1657 16267 8.82 -3552 10 3562 355.2 0.22 0.0587 0.0772
385.0 -315298 36201 351499 8.71 -1080 70 1150 15.43 0.0 0.0189 1.6677
386.0 -24380 4381 28761 5.56 -86 7 93 12.29 0.0 0.0015 0.1365
387.0 -32531 3080 35611 10.56 -128 4 132 32.0 0.0 0.0022 0.1690
388.0 -23685 5747 29432 4.12 -135 5 140 27.0 0.0 0.0023 0.1396
389.0 -17516 4618 22134 3.79 -574 3 577 191.33 0.03 0.0095 0.1050
390.0 -387131 42565 429696 9.1 -2389 94 2483 25.41 0.01 0.0409 2.0387
391.0 -28756 6329 35085 4.54 -636 5 641 127.2 0.02 0.0106 0.1665
392.0 -46419 8375 54794 5.54 -267 5 272 53.4 0.0 0.0045 0.2600
393.0 -41771 8954 50725 4.67 -5022 181 5203 27.75 0.1 0.0857 0.2407
394.0 -19428 9760 29188 1.99 -401 33 434 12.15 0.01 0.0072 0.1385
395.0 -365827 45400 411227 8.06 -1888 220 2108 8.58 0.01 0.0347 1.9511
396.0 -23371 15824 39195 1.48 -698 28 726 24.93 0.02 0.0120 0.1860
397.0 -45052 11089 56141 4.06 -767 35 802 21.91 0.01 0.0132 0.2664
398.0 -42644 6972 49616 6.12 -1649 11 1660 149.91 0.03 0.0274 0.2354
399.0 -54440 5857 60297 9.29 -375 17 392 22.06 0.01 0.0065 0.2861
400.0 -658042 86758 744800 7.58 -22681 1496 24177 15.16 0.03 0.3983 3.5337
401.0 -14921 7652 22573 1.95 -1394 10 1404 139.4 0.06 0.0231 0.1071
402.0 -42176 12183 54359 3.46 -537 19 556 28.26 0.01 0.0092 0.2579
403.0 -18373 7811 26184 2.35 -968 11 979 88.0 0.04 0.0161 0.1242
404.0 -23084 9698 32782 2.38 -1185 13 1198 91.15 0.04 0.0197 0.1555
405.0 -291737 56780 348517 5.14 -9573 584 10157 16.39 0.03 0.1673 1.6536
406.0 -60679 14564 75243 4.17 -466 50 516 9.32 0.01 0.0085 0.3570
407.0 -40313 12994 53307 3.1 -680 9 689 75.56 0.01 0.0114 0.2529
408.0 -82859 18782 101641 4.41 -4074 14 4088 291.0 0.04 0.0674 0.4822
409.0 -58176 19593 77769 2.97 -29374 7 29381 4196.29 0.38 0.4841 0.3690
410.0 -449094 172690 621784 2.6 -6312 662 6974 9.53 0.01 0.1149 2.9501
411.0 -25820 15533 41353 1.66 -600 394 994 1.52 0.02 0.0164 0.1962
412.0 -57133 20243 77376 2.82 -2184 40 2224 54.6 0.03 0.0366 0.3671
413.0 -61870 11362 73232 5.45 -577 341 918 1.69 0.01 0.0151 0.3475
414.0 -55091 15481 70572 3.56 -3222 45 3267 71.6 0.05 0.0538 0.3348
415.0 -367470 98080 465550 3.75 -9254 3743 12997 2.47 0.03 0.2141 2.2088
416.0 -64357 16756 81113 3.84 -2809 106 2915 26.5 0.04 0.0480 0.3848
417.0 -67962 17584 85546 3.86 -851 43 894 19.79 0.01 0.0147 0.4059
418.0 -146049 25131 171180 5.81 -7216 50 7266 144.32 0.04 0.1197 0.8122
419.0 -45155 19591 64746 2.3 -2206 34 2240 64.88 0.03 0.0369 0.3072
420.0 -561491 238776 800267 2.35 -22639 1019 23658 22.22 0.03 0.3898 3.7969
421.0 -65717 16096 81813 4.08 -1800 86 1886 20.93 0.02 0.0311 0.3882
422.0 -85352 28803 114155 2.96 -2920 158 3078 18.48 0.03 0.0507 0.5416
422.5 -1778 34 1812 52.29 -31 1 32 31.0 0.02 0.0005 0.0086
423.0 -48986 17857 66843 2.74 -1409 33 1442 42.7 0.02 0.0238 0.3171
424.0 -46449 15029 61478 3.09 -10587 87 10674 121.69 0.17 0.1759 0.2917
425.0 -387938 126379 514317 3.07 -19200 1005 20205 19.1 0.04 0.3329 2.4402
426.0 -64312 18577 82889 3.46 -8388 214 8602 39.2 0.1 0.1417 0.3933
427.0 -99916 20224 120140 4.94 -5022 94 5116 53.43 0.04 0.0843 0.5700
427.5 -2865 1193 4058 2.4 -250 5 255 50.0 0.06 0.0042 0.0193
428.0 -114080 35419 149499 3.22 -4873 174 5047 28.01 0.03 0.0832 0.7093
429.0 -47696 21580 69276 2.21 -4270 177 4447 24.12 0.06 0.0733 0.3287
430.0 -443335 271841 715176 1.63 -47350 1226 48576 38.62 0.07 0.8003 3.3932
431.0 -52379 19323 71702 2.71 -4688 259 4947 18.1 0.07 0.0815 0.3402
432.0 -78413 48675 127088 1.61 -8406 670 9076 12.55 0.07 0.1495 0.6030
432.5 -2214 685 2899 3.23 -184 4 188 46.0 0.06 0.0031 0.0138
433.0 -53938 22215 76153 2.43 -3788 244 4032 15.52 0.05 0.0664 0.3613
434.0 -75143 48666 123809 1.54 -6344 222 6566 28.58 0.05 0.1082 0.5874
435.0 -302988 189622 492610 1.6 -55178 1405 56583 39.27 0.11 0.9323 2.3372
436.0 -63964 47535 111499 1.35 -12905 835 13740 15.46 0.12 0.2264 0.5290
437.0 -51881 36089 87970 1.44 -7470 1921 9391 3.89 0.11 0.1547 0.4174
437.5 -2961 2080 5041 1.42 -420 4 424 105.0 0.08 0.0070 0.0239
438.0 -87697 60016 147713 1.46 -16672 2702 19374 6.17 0.13 0.3192 0.7008
439.0 -149692 44017 193709 3.4 -18183 812 18995 22.39 0.1 0.3130 0.9191
440.0 -334333 245647 579980 1.36 -116729 20264 136993 5.76 0.24 2.2571 2.7517
441.0 -62707 40403 103110 1.55 -31210 1748 32958 17.85 0.32 0.5430 0.4892
442.0 -67921 56981 124902 1.19 -27434 7203 34637 3.81 0.28 0.5707 0.5926
442.5 -1266 2448 3714 0.52 -256 80 336 3.2 0.09 0.0055 0.0176
443.0 -58259 33000 91259 1.77 -32085 2388 34473 13.44 0.38 0.5680 0.4330
444.0 -80325 54913 135238 1.46 -50325 5806 56131 8.67 0.42 0.9248 0.6416
445.0 -217895 222933 440828 0.98 -113462 21464 134926 5.29 0.31 2.2230 2.0915
446.0 -84312 60921 145233 1.38 -91419 8850 100269 10.33 0.69 1.6520 0.6891
447.0 -69297 46147 115444 1.5 -149595 20131 169726 7.43 1.47 2.7964 0.5477
447.5 -3240 8603 11843 0.38 -2697 2997 5694 0.9 0.48 0.0938 0.0562
448.0 -80718 73129 153847 1.1 -307778 58414 366192 5.27 2.38 6.0333 0.7299
449.0 -68143 61104 129247 1.12 -484013 194386 678399 2.49 5.25 11.1772 0.6132
450.0 -172294 313774 486068 0.55 -773124 635226 1408350 1.22 2.9 23.2038 2.3062
451.0 -32216 100856 133072 0.32 -391646 641782 1033428 0.61 7.77 17.0267 0.6314
452.0 -31057 99504 130561 0.31 -132286 393229 525515 0.34 4.03 8.6583 0.6195
452.5 -11 122 133 0.09 -30 18 48 1.67 0.36 0.0008 0.0006
453.0 -11399 54038 65437 0.21 -41875 214616 256491 0.2 3.92 4.2259 0.3105
454.0 -10989 76183 87172 0.14 -15988 88918 104906 0.18 1.2 1.7284 0.4136
455.0 -49068 248308 297376 0.2 -30311 111537 141848 0.27 0.48 2.3371 1.4109
456.0 -9652 77658 87310 0.12 -3658 43724 47382 0.08 0.54 0.7807 0.4142
457.0 -2056 50365 52421 0.04 -2166 29737 31903 0.07 0.61 0.5256 0.2487
457.5 -11 14 25 0.79 -8 183 191 0.04 7.64 0.0031 0.0001
458.0 -2695 60430 63125 0.04 -1551 30753 32304 0.05 0.51 0.5322 0.2995
459.0 -572 24262 24834 0.02 -2575 17708 20283 0.15 0.82 0.3342 0.1178
460.0 -39438 333113 372551 0.12 -15510 78327 93837 0.2 0.25 1.5460 1.7676
461.0 -87 15410 15497 0.01 -91 8834 8925 0.01 0.58 0.1470 0.0735
462.0 -3283 40836 44119 0.08 -457 13550 14007 0.03 0.32 0.2308 0.2093
463.0 -219 5323 5542 0.04 -32 2639 2671 0.01 0.48 0.0440 0.0263
464.0 -2026 27537 29563 0.07 -46 5631 5677 0.01 0.19 0.0935 0.1403
465.0 -9038 96290 105328 0.09 -565 18705 19270 0.03 0.18 0.3175 0.4997
466.0 -19 27817 27836 0.0 -21 8346 8367 0.0 0.3 0.1379 0.1321
467.0 -13 4976 4989 0.0 -17 1384 1401 0.01 0.28 0.0231 0.0237
468.0 -279 18550 18829 0.02 -79 3719 3798 0.02 0.2 0.0626 0.0893
469.0 -16 2962 2978 0.01 -6 297 303 0.02 0.1 0.0050 0.0141
470.0 -6008 118423 124431 0.05 -1219 7426 8645 0.16 0.07 0.1424 0.5904
471.0 -6 6049 6055 0.0 -4 632 636 0.01 0.11 0.0105 0.0287
472.0 -6 16731 16737 0.0 -24 3192 3216 0.01 0.19 0.0530 0.0794
473.0 -13 2558 2571 0.01 -4 434 438 0.01 0.17 0.0072 0.0122
474.0 -1 8122 8123 0.0 -3 1878 1881 0.0 0.23 0.0310 0.0385
475.0 -2112 94807 96919 0.02 -1140 7230 8370 0.16 0.09 0.1379 0.4598
476.0 -1 6084 6085 0.0 -5 1191 1196 0.0 0.2 0.0197 0.0289
477.0 0 20638 20638 0.0 -2 1311 1313 0.0 0.06 0.0216 0.0979
478.0 -7 4632 4639 0.0 -12 3016 3028 0.0 0.65 0.0499 0.0220
479.0 0 311 311 0.0 -4 2877 2881 0.0 9.26 0.0475 0.0015
480.0 -771 120129 120900 0.01 -1090 7122 8212 0.15 0.07 0.1353 0.5736
481.0 -2 1556 1558 0.0 -9 46 55 0.2 0.04 0.0009 0.0074
482.0 -4 15805 15809 0.0 -12 517 529 0.02 0.03 0.0087 0.0750
483.0 -2 1675 1677 0.0 -7 1 8 7.0 0.0 0.0001 0.0080
484.0 0 729 729 0.0 -4 620 624 0.01 0.86 0.0103 0.0035
485.0 -201 54610 54811 0.0 -33 1767 1800 0.02 0.03 0.0297 0.2601
486.0 -220 322 542 0.68 -27 36 63 0.75 0.12 0.0010 0.0026
487.0 -2 2075 2077 0.0 -6 26 32 0.23 0.02 0.0005 0.0099
488.0 -1 240 241 0.0 -2 191 193 0.01 0.8 0.0032 0.0011
489.0 0 0 0 None -4 1 5 4.0 None 0.0001 0.0000
490.0 -473 100284 100757 0.0 -33 1931 1964 0.02 0.02 0.0324 0.4780
491.0 0 0 0 None -4 0 4 None None 0.0001 0.0000
492.0 0 525 525 0.0 -5 48 53 0.1 0.1 0.0009 0.0025
493.0 0 0 0 None -106 0 106 None None 0.0017 0.0000
494.0 0 4 4 0.0 -6 122 128 0.05 32.0 0.0021 0.0000
495.0 -132 39842 39974 0.0 -25 1001 1026 0.02 0.03 0.0169 0.1897
496.0 0 3 3 0.0 -9 12 21 0.75 7.0 0.0003 0.0000
497.0 0 0 0 None -8 0 8 None None 0.0001 0.0000
498.0 0 0 0 None -5 15 20 0.33 None 0.0003 0.0000
499.0 0 0 0 None -7 9 16 0.78 None 0.0003 0.0000
500.0 -616 181874 182490 0.0 -159 3905 4064 0.04 0.02 0.0670 0.8658
501.0 0 0 0 None 0 9 9 0.0 None 0.0001 0.0000
505.0 -85 56496 56581 0.0 -14 399 413 0.04 0.01 0.0068 0.2685
510.0 -44 48913 48957 0.0 -15 965 980 0.02 0.02 0.0161 0.2323
515.0 -17 46032 46049 0.0 -8 1059 1067 0.01 0.02 0.0176 0.2185
520.0 -8 90020 90028 0.0 0 2927 2927 0.0 0.03 0.0482 0.4271
525.0 -45 32919 32964 0.0 -76 1260 1336 0.06 0.04 0.0220 0.1564
530.0 -8 36872 36880 0.0 -5 383 388 0.01 0.01 0.0064 0.1750
535.0 -3 30974 30977 0.0 0 107 107 0.0 0.0 0.0018 0.1470
540.0 -1 43996 43997 0.0 0 343 343 0.0 0.01 0.0057 0.2087
545.0 -1 41931 41932 0.0 -1 80 81 0.01 0.0 0.0013 0.1989
550.0 -8 60428 60436 0.0 -2 3998 4000 0.0 0.07 0.0659 0.2867
555.0 -2 29008 29010 0.0 -1 2504 2505 0.0 0.09 0.0413 0.1376
560.0 -1 36776 36777 0.0 0 2350 2350 0.0 0.06 0.0387 0.1745
565.0 0 30239 30239 0.0 -1 2135 2136 0.0 0.07 0.0352 0.1435
570.0 -1 20499 20500 0.0 0 1982 1982 0.0 0.1 0.0327 0.0973
575.0 -15 15363 15378 0.0 -27 8 35 3.38 0.0 0.0006 0.0730
580.0 -1 12842 12843 0.0 0 17 17 0.0 0.0 0.0003 0.0609
585.0 0 7698 7698 0.0 0 111 111 0.0 0.01 0.0018 0.0365
590.0 -2 6618 6620 0.0 0 171 171 0.0 0.03 0.0028 0.0314
595.0 0 5176 5176 0.0 0 42 42 0.0 0.01 0.0007 0.0246
600.0 -6 43148 43154 0.0 -7 1549 1556 0.0 0.04 0.0256 0.2047
605.0 0 4015 4015 0.0 0 557 557 0.0 0.14 0.0092 0.0190
610.0 0 4028 4028 0.0 0 2 2 0.0 0.0 0.0000 0.0191
615.0 0 2172 2172 0.0 0 0 0 None 0.0 0.0000 0.0103
620.0 0 3630 3630 0.0 -1 5 6 0.2 0.0 0.0001 0.0172
625.0 0 1917 1917 0.0 0 0 0 None 0.0 0.0000 0.0091
630.0 0 9507 9507 0.0 0 208 208 0.0 0.02 0.0034 0.0451
635.0 0 2459 2459 0.0 0 0 0 None 0.0 0.0000 0.0117
640.0 0 879 879 0.0 -1 0 1 None 0.0 0.0000 0.0042
645.0 0 3264 3264 0.0 0 0 0 None 0.0 0.0000 0.0155
650.0 -4 10765 10769 0.0 -1 85 86 0.01 0.01 0.0014 0.0511
655.0 0 2837 2837 0.0 0 209 209 0.0 0.07 0.0034 0.0135
660.0 0 36786 36786 0.0 0 215 215 0.0 0.01 0.0035 0.1745
665.0 0 8056 8056 0.0 0 212 212 0.0 0.03 0.0035 0.0382
670.0 0 2477 2477 0.0 -3 200 203 0.02 0.08 0.0033 0.0118
675.0 0 806 806 0.0 0 0 0 None 0.0 0.0000 0.0038
680.0 0 3135 3135 0.0 0 5 5 0.0 0.0 0.0001 0.0149
685.0 0 2496 2496 0.0 0 50 50 0.0 0.02 0.0008 0.0118
690.0 0 1986 1986 0.0 0 0 0 None 0.0 0.0000 0.0094
695.0 0 1848 1848 0.0 0 0 0 None 0.0 0.0000 0.0088
700.0 -110 21534 21644 0.01 -552 10 562 55.2 0.03 0.0093 0.1027
705.0 0 393 393 0.0 0 0 0 None 0.0 0.0000 0.0019
710.0 0 1487 1487 0.0 0 1 1 0.0 0.0 0.0000 0.0071
715.0 0 930 930 0.0 0 14 14 0.0 0.02 0.0002 0.0044
720.0 -91 100559 100650 0.0 -524 56 580 9.36 0.01 0.0096 0.4775

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@@ -0,0 +1,35 @@
Puts OI Calls OI Total OI OI Ratio Puts OTM Calls OTM Puts ITM Calls ITM OTM Ratio ITM Percent Puts Volume Calls Volume Total Volume Volume Ratio Vol-OI Ratio
Expiration
2023-07-17 301376 188708 490084 1.6 284377 118059 16999 70649 2.41 17.88 1381315 1306657 2687972 1.06 5.48
2023-07-18 110268 69552 179820 1.59 103870 42657 6398 26895 2.44 18.51 552534 502664 1055198 1.1 5.87
2023-07-19 173694 102720 276414 1.69 170286 39816 3408 62904 4.28 23.99 172323 163634 335957 1.05 1.22
2023-07-20 42921 70800 113721 0.61 40338 53877 2583 16923 0.75 17.15 74490 86272 160762 0.86 1.41
2023-07-21 3070650 1132432 4203082 2.71 3059612 308005 11038 824427 9.93 19.88 367626 236575 604201 1.55 0.14
2023-07-24 42588 25044 67632 1.7 40592 11307 1996 13737 3.59 23.26 62988 58186 121174 1.08 1.79
2023-07-25 29483 31313 60796 0.94 24293 23162 5190 8151 1.05 21.94 14062 21017 35079 0.67 0.58
2023-07-26 36547 40401 76948 0.9 31739 16435 4808 23966 1.93 37.39 24530 25208 49738 0.97 0.65
2023-07-27 10699 15653 26352 0.68 6883 11025 3816 4628 0.62 32.04 16213 19765 35978 0.82 1.37
2023-07-28 790850 320892 1111742 2.46 785459 163358 5391 157534 4.81 14.65 101387 58472 159859 1.73 0.14
2023-07-31 0 0 0 None 0 0 0 0 None None 5656 6835 12491 0.83 None
2023-08-04 408042 148581 556623 2.75 401596 88596 6446 59985 4.53 11.93 36458 32442 68900 1.12 0.12
2023-08-11 329680 94401 424081 3.49 323099 47247 6581 47154 6.84 12.67 26292 30589 56881 0.86 0.13
2023-08-18 2263599 884773 3148372 2.56 2245869 263376 17730 621397 8.53 20.3 183762 119502 303264 1.54 0.1
2023-08-25 246717 51089 297806 4.83 243157 22531 3560 28558 10.79 10.78 26513 17499 44012 1.52 0.15
2023-09-01 6555 8098 14653 0.81 6155 7037 400 1061 0.87 9.97 13229 5473 18702 2.42 1.28
2023-09-15 2281134 927430 3208564 2.46 2258059 328089 23075 599341 6.88 19.4 83303 35196 118499 2.37 0.04
2023-09-29 409488 200276 609764 2.04 403431 100379 6057 99897 4.02 17.38 22577 5403 27980 4.18 0.05
2023-10-20 671695 261764 933459 2.57 667198 135095 4497 126669 4.94 14.05 36668 11914 48582 3.08 0.05
2023-11-17 193882 69423 263305 2.79 184229 39553 9653 29870 4.66 15.01 10654 2705 13359 3.94 0.05
2023-12-15 1033916 714777 1748693 1.45 1020299 466896 13617 247881 2.19 14.95 5836 8692 14528 0.67 0.01
2023-12-29 172033 67516 239549 2.55 169105 37532 2928 29984 4.51 13.74 1786 897 2683 1.99 0.01
2024-01-19 659848 389330 1049178 1.69 645240 192669 14608 196661 3.35 20.14 13683 8050 21733 1.7 0.02
2024-03-15 189970 121642 311612 1.56 188050 70027 1920 51615 2.69 17.18 6119 1009 7128 6.06 0.02
2024-03-28 58358 39532 97890 1.48 54342 21805 4016 17727 2.49 22.21 986 273 1259 3.61 0.01
2024-06-21 303618 263316 566934 1.15 284632 124326 18986 138990 2.29 27.86 29185 4011 33196 7.28 0.06
2024-06-28 24194 15495 39689 1.56 20856 14015 3338 1480 1.49 12.14 568 494 1062 1.15 0.03
2024-09-20 36149 15696 51845 2.3 33569 13816 2580 1880 2.43 8.6 342 792 1134 0.43 0.02
2024-12-20 342303 386242 728545 0.89 335535 283124 6768 103118 1.19 15.08 7508 11832 19340 0.63 0.03
2025-01-17 48520 33452 81972 1.45 46618 22607 1902 10845 2.06 15.55 787 654 1441 1.2 0.02
2025-03-21 10305 6010 16315 1.71 9916 4533 389 1477 2.19 11.44 818 8 826 102.25 0.05
2025-06-20 8238 5132 13370 1.61 7211 1899 1027 3233 3.8 31.86 14 38 52 0.37 0.0
2025-12-19 34164 33857 68021 1.01 30694 13643 3470 20214 2.25 34.82 2878 3621 6499 0.79 0.1

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@@ -0,0 +1,290 @@
Expiration Strike Type DTE IV OI Volume
0 2023-07-27 410.0 put 10 0.2647 13 2
1 2023-07-27 415.0 put 10 0.2388 3 75
2 2023-07-27 420.0 put 10 0.2148 60 59
3 2023-07-27 421.0 put 10 0.2112 152 155
4 2023-07-27 422.0 put 10 0.2049 12 1
5 2023-07-27 423.0 put 10 0.2010 15 15
6 2023-07-27 424.0 put 10 0.1948 1 77
7 2023-07-27 425.0 put 10 0.1907 1 1
8 2023-07-27 427.0 put 10 0.1820 2 7
9 2023-07-27 428.0 put 10 0.1772 43 50
10 2023-07-27 430.0 put 10 0.1688 310 56
11 2023-07-27 432.0 put 10 0.1597 48 22
12 2023-07-27 433.0 put 10 0.1564 16 52
13 2023-07-27 434.0 put 10 0.1530 22 26
14 2023-07-27 435.0 put 10 0.1487 72 27
15 2023-07-27 436.0 put 10 0.1453 146 2234
16 2023-07-27 437.0 put 10 0.1420 61 67
17 2023-07-27 438.0 put 10 0.1385 71 60
18 2023-07-27 439.0 put 10 0.1354 601 148
19 2023-07-27 440.0 put 10 0.1325 174 345
20 2023-07-27 441.0 put 10 0.1298 75 2605
21 2023-07-27 442.0 put 10 0.1273 275 406
22 2023-07-27 443.0 put 10 0.1250 621 978
23 2023-07-27 444.0 put 10 0.1228 252 348
24 2023-07-27 445.0 put 10 0.1209 508 1103
25 2023-07-27 446.0 put 10 0.1192 524 289
26 2023-07-27 447.0 put 10 0.1176 406 320
27 2023-07-27 448.0 put 10 0.1163 573 1172
28 2023-07-27 449.0 put 10 0.1152 954 963
29 2023-07-27 450.0 put 10 0.1143 653 2378
30 2023-07-27 451.0 call 10 0.1136 2277 1129
31 2023-07-27 452.0 call 10 0.1128 3004 861
32 2023-07-27 453.0 call 10 0.1122 1827 760
33 2023-07-27 454.0 call 10 0.1119 709 488
34 2023-07-27 455.0 call 10 0.1116 808 804
35 2023-07-27 456.0 call 10 0.1114 529 731
36 2023-07-27 457.0 call 10 0.1115 283 531
37 2023-07-27 458.0 call 10 0.1114 529 973
38 2023-07-27 459.0 call 10 0.1115 68 512
39 2023-07-27 460.0 call 10 0.1118 590 1930
40 2023-07-27 461.0 call 10 0.1118 30 282
41 2023-07-27 462.0 call 10 0.1125 24 199
42 2023-07-27 463.0 call 10 0.1125 3 214
43 2023-07-27 464.0 call 10 0.1127 22 420
44 2023-07-27 465.0 call 10 0.1135 11 2278
45 2023-07-27 466.0 call 10 0.1131 16 2859
46 2023-07-27 467.0 call 10 0.1143 16 449
47 2023-07-27 468.0 call 10 0.1140 100 102
48 2023-07-27 469.0 call 10 0.1148 25 3
49 2023-07-27 470.0 call 10 0.1171 20 115
50 2023-07-27 472.0 call 10 0.1196 102 10
51 2023-07-27 480.0 call 10 0.1433 26 1
52 2023-07-28 400.0 put 11 0.3044 5853 238
53 2023-07-28 401.0 put 11 0.2988 1476 52
54 2023-07-28 402.0 put 11 0.2933 641 96
55 2023-07-28 403.0 put 11 0.2878 645 8
56 2023-07-28 404.0 put 11 0.2864 748 53
57 2023-07-28 405.0 put 11 0.2808 4607 4252
58 2023-07-28 406.0 put 11 0.2752 1579 5
59 2023-07-28 407.0 put 11 0.2696 1324 26
60 2023-07-28 408.0 put 11 0.2677 1455 10
61 2023-07-28 409.0 put 11 0.2620 2453 1846
62 2023-07-28 410.0 put 11 0.2597 9122 138
63 2023-07-28 411.0 put 11 0.2540 938 57
64 2023-07-28 412.0 put 11 0.2483 7117 8
65 2023-07-28 413.0 put 11 0.2426 1706 31
66 2023-07-28 414.0 put 11 0.2398 9682 65
67 2023-07-28 415.0 put 11 0.2340 7310 353
68 2023-07-28 416.0 put 11 0.2309 1621 118
69 2023-07-28 417.0 put 11 0.2251 2159 60
70 2023-07-28 418.0 put 11 0.2193 1740 50
71 2023-07-28 419.0 put 11 0.2158 1426 65
72 2023-07-28 420.0 put 11 0.2122 13546 2287
73 2023-07-28 421.0 put 11 0.2062 3044 216
74 2023-07-28 422.0 put 11 0.2023 4285 154
75 2023-07-28 423.0 put 11 0.1983 2861 247
76 2023-07-28 424.0 put 11 0.1941 4123 204
77 2023-07-28 425.0 put 11 0.1897 21106 503
78 2023-07-28 426.0 put 11 0.1852 6410 253
79 2023-07-28 427.0 put 11 0.1805 8275 1794
80 2023-07-28 428.0 put 11 0.1758 6123 75
81 2023-07-28 429.0 put 11 0.1722 7100 163
82 2023-07-28 430.0 put 11 0.1683 25960 4031
83 2023-07-28 431.0 put 11 0.1642 7400 241
84 2023-07-28 432.0 put 11 0.1610 6176 114
85 2023-07-28 433.0 put 11 0.1563 3992 389
86 2023-07-28 434.0 put 11 0.1531 11982 305
87 2023-07-28 435.0 put 11 0.1498 16511 916
88 2023-07-28 436.0 put 11 0.1465 5261 4225
89 2023-07-28 437.0 put 11 0.1430 8568 860
90 2023-07-28 438.0 put 11 0.1402 11163 1618
91 2023-07-28 439.0 put 11 0.1369 6756 725
92 2023-07-28 440.0 put 11 0.1343 17105 8808
93 2023-07-28 441.0 put 11 0.1317 7636 2107
94 2023-07-28 442.0 put 11 0.1292 5449 2067
95 2023-07-28 443.0 put 11 0.1269 6337 2989
96 2023-07-28 444.0 put 11 0.1247 6637 4211
97 2023-07-28 445.0 put 11 0.1228 9250 7775
98 2023-07-28 446.0 put 11 0.1210 7382 3149
99 2023-07-28 447.0 put 11 0.1194 3656 2705
100 2023-07-28 448.0 put 11 0.1181 3700 8076
101 2023-07-28 449.0 put 11 0.1167 2089 4701
102 2023-07-28 450.0 put 11 0.1157 4970 11345
103 2023-07-28 451.0 call 11 0.1150 44743 9151
104 2023-07-28 452.0 call 11 0.1141 3926 4982
105 2023-07-28 453.0 call 11 0.1134 3249 2574
106 2023-07-28 454.0 call 11 0.1129 5647 2453
107 2023-07-28 455.0 call 11 0.1127 8194 7236
108 2023-07-28 456.0 call 11 0.1125 2486 2313
109 2023-07-28 457.0 call 11 0.1125 2379 1325
110 2023-07-28 458.0 call 11 0.1126 14137 1451
111 2023-07-28 459.0 call 11 0.1128 1247 1288
112 2023-07-28 460.0 call 11 0.1128 32530 3413
113 2023-07-28 461.0 call 11 0.1132 899 1214
114 2023-07-28 462.0 call 11 0.1134 3649 540
115 2023-07-28 463.0 call 11 0.1137 591 522
116 2023-07-28 464.0 call 11 0.1141 3366 318
117 2023-07-28 465.0 call 11 0.1142 2498 717
118 2023-07-28 466.0 call 11 0.1150 4604 284
119 2023-07-28 468.0 call 11 0.1155 1545 92
120 2023-07-28 470.0 call 11 0.1164 3123 576
121 2023-07-28 472.0 call 11 0.1210 836 383
122 2023-07-28 474.0 call 11 0.1230 580 79
123 2023-07-28 475.0 call 11 0.1275 1269 32
124 2023-07-28 476.0 call 11 0.1268 571 26
125 2023-07-28 478.0 call 11 0.1355 590 6
126 2023-07-28 480.0 call 11 0.1362 3211 280
127 2023-07-28 482.0 call 11 0.1444 100 4
128 2023-07-28 485.0 call 11 0.1564 1712 2
129 2023-07-28 490.0 call 11 0.1591 2047 100
130 2023-07-28 495.0 call 11 0.1770 659 2
131 2023-08-04 400.0 put 18 0.2578 3112 67
132 2023-08-04 402.0 put 18 0.2510 1256 24
133 2023-08-04 404.0 put 18 0.2440 371 67
134 2023-08-04 405.0 put 18 0.2394 1352 55
135 2023-08-04 406.0 put 18 0.2368 3340 57
136 2023-08-04 408.0 put 18 0.2295 7053 34
137 2023-08-04 409.0 put 18 0.2248 961 78
138 2023-08-04 410.0 put 18 0.2219 3907 70
139 2023-08-04 411.0 put 18 0.2189 733 19
140 2023-08-04 412.0 put 18 0.2142 1426 18
141 2023-08-04 413.0 put 18 0.2111 1690 41
142 2023-08-04 414.0 put 18 0.2078 1595 52
143 2023-08-04 415.0 put 18 0.2044 23005 403
144 2023-08-04 416.0 put 18 0.2010 495 57
145 2023-08-04 417.0 put 18 0.1975 1335 155
146 2023-08-04 418.0 put 18 0.1940 1582 127
147 2023-08-04 419.0 put 18 0.1915 4276 292
148 2023-08-04 420.0 put 18 0.1877 10012 382
149 2023-08-04 421.0 put 18 0.1849 750 75
150 2023-08-04 422.0 put 18 0.1821 1683 69
151 2023-08-04 422.5 put 18 0.1804 1388 10
152 2023-08-04 423.0 put 18 0.1779 2142 22
153 2023-08-04 424.0 put 18 0.1757 1036 240
154 2023-08-04 425.0 put 18 0.1723 4039 555
155 2023-08-04 426.0 put 18 0.1687 1584 104
156 2023-08-04 427.0 put 18 0.1658 931 127
157 2023-08-04 427.5 put 18 0.1644 2647 244
158 2023-08-04 428.0 put 18 0.1627 9134 56
159 2023-08-04 429.0 put 18 0.1594 687 392
160 2023-08-04 430.0 put 18 0.1567 7465 699
161 2023-08-04 431.0 put 18 0.1536 1504 203
162 2023-08-04 432.0 put 18 0.1510 2112 91
163 2023-08-04 432.5 put 18 0.1498 1564 179
164 2023-08-04 433.0 put 18 0.1481 2841 199
165 2023-08-04 434.0 put 18 0.1454 2704 126
166 2023-08-04 435.0 put 18 0.1429 23298 665
167 2023-08-04 436.0 put 18 0.1402 3262 200
168 2023-08-04 437.0 put 18 0.1378 5666 275
169 2023-08-04 437.5 put 18 0.1364 1971 156
170 2023-08-04 438.0 put 18 0.1353 1672 511
171 2023-08-04 439.0 put 18 0.1328 2538 175
172 2023-08-04 440.0 put 18 0.1306 5225 1906
173 2023-08-04 441.0 put 18 0.1284 1350 624
174 2023-08-04 442.0 put 18 0.1262 2817 1301
175 2023-08-04 442.5 put 18 0.1254 860 128
176 2023-08-04 443.0 put 18 0.1243 10092 312
177 2023-08-04 444.0 put 18 0.1224 4006 744
178 2023-08-04 445.0 put 18 0.1207 2989 2025
179 2023-08-04 446.0 put 18 0.1190 3365 1011
180 2023-08-04 447.0 put 18 0.1174 1789 549
181 2023-08-04 447.5 put 18 0.1166 1989 1559
182 2023-08-04 448.0 put 18 0.1161 2628 2904
183 2023-08-04 449.0 put 18 0.1147 1440 1829
184 2023-08-04 450.0 put 18 0.1135 6032 4034
185 2023-08-04 451.0 call 18 0.1128 1858 2544
186 2023-08-04 452.0 call 18 0.1115 2497 2461
187 2023-08-04 453.0 call 18 0.1108 2608 1794
188 2023-08-04 454.0 call 18 0.1098 1880 866
189 2023-08-04 455.0 call 18 0.1091 3035 2647
190 2023-08-04 456.0 call 18 0.1085 2514 695
191 2023-08-04 457.0 call 18 0.1081 1896 490
192 2023-08-04 458.0 call 18 0.1077 1510 549
193 2023-08-04 459.0 call 18 0.1074 487 743
194 2023-08-04 460.0 call 18 0.1074 3268 3199
195 2023-08-04 462.0 call 18 0.1072 6184 661
196 2023-08-04 464.0 call 18 0.1072 1121 266
197 2023-08-04 465.0 call 18 0.1076 1423 902
198 2023-08-04 466.0 call 18 0.1077 2822 363
199 2023-08-04 468.0 call 18 0.1078 427 97
200 2023-08-04 470.0 call 18 0.1082 8376 204
201 2023-08-04 472.0 call 18 0.1093 418 144
202 2023-08-04 474.0 call 18 0.1105 661 7
203 2023-08-04 475.0 call 18 0.1108 20283 357
204 2023-08-04 476.0 call 18 0.1126 380 140
205 2023-08-04 478.0 call 18 0.1151 540 82
206 2023-08-04 480.0 call 18 0.1194 620 100
207 2023-08-04 482.0 call 18 0.1226 38 6
208 2023-08-04 485.0 call 18 0.1276 956 23
209 2023-08-04 488.0 call 18 0.1301 151 150
210 2023-08-04 490.0 call 18 0.1363 20446 23
211 2023-08-04 495.0 call 18 0.1514 973 31
212 2023-08-04 500.0 call 18 0.1506 344 56
213 2023-08-11 400.0 put 25 0.2370 13216 58
214 2023-08-11 405.0 put 25 0.2221 1698 89
215 2023-08-11 410.0 put 25 0.2072 785 113
216 2023-08-11 412.0 put 25 0.2017 316 32
217 2023-08-11 413.0 put 25 0.1985 269 10
218 2023-08-11 414.0 put 25 0.1961 1083 16
219 2023-08-11 415.0 put 25 0.1937 4713 76
220 2023-08-11 416.0 put 25 0.1909 604 3
221 2023-08-11 417.0 put 25 0.1882 515 19
222 2023-08-11 418.0 put 25 0.1854 673 13
223 2023-08-11 419.0 put 25 0.1825 1419 61
224 2023-08-11 420.0 put 25 0.1793 7743 124
225 2023-08-11 421.0 put 25 0.1770 308 14
226 2023-08-11 422.0 put 25 0.1745 883 48
227 2023-08-11 422.5 put 25 0.1727 390 21
228 2023-08-11 423.0 put 25 0.1718 606 45
229 2023-08-11 424.0 put 25 0.1689 3518 54
230 2023-08-11 425.0 put 25 0.1665 4278 132
231 2023-08-11 426.0 put 25 0.1639 803 26
232 2023-08-11 427.0 put 25 0.1611 784 119
233 2023-08-11 427.5 put 25 0.1598 218 6
234 2023-08-11 428.0 put 25 0.1587 779 76
235 2023-08-11 429.0 put 25 0.1563 986 1159
236 2023-08-11 430.0 put 25 0.1536 4250 1691
237 2023-08-11 431.0 put 25 0.1511 3233 471
238 2023-08-11 432.0 put 25 0.1486 637 291
239 2023-08-11 432.5 put 25 0.1476 650 5
240 2023-08-11 433.0 put 25 0.1463 551 298
241 2023-08-11 434.0 put 25 0.1442 1599 120
242 2023-08-11 435.0 put 25 0.1418 2164 1438
243 2023-08-11 436.0 put 25 0.1398 886 321
244 2023-08-11 437.0 put 25 0.1375 599 79
245 2023-08-11 437.5 put 25 0.1365 822 234
246 2023-08-11 438.0 put 25 0.1354 1106 143
247 2023-08-11 439.0 put 25 0.1333 2738 1651
248 2023-08-11 440.0 put 25 0.1312 2076 1415
249 2023-08-11 441.0 put 25 0.1293 1361 284
250 2023-08-11 442.0 put 25 0.1274 985 314
251 2023-08-11 442.5 put 25 0.1264 349 124
252 2023-08-11 443.0 put 25 0.1253 1430 364
253 2023-08-11 444.0 put 25 0.1236 1719 1539
254 2023-08-11 445.0 put 25 0.1220 3127 1084
255 2023-08-11 446.0 put 25 0.1204 2943 1059
256 2023-08-11 447.0 put 25 0.1188 1331 1265
257 2023-08-11 447.5 put 25 0.1180 1136 1062
258 2023-08-11 448.0 put 25 0.1173 1611 1466
259 2023-08-11 449.0 put 25 0.1160 1406 853
260 2023-08-11 450.0 put 25 0.1146 1403 2464
261 2023-08-11 451.0 call 25 0.1136 3077 1631
262 2023-08-11 452.0 call 25 0.1124 4778 1111
263 2023-08-11 453.0 call 25 0.1112 5583 1018
264 2023-08-11 454.0 call 25 0.1102 5873 643
265 2023-08-11 455.0 call 25 0.1094 9332 3079
266 2023-08-11 456.0 call 25 0.1086 4158 1368
267 2023-08-11 457.0 call 25 0.1076 1881 1133
268 2023-08-11 458.0 call 25 0.1070 803 665
269 2023-08-11 459.0 call 25 0.1064 948 811
270 2023-08-11 460.0 call 25 0.1061 3066 1029
271 2023-08-11 462.0 call 25 0.1054 745 858
272 2023-08-11 464.0 call 25 0.1048 375 628
273 2023-08-11 465.0 call 25 0.1047 1543 448
274 2023-08-11 466.0 call 25 0.1045 208 237
275 2023-08-11 468.0 call 25 0.1045 65 333
276 2023-08-11 470.0 call 25 0.1047 1876 415
277 2023-08-11 472.0 call 25 0.1045 24 33
278 2023-08-11 474.0 call 25 0.1052 31 56
279 2023-08-11 475.0 call 25 0.1051 776 182
280 2023-08-11 476.0 call 25 0.1054 22 81
281 2023-08-11 478.0 call 25 0.1071 82 22
282 2023-08-11 480.0 call 25 0.1087 742 84
283 2023-08-11 482.0 call 25 0.1109 4 1
284 2023-08-11 484.0 call 25 0.1115 22 19
285 2023-08-11 485.0 call 25 0.1145 618 175
286 2023-08-11 490.0 call 25 0.1206 61 10
287 2023-08-11 495.0 call 25 0.1339 162 20
288 2023-08-11 500.0 call 25 0.1396 340 111

View File

@@ -0,0 +1,276 @@
Expiration Strike Type DTE IV OI Volume
0 2023-07-27 410.0 put 10 0.2647 13 2
1 2023-07-27 415.0 put 10 0.2388 3 75
2 2023-07-27 420.0 put 10 0.2148 60 59
3 2023-07-27 421.0 put 10 0.2112 152 155
4 2023-07-27 422.0 put 10 0.2049 12 1
5 2023-07-27 423.0 put 10 0.2010 15 15
6 2023-07-27 424.0 put 10 0.1948 1 77
7 2023-07-27 425.0 put 10 0.1907 1 1
8 2023-07-27 427.0 put 10 0.1820 2 7
9 2023-07-27 428.0 put 10 0.1772 43 50
10 2023-07-27 430.0 put 10 0.1688 310 56
11 2023-07-27 432.0 put 10 0.1597 48 22
12 2023-07-27 433.0 put 10 0.1564 16 52
13 2023-07-27 434.0 put 10 0.1530 22 26
14 2023-07-27 435.0 put 10 0.1487 72 27
15 2023-07-27 436.0 put 10 0.1453 146 2234
16 2023-07-27 437.0 put 10 0.1420 61 67
17 2023-07-27 438.0 put 10 0.1385 71 60
18 2023-07-27 439.0 put 10 0.1354 601 148
19 2023-07-27 440.0 put 10 0.1325 174 345
20 2023-07-27 441.0 put 10 0.1298 75 2605
21 2023-07-27 442.0 put 10 0.1273 275 406
22 2023-07-27 443.0 put 10 0.1250 621 978
23 2023-07-27 444.0 put 10 0.1228 252 348
24 2023-07-27 445.0 put 10 0.1209 508 1103
25 2023-07-27 446.0 put 10 0.1192 524 289
26 2023-07-27 447.0 put 10 0.1176 406 320
27 2023-07-27 448.0 put 10 0.1163 573 1172
28 2023-07-27 449.0 put 10 0.1152 954 963
29 2023-07-27 450.0 put 10 0.1143 653 2378
30 2023-07-27 451.0 call 10 0.1136 2277 1129
31 2023-07-27 452.0 call 10 0.1128 3004 861
32 2023-07-27 453.0 call 10 0.1122 1827 760
33 2023-07-27 454.0 call 10 0.1119 709 488
34 2023-07-27 455.0 call 10 0.1116 808 804
35 2023-07-27 456.0 call 10 0.1114 529 731
36 2023-07-27 457.0 call 10 0.1115 283 531
37 2023-07-27 458.0 call 10 0.1114 529 973
38 2023-07-27 459.0 call 10 0.1115 68 512
39 2023-07-27 460.0 call 10 0.1118 590 1930
40 2023-07-27 461.0 call 10 0.1118 30 282
41 2023-07-27 462.0 call 10 0.1125 24 199
42 2023-07-27 463.0 call 10 0.1125 3 214
43 2023-07-27 464.0 call 10 0.1127 22 420
44 2023-07-27 465.0 call 10 0.1135 11 2278
45 2023-07-27 466.0 call 10 0.1131 16 2859
46 2023-07-27 467.0 call 10 0.1143 16 449
47 2023-07-27 468.0 call 10 0.1140 100 102
48 2023-07-27 469.0 call 10 0.1148 25 3
49 2023-07-27 470.0 call 10 0.1171 20 115
50 2023-07-27 472.0 call 10 0.1196 102 10
51 2023-07-27 480.0 call 10 0.1433 26 1
52 2023-07-28 406.0 put 11 0.2752 1579 5
53 2023-07-28 407.0 put 11 0.2696 1324 26
54 2023-07-28 408.0 put 11 0.2677 1455 10
55 2023-07-28 409.0 put 11 0.2620 2453 1846
56 2023-07-28 410.0 put 11 0.2597 9122 138
57 2023-07-28 411.0 put 11 0.2540 938 57
58 2023-07-28 412.0 put 11 0.2483 7117 8
59 2023-07-28 413.0 put 11 0.2426 1706 31
60 2023-07-28 414.0 put 11 0.2398 9682 65
61 2023-07-28 415.0 put 11 0.2340 7310 353
62 2023-07-28 416.0 put 11 0.2309 1621 118
63 2023-07-28 417.0 put 11 0.2251 2159 60
64 2023-07-28 418.0 put 11 0.2193 1740 50
65 2023-07-28 419.0 put 11 0.2158 1426 65
66 2023-07-28 420.0 put 11 0.2122 13546 2287
67 2023-07-28 421.0 put 11 0.2062 3044 216
68 2023-07-28 422.0 put 11 0.2023 4285 154
69 2023-07-28 423.0 put 11 0.1983 2861 247
70 2023-07-28 424.0 put 11 0.1941 4123 204
71 2023-07-28 425.0 put 11 0.1897 21106 503
72 2023-07-28 426.0 put 11 0.1852 6410 253
73 2023-07-28 427.0 put 11 0.1805 8275 1794
74 2023-07-28 428.0 put 11 0.1758 6123 75
75 2023-07-28 429.0 put 11 0.1722 7100 163
76 2023-07-28 430.0 put 11 0.1683 25960 4031
77 2023-07-28 431.0 put 11 0.1642 7400 241
78 2023-07-28 432.0 put 11 0.1610 6176 114
79 2023-07-28 433.0 put 11 0.1563 3992 389
80 2023-07-28 434.0 put 11 0.1531 11982 305
81 2023-07-28 435.0 put 11 0.1498 16511 916
82 2023-07-28 436.0 put 11 0.1465 5261 4225
83 2023-07-28 437.0 put 11 0.1430 8568 860
84 2023-07-28 438.0 put 11 0.1402 11163 1618
85 2023-07-28 439.0 put 11 0.1369 6756 725
86 2023-07-28 440.0 put 11 0.1343 17105 8808
87 2023-07-28 441.0 put 11 0.1317 7636 2107
88 2023-07-28 442.0 put 11 0.1292 5449 2067
89 2023-07-28 443.0 put 11 0.1269 6337 2989
90 2023-07-28 444.0 put 11 0.1247 6637 4211
91 2023-07-28 445.0 put 11 0.1228 9250 7775
92 2023-07-28 446.0 put 11 0.1210 7382 3149
93 2023-07-28 447.0 put 11 0.1194 3656 2705
94 2023-07-28 448.0 put 11 0.1181 3700 8076
95 2023-07-28 449.0 put 11 0.1167 2089 4701
96 2023-07-28 450.0 put 11 0.1157 4970 11345
97 2023-07-28 451.0 call 11 0.1150 44743 9151
98 2023-07-28 452.0 call 11 0.1141 3926 4982
99 2023-07-28 453.0 call 11 0.1134 3249 2574
100 2023-07-28 454.0 call 11 0.1129 5647 2453
101 2023-07-28 455.0 call 11 0.1127 8194 7236
102 2023-07-28 456.0 call 11 0.1125 2486 2313
103 2023-07-28 457.0 call 11 0.1125 2379 1325
104 2023-07-28 458.0 call 11 0.1126 14137 1451
105 2023-07-28 459.0 call 11 0.1128 1247 1288
106 2023-07-28 460.0 call 11 0.1128 32530 3413
107 2023-07-28 461.0 call 11 0.1132 899 1214
108 2023-07-28 462.0 call 11 0.1134 3649 540
109 2023-07-28 463.0 call 11 0.1137 591 522
110 2023-07-28 464.0 call 11 0.1141 3366 318
111 2023-07-28 465.0 call 11 0.1142 2498 717
112 2023-07-28 466.0 call 11 0.1150 4604 284
113 2023-07-28 468.0 call 11 0.1155 1545 92
114 2023-07-28 470.0 call 11 0.1164 3123 576
115 2023-07-28 472.0 call 11 0.1210 836 383
116 2023-07-28 474.0 call 11 0.1230 580 79
117 2023-07-28 475.0 call 11 0.1275 1269 32
118 2023-07-28 476.0 call 11 0.1268 571 26
119 2023-07-28 478.0 call 11 0.1355 590 6
120 2023-07-28 480.0 call 11 0.1362 3211 280
121 2023-07-28 482.0 call 11 0.1444 100 4
122 2023-07-28 485.0 call 11 0.1564 1712 2
123 2023-07-28 490.0 call 11 0.1591 2047 100
124 2023-07-28 495.0 call 11 0.1770 659 2
125 2023-08-04 406.0 put 18 0.2368 3340 57
126 2023-08-04 408.0 put 18 0.2295 7053 34
127 2023-08-04 409.0 put 18 0.2248 961 78
128 2023-08-04 410.0 put 18 0.2219 3907 70
129 2023-08-04 411.0 put 18 0.2189 733 19
130 2023-08-04 412.0 put 18 0.2142 1426 18
131 2023-08-04 413.0 put 18 0.2111 1690 41
132 2023-08-04 414.0 put 18 0.2078 1595 52
133 2023-08-04 415.0 put 18 0.2044 23005 403
134 2023-08-04 416.0 put 18 0.2010 495 57
135 2023-08-04 417.0 put 18 0.1975 1335 155
136 2023-08-04 418.0 put 18 0.1940 1582 127
137 2023-08-04 419.0 put 18 0.1915 4276 292
138 2023-08-04 420.0 put 18 0.1877 10012 382
139 2023-08-04 421.0 put 18 0.1849 750 75
140 2023-08-04 422.0 put 18 0.1821 1683 69
141 2023-08-04 422.5 put 18 0.1804 1388 10
142 2023-08-04 423.0 put 18 0.1779 2142 22
143 2023-08-04 424.0 put 18 0.1757 1036 240
144 2023-08-04 425.0 put 18 0.1723 4039 555
145 2023-08-04 426.0 put 18 0.1687 1584 104
146 2023-08-04 427.0 put 18 0.1658 931 127
147 2023-08-04 427.5 put 18 0.1644 2647 244
148 2023-08-04 428.0 put 18 0.1627 9134 56
149 2023-08-04 429.0 put 18 0.1594 687 392
150 2023-08-04 430.0 put 18 0.1567 7465 699
151 2023-08-04 431.0 put 18 0.1536 1504 203
152 2023-08-04 432.0 put 18 0.1510 2112 91
153 2023-08-04 432.5 put 18 0.1498 1564 179
154 2023-08-04 433.0 put 18 0.1481 2841 199
155 2023-08-04 434.0 put 18 0.1454 2704 126
156 2023-08-04 435.0 put 18 0.1429 23298 665
157 2023-08-04 436.0 put 18 0.1402 3262 200
158 2023-08-04 437.0 put 18 0.1378 5666 275
159 2023-08-04 437.5 put 18 0.1364 1971 156
160 2023-08-04 438.0 put 18 0.1353 1672 511
161 2023-08-04 439.0 put 18 0.1328 2538 175
162 2023-08-04 440.0 put 18 0.1306 5225 1906
163 2023-08-04 441.0 put 18 0.1284 1350 624
164 2023-08-04 442.0 put 18 0.1262 2817 1301
165 2023-08-04 442.5 put 18 0.1254 860 128
166 2023-08-04 443.0 put 18 0.1243 10092 312
167 2023-08-04 444.0 put 18 0.1224 4006 744
168 2023-08-04 445.0 put 18 0.1207 2989 2025
169 2023-08-04 446.0 put 18 0.1190 3365 1011
170 2023-08-04 447.0 put 18 0.1174 1789 549
171 2023-08-04 447.5 put 18 0.1166 1989 1559
172 2023-08-04 448.0 put 18 0.1161 2628 2904
173 2023-08-04 449.0 put 18 0.1147 1440 1829
174 2023-08-04 450.0 put 18 0.1135 6032 4034
175 2023-08-04 451.0 call 18 0.1128 1858 2544
176 2023-08-04 452.0 call 18 0.1115 2497 2461
177 2023-08-04 453.0 call 18 0.1108 2608 1794
178 2023-08-04 454.0 call 18 0.1098 1880 866
179 2023-08-04 455.0 call 18 0.1091 3035 2647
180 2023-08-04 456.0 call 18 0.1085 2514 695
181 2023-08-04 457.0 call 18 0.1081 1896 490
182 2023-08-04 458.0 call 18 0.1077 1510 549
183 2023-08-04 459.0 call 18 0.1074 487 743
184 2023-08-04 460.0 call 18 0.1074 3268 3199
185 2023-08-04 462.0 call 18 0.1072 6184 661
186 2023-08-04 464.0 call 18 0.1072 1121 266
187 2023-08-04 465.0 call 18 0.1076 1423 902
188 2023-08-04 466.0 call 18 0.1077 2822 363
189 2023-08-04 468.0 call 18 0.1078 427 97
190 2023-08-04 470.0 call 18 0.1082 8376 204
191 2023-08-04 472.0 call 18 0.1093 418 144
192 2023-08-04 474.0 call 18 0.1105 661 7
193 2023-08-04 475.0 call 18 0.1108 20283 357
194 2023-08-04 476.0 call 18 0.1126 380 140
195 2023-08-04 478.0 call 18 0.1151 540 82
196 2023-08-04 480.0 call 18 0.1194 620 100
197 2023-08-04 482.0 call 18 0.1226 38 6
198 2023-08-04 485.0 call 18 0.1276 956 23
199 2023-08-04 488.0 call 18 0.1301 151 150
200 2023-08-04 490.0 call 18 0.1363 20446 23
201 2023-08-04 495.0 call 18 0.1514 973 31
202 2023-08-11 410.0 put 25 0.2072 785 113
203 2023-08-11 412.0 put 25 0.2017 316 32
204 2023-08-11 413.0 put 25 0.1985 269 10
205 2023-08-11 414.0 put 25 0.1961 1083 16
206 2023-08-11 415.0 put 25 0.1937 4713 76
207 2023-08-11 416.0 put 25 0.1909 604 3
208 2023-08-11 417.0 put 25 0.1882 515 19
209 2023-08-11 418.0 put 25 0.1854 673 13
210 2023-08-11 419.0 put 25 0.1825 1419 61
211 2023-08-11 420.0 put 25 0.1793 7743 124
212 2023-08-11 421.0 put 25 0.1770 308 14
213 2023-08-11 422.0 put 25 0.1745 883 48
214 2023-08-11 422.5 put 25 0.1727 390 21
215 2023-08-11 423.0 put 25 0.1718 606 45
216 2023-08-11 424.0 put 25 0.1689 3518 54
217 2023-08-11 425.0 put 25 0.1665 4278 132
218 2023-08-11 426.0 put 25 0.1639 803 26
219 2023-08-11 427.0 put 25 0.1611 784 119
220 2023-08-11 427.5 put 25 0.1598 218 6
221 2023-08-11 428.0 put 25 0.1587 779 76
222 2023-08-11 429.0 put 25 0.1563 986 1159
223 2023-08-11 430.0 put 25 0.1536 4250 1691
224 2023-08-11 431.0 put 25 0.1511 3233 471
225 2023-08-11 432.0 put 25 0.1486 637 291
226 2023-08-11 432.5 put 25 0.1476 650 5
227 2023-08-11 433.0 put 25 0.1463 551 298
228 2023-08-11 434.0 put 25 0.1442 1599 120
229 2023-08-11 435.0 put 25 0.1418 2164 1438
230 2023-08-11 436.0 put 25 0.1398 886 321
231 2023-08-11 437.0 put 25 0.1375 599 79
232 2023-08-11 437.5 put 25 0.1365 822 234
233 2023-08-11 438.0 put 25 0.1354 1106 143
234 2023-08-11 439.0 put 25 0.1333 2738 1651
235 2023-08-11 440.0 put 25 0.1312 2076 1415
236 2023-08-11 441.0 put 25 0.1293 1361 284
237 2023-08-11 442.0 put 25 0.1274 985 314
238 2023-08-11 442.5 put 25 0.1264 349 124
239 2023-08-11 443.0 put 25 0.1253 1430 364
240 2023-08-11 444.0 put 25 0.1236 1719 1539
241 2023-08-11 445.0 put 25 0.1220 3127 1084
242 2023-08-11 446.0 put 25 0.1204 2943 1059
243 2023-08-11 447.0 put 25 0.1188 1331 1265
244 2023-08-11 447.5 put 25 0.1180 1136 1062
245 2023-08-11 448.0 put 25 0.1173 1611 1466
246 2023-08-11 449.0 put 25 0.1160 1406 853
247 2023-08-11 450.0 put 25 0.1146 1403 2464
248 2023-08-11 451.0 call 25 0.1136 3077 1631
249 2023-08-11 452.0 call 25 0.1124 4778 1111
250 2023-08-11 453.0 call 25 0.1112 5583 1018
251 2023-08-11 454.0 call 25 0.1102 5873 643
252 2023-08-11 455.0 call 25 0.1094 9332 3079
253 2023-08-11 456.0 call 25 0.1086 4158 1368
254 2023-08-11 457.0 call 25 0.1076 1881 1133
255 2023-08-11 458.0 call 25 0.1070 803 665
256 2023-08-11 459.0 call 25 0.1064 948 811
257 2023-08-11 460.0 call 25 0.1061 3066 1029
258 2023-08-11 462.0 call 25 0.1054 745 858
259 2023-08-11 464.0 call 25 0.1048 375 628
260 2023-08-11 465.0 call 25 0.1047 1543 448
261 2023-08-11 466.0 call 25 0.1045 208 237
262 2023-08-11 468.0 call 25 0.1045 65 333
263 2023-08-11 470.0 call 25 0.1047 1876 415
264 2023-08-11 472.0 call 25 0.1045 24 33
265 2023-08-11 474.0 call 25 0.1052 31 56
266 2023-08-11 475.0 call 25 0.1051 776 182
267 2023-08-11 476.0 call 25 0.1054 22 81
268 2023-08-11 478.0 call 25 0.1071 82 22
269 2023-08-11 480.0 call 25 0.1087 742 84
270 2023-08-11 482.0 call 25 0.1109 4 1
271 2023-08-11 484.0 call 25 0.1115 22 19
272 2023-08-11 485.0 call 25 0.1145 618 175
273 2023-08-11 490.0 call 25 0.1206 61 10
274 2023-08-11 495.0 call 25 0.1339 162 20

View File

@@ -0,0 +1,199 @@
expiration strike optionType dte openInterest volume impliedVolatility
261 2023-07-18 360.0 put 1 0 2 1.3352
263 2023-07-18 370.0 put 1 0 0 1.1826
265 2023-07-18 374.0 put 1 5 0 1.1224
267 2023-07-18 375.0 put 1 221 0 1.1074
269 2023-07-18 376.0 put 1 0 0 1.0924
271 2023-07-18 377.0 put 1 0 0 1.0775
273 2023-07-18 378.0 put 1 145 0 1.0626
275 2023-07-18 379.0 put 1 40 0 1.0478
277 2023-07-18 380.0 put 1 0 0 1.0330
279 2023-07-18 381.0 put 1 1 0 1.0178
281 2023-07-18 382.0 put 1 2 0 1.0030
283 2023-07-18 383.0 put 1 101 0 0.9883
285 2023-07-18 384.0 put 1 2 0 0.9736
287 2023-07-18 385.0 put 1 5 0 0.9589
289 2023-07-18 386.0 put 1 57 0 0.9442
291 2023-07-18 387.0 put 1 566 0 0.9296
293 2023-07-18 388.0 put 1 19 1 0.9149
295 2023-07-18 389.0 put 1 624 0 0.9003
297 2023-07-18 390.0 put 1 812 0 0.8857
299 2023-07-18 391.0 put 1 97 0 0.8712
301 2023-07-18 392.0 put 1 103 0 0.8566
303 2023-07-18 393.0 put 1 4 0 0.8421
305 2023-07-18 394.0 put 1 311 0 0.8276
307 2023-07-18 395.0 put 1 160 0 0.8131
309 2023-07-18 396.0 put 1 173 1 0.7986
311 2023-07-18 397.0 put 1 0 0 0.7842
313 2023-07-18 398.0 put 1 21 0 0.7698
315 2023-07-18 399.0 put 1 59 0 0.7554
317 2023-07-18 400.0 put 1 28 0 0.7410
319 2023-07-18 401.0 put 1 72 0 0.7268
321 2023-07-18 402.0 put 1 200 0 0.7124
323 2023-07-18 403.0 put 1 91 0 0.6976
325 2023-07-18 404.0 put 1 55 0 0.6833
327 2023-07-18 405.0 put 1 66 21 0.6690
329 2023-07-18 406.0 put 1 157 0 0.6547
331 2023-07-18 407.0 put 1 59 0 0.6404
333 2023-07-18 408.0 put 1 925 1044 0.6261
335 2023-07-18 409.0 put 1 375 3213 0.6118
337 2023-07-18 410.0 put 1 194 0 0.5976
339 2023-07-18 411.0 put 1 207 100 0.5834
341 2023-07-18 412.0 put 1 455 0 0.5691
343 2023-07-18 413.0 put 1 121 1 0.5549
345 2023-07-18 414.0 put 1 269 34 0.5407
347 2023-07-18 415.0 put 1 656 242 0.5265
349 2023-07-18 416.0 put 1 317 1043 0.5682
351 2023-07-18 417.0 put 1 114 0 0.5527
353 2023-07-18 418.0 put 1 256 36 0.5372
355 2023-07-18 419.0 put 1 388 2 0.5218
357 2023-07-18 420.0 put 1 478 1 0.5063
358 2023-07-18 421.0 call 1 2 2 0.4348
359 2023-07-18 421.0 put 1 540 46 0.4908
360 2023-07-18 422.0 call 1 2 0 0.4195
361 2023-07-18 422.0 put 1 398 11 0.4753
362 2023-07-18 423.0 call 1 0 0 0.4043
363 2023-07-18 423.0 put 1 5305 23 0.4598
364 2023-07-18 424.0 call 1 22 2 0.4402
365 2023-07-18 424.0 put 1 3952 4803 0.4443
366 2023-07-18 425.0 call 1 7 7 0.4243
367 2023-07-18 425.0 put 1 1026 54 0.4288
368 2023-07-18 426.0 call 1 10 5 0.4227
369 2023-07-18 426.0 put 1 672 4324 0.4132
370 2023-07-18 427.0 call 1 14 5 0.4065
371 2023-07-18 427.0 put 1 5187 1493 0.3976
372 2023-07-18 428.0 call 1 11 9 0.3903
373 2023-07-18 428.0 put 1 298 622 0.3821
374 2023-07-18 429.0 call 1 53 100 0.3740
375 2023-07-18 429.0 put 1 908 496 0.3665
376 2023-07-18 430.0 call 1 164 4 0.3578
377 2023-07-18 430.0 put 1 1406 73 0.3508
378 2023-07-18 431.0 call 1 77 9 0.3518
379 2023-07-18 431.0 put 1 2309 159 0.3352
380 2023-07-18 432.0 call 1 110 7 0.3352
381 2023-07-18 432.0 put 1 1003 805 0.3195
382 2023-07-18 433.0 call 1 74 13 0.3185
383 2023-07-18 433.0 put 1 1160 1734 0.3039
384 2023-07-18 434.0 call 1 73 17 0.3019
385 2023-07-18 434.0 put 1 1331 175 0.2877
386 2023-07-18 435.0 call 1 339 46 0.2852
387 2023-07-18 435.0 put 1 1862 1386 0.2897
388 2023-07-18 436.0 call 1 663 22 0.2684
389 2023-07-18 436.0 put 1 1928 384 0.2730
390 2023-07-18 437.0 call 1 889 27 0.2516
391 2023-07-18 437.0 put 1 1144 189 0.2562
392 2023-07-18 438.0 call 1 948 30 0.2413
393 2023-07-18 438.0 put 1 1327 857 0.2394
394 2023-07-18 439.0 call 1 1409 104 0.2295
395 2023-07-18 439.0 put 1 1936 879 0.2224
396 2023-07-18 440.0 call 1 1494 384 0.2118
397 2023-07-18 440.0 put 1 7605 3364 0.2053
398 2023-07-18 441.0 call 1 1338 387 0.1940
399 2023-07-18 441.0 put 1 3556 1133 0.1976
400 2023-07-18 442.0 call 1 904 267 0.1839
401 2023-07-18 442.0 put 1 3836 1486 0.1790
402 2023-07-18 443.0 call 1 1060 230 0.1652
403 2023-07-18 443.0 put 1 3816 5661 0.1608
404 2023-07-18 444.0 call 1 1203 350 0.1519
405 2023-07-18 444.0 put 1 6510 6267 0.1488
406 2023-07-18 445.0 call 1 1640 2520 0.1367
407 2023-07-18 445.0 put 1 7771 21531 0.1343
408 2023-07-18 446.0 call 1 1550 768 0.1265
409 2023-07-18 446.0 put 1 6063 18246 0.1213
410 2023-07-18 447.0 call 1 1478 2980 0.1153
411 2023-07-18 447.0 put 1 5918 27378 0.1126
412 2023-07-18 448.0 call 1 2898 6703 0.1098
413 2023-07-18 448.0 put 1 6860 88241 0.1080
414 2023-07-18 449.0 call 1 3630 31758 0.1058
415 2023-07-18 449.0 put 1 5938 85457 0.1044
416 2023-07-18 450.0 call 1 4524 108567 0.1038
417 2023-07-18 450.0 put 1 3294 150935 0.1024
418 2023-07-18 451.0 call 1 4254 137405 0.1033
419 2023-07-18 451.0 put 1 5058 88163 0.1017
420 2023-07-18 452.0 call 1 4551 90645 0.1046
421 2023-07-18 452.0 put 1 891 22506 0.1015
422 2023-07-18 453.0 call 1 2464 63476 0.1068
423 2023-07-18 453.0 put 1 149 4430 0.1003
424 2023-07-18 454.0 call 1 2733 20200 0.1080
425 2023-07-18 454.0 put 1 237 1653 0.0962
426 2023-07-18 455.0 call 1 4645 18390 0.1112
427 2023-07-18 455.0 put 1 23 1088 0.1027
428 2023-07-18 456.0 call 1 14646 4600 0.1251
429 2023-07-18 456.0 put 1 14 384 0.1206
430 2023-07-18 457.0 call 1 2129 2857 0.1359
431 2023-07-18 457.0 put 1 0 126 0.1380
432 2023-07-18 458.0 call 1 1463 4377 0.1423
433 2023-07-18 458.0 put 1 14 164 0.1550
434 2023-07-18 459.0 call 1 2791 4407 0.1582
436 2023-07-18 460.0 call 1 1878 567 0.1532
438 2023-07-18 461.0 call 1 228 51 0.1671
440 2023-07-18 462.0 call 1 272 135 0.1810
442 2023-07-18 463.0 call 1 19 76 0.1948
444 2023-07-18 464.0 call 1 36 0 0.2088
445 2023-07-18 464.0 put 1 0 0 0.2614
446 2023-07-18 465.0 call 1 145 0 0.2220
447 2023-07-18 465.0 put 1 0 0 0.2775
448 2023-07-18 466.0 call 1 113 56 0.2356
449 2023-07-18 466.0 put 1 0 0 0.2933
450 2023-07-18 467.0 call 1 157 31 0.2490
451 2023-07-18 467.0 put 1 0 0 0.3090
452 2023-07-18 468.0 call 1 5 0 0.2620
453 2023-07-18 468.0 put 1 0 1 0.3246
454 2023-07-18 469.0 call 1 69 1 0.2752
455 2023-07-18 469.0 put 1 1 0 0.3401
456 2023-07-18 470.0 call 1 36 1 0.2883
457 2023-07-18 470.0 put 1 0 0 0.3554
458 2023-07-18 471.0 call 1 0 1 0.3013
459 2023-07-18 471.0 put 1 0 0 0.3707
460 2023-07-18 472.0 call 1 9 0 0.3142
461 2023-07-18 472.0 put 1 0 0 0.3858
462 2023-07-18 473.0 call 1 0 0 0.3270
463 2023-07-18 473.0 put 1 0 0 0.4008
464 2023-07-18 474.0 call 1 0 0 0.3398
465 2023-07-18 474.0 put 1 0 0 0.4158
466 2023-07-18 475.0 call 1 2 0 0.3525
467 2023-07-18 475.0 put 1 0 0 0.4306
468 2023-07-18 476.0 call 1 1 0 0.3651
469 2023-07-18 476.0 put 1 0 0 0.4453
470 2023-07-18 477.0 call 1 1 0 0.3777
471 2023-07-18 477.0 put 1 0 0 0.4600
472 2023-07-18 478.0 call 1 0 0 0.3902
473 2023-07-18 478.0 put 1 0 0 0.4595
474 2023-07-18 479.0 call 1 0 0 0.4028
475 2023-07-18 479.0 put 1 0 0 0.4736
476 2023-07-18 480.0 call 1 10 0 0.4152
477 2023-07-18 480.0 put 1 0 0 0.4876
478 2023-07-18 481.0 call 1 0 0 0.4276
479 2023-07-18 481.0 put 1 0 0 0.5016
480 2023-07-18 482.0 call 1 0 0 0.4398
481 2023-07-18 482.0 put 1 0 0 0.5155
482 2023-07-18 483.0 call 1 0 0 0.4522
483 2023-07-18 483.0 put 1 0 0 0.5293
484 2023-07-18 484.0 call 1 0 0 0.4642
485 2023-07-18 484.0 put 1 0 0 0.5430
486 2023-07-18 485.0 call 1 0 0 0.4763
487 2023-07-18 485.0 put 1 0 0 0.5567
488 2023-07-18 486.0 call 1 0 0 0.4884
489 2023-07-18 486.0 put 1 0 0 0.5704
490 2023-07-18 487.0 call 1 0 10 0.5004
491 2023-07-18 487.0 put 1 0 0 0.5839
492 2023-07-18 488.0 call 1 0 0 0.5123
493 2023-07-18 488.0 put 1 0 0 0.5974
494 2023-07-18 489.0 call 1 0 0 0.5242
495 2023-07-18 489.0 put 1 0 2 0.6109
496 2023-07-18 490.0 call 1 0 0 0.5361
497 2023-07-18 490.0 put 1 0 0 0.6243
498 2023-07-18 491.0 call 1 0 0 0.5479
499 2023-07-18 491.0 put 1 0 0 0.6376
500 2023-07-18 492.0 call 1 0 0 0.5599
502 2023-07-18 493.0 call 1 0 0 0.5717
504 2023-07-18 494.0 call 1 0 0 0.5833
506 2023-07-18 495.0 call 1 0 0 0.5949
508 2023-07-18 496.0 call 1 0 0 0.6065
510 2023-07-18 497.0 call 1 0 0 0.6181
512 2023-07-18 498.0 call 1 0 2 0.6295
514 2023-07-18 499.0 call 1 0 0 0.6410
516 2023-07-18 500.0 call 1 0 0 0.6524
518 2023-07-18 505.0 call 1 0 1 0.7089
520 2023-07-18 510.0 call 1 0 0 0.7643
522 2023-07-18 515.0 call 1 0 0 0.8195

View File

@@ -0,0 +1,68 @@
strike optionType dte openInterest volume impliedVolatility
expiration
2023-07-17 496.0 call 0 0 0 5.9795
2023-07-18 496.0 call 1 0 0 0.6065
2023-07-19 496.0 call 2 0 0 0.4291
2023-07-20 496.0 call 3 0 0 0.3494
2023-07-21 496.0 call 4 0 0 0.3021
2023-07-24 496.0 call 7 0 0 0.2283
2023-07-25 496.0 call 8 0 0 0.2131
2023-07-26 496.0 call 9 0 0 0.2006
2023-07-27 496.0 call 10 0 0 0.1896
2023-07-28 495.0 call 11 659 2 0.1770
2023-07-31 465.0 call 14 0 96 0.1066
2023-08-04 495.0 call 18 973 31 0.1514
2023-08-11 496.0 call 25 0 0 0.1296
2023-08-18 496.0 call 32 0 11 0.1194
2023-08-25 496.0 call 39 0 1 0.1144
2023-09-01 496.0 call 46 0 0 0.1090
2023-09-15 496.0 call 60 0 0 0.1046
2023-09-29 496.0 call 74 0 0 0.1028
2023-10-20 495.0 call 95 3212 172 0.1019
2023-11-17 495.0 call 123 930 33 0.1030
2023-12-15 496.0 call 151 3 0 0.1043
2023-12-29 495.0 call 165 833 0 0.1053
2024-01-19 495.0 call 186 2255 59 0.1066
2024-03-15 495.0 call 242 743 0 0.1121
2024-03-28 495.0 call 255 723 0 0.1133
2024-06-21 495.0 call 340 4224 216 0.1227
2024-06-28 495.0 call 347 116 162 0.1239
2024-09-20 495.0 call 431 281 4 0.1321
2024-12-20 495.0 call 522 2792 1 0.1420
2025-01-17 495.0 call 550 327 27 0.1441
2025-03-21 495.0 call 613 170 0 0.1468
2025-06-20 495.0 call 704 1 0 0.1536
2025-12-19 495.0 call 886 270 0 0.1627
2023-07-17 405.0 put 0 206 0 6.5796
2023-07-18 405.0 put 1 66 21 0.6690
2023-07-19 405.0 put 2 492 4 0.5248
2023-07-20 405.0 put 3 15 12 0.4533
2023-07-21 405.0 put 4 81295 438 0.4080
2023-07-24 405.0 put 7 0 0 0.3181
2023-07-25 405.0 put 8 9 0 0.2979
2023-07-26 405.0 put 9 0 0 0.2942
2023-07-27 405.0 put 10 0 0 0.2898
2023-07-28 405.0 put 11 4607 4252 0.2808
2023-07-31 435.0 put 14 0 263 0.1398
2023-08-04 405.0 put 18 1352 55 0.2394
2023-08-11 405.0 put 25 1698 89 0.2221
2023-08-18 405.0 put 32 47114 287 0.2126
2023-08-25 405.0 put 39 725 563 0.2096
2023-09-01 405.0 put 46 205 114 0.2061
2023-09-15 405.0 put 60 41476 1192 0.2005
2023-09-29 405.0 put 74 6956 343 0.2004
2023-10-20 405.0 put 95 15041 260 0.1982
2023-11-17 405.0 put 123 2586 106 0.1969
2023-12-15 405.0 put 151 18526 52 0.1940
2023-12-29 405.0 put 165 21194 83 0.1936
2024-01-19 405.0 put 186 29015 371 0.1929
2024-03-15 405.0 put 242 4118 14 0.1947
2024-03-28 405.0 put 255 1084 0 0.1952
2024-06-21 405.0 put 340 5450 1169 0.1975
2024-06-28 405.0 put 347 368 1 0.1982
2024-09-20 405.0 put 431 103 9 0.1999
2024-12-20 405.0 put 522 6007 105 0.2013
2025-01-17 405.0 put 550 1261 8 0.2003
2025-03-21 405.0 put 613 81 1 0.2019
2025-06-20 405.0 put 704 14 0 0.2026
2025-12-19 405.0 put 886 673 24 0.2028

View File

@@ -0,0 +1,67 @@
expiration strike optionType dte openInterest volume impliedVolatility
152 2023-07-17 450.0 call 0 20007 395011 0.1202
416 2023-07-18 450.0 call 1 4524 108567 0.1038
680 2023-07-19 450.0 call 2 6858 28348 0.1058
944 2023-07-20 450.0 call 3 2445 11560 0.1077
1316 2023-07-21 450.0 call 4 30653 37885 0.1100
1634 2023-07-24 450.0 call 7 2979 12320 0.0949
1898 2023-07-25 450.0 call 8 1641 1721 0.0980
2148 2023-07-26 450.0 call 9 7802 1977 0.1111
2396 2023-07-27 450.0 call 10 2412 2111 0.1145
2662 2023-07-28 450.0 call 11 7742 7378 0.1159
2776 2023-07-31 450.0 call 14 0 998 0.1084
2972 2023-08-04 450.0 call 18 4766 3638 0.1139
3194 2023-08-11 450.0 call 25 2542 2367 0.1148
3478 2023-08-18 450.0 call 32 32493 11461 0.1153
3696 2023-08-25 450.0 call 39 2200 953 0.1178
3894 2023-09-01 450.0 call 46 279 422 0.1200
4260 2023-09-15 450.0 call 60 38875 2546 0.1219
4604 2023-09-29 450.0 call 74 27094 924 0.1249
4822 2023-10-20 450.0 call 95 26248 645 0.1291
5060 2023-11-17 450.0 call 123 6788 51 0.1346
5386 2023-12-15 450.0 call 151 27424 3270 0.1365
5768 2023-12-29 450.0 call 165 5438 72 0.1391
5912 2024-01-19 450.0 call 186 12271 64 0.1412
6186 2024-03-15 450.0 call 242 4914 152 0.1479
6392 2024-03-28 450.0 call 255 1127 25 0.1497
6544 2024-06-21 450.0 call 340 12165 16 0.1576
6766 2024-06-28 450.0 call 347 203 3 0.1594
6990 2024-09-20 450.0 call 431 651 27 0.1654
7212 2024-12-20 450.0 call 522 19793 12 0.1699
7430 2025-01-17 450.0 call 550 615 4 0.1791
7628 2025-03-21 450.0 call 613 101 0 0.1751
7838 2025-06-20 450.0 call 704 108 3 0.1846
8048 2025-12-19 450.0 call 886 616 695 0.1860
153 2023-07-17 450.0 put 0 16993 445700 0.1208
417 2023-07-18 450.0 put 1 3294 150935 0.1024
681 2023-07-19 450.0 put 2 4527 35138 0.1048
945 2023-07-20 450.0 put 3 2459 12232 0.1064
1317 2023-07-21 450.0 put 4 12065 47660 0.1086
1635 2023-07-24 450.0 put 7 909 8276 0.0943
1899 2023-07-25 450.0 put 8 2955 3898 0.0978
2149 2023-07-26 450.0 put 9 8373 1073 0.1110
2397 2023-07-27 450.0 put 10 653 2378 0.1143
2663 2023-07-28 450.0 put 11 4970 11345 0.1157
2777 2023-07-31 450.0 put 14 0 1000 0.1084
2973 2023-08-04 450.0 put 18 6032 4034 0.1135
3195 2023-08-11 450.0 put 25 1403 2464 0.1146
3479 2023-08-18 450.0 put 32 13827 29155 0.1151
3697 2023-08-25 450.0 put 39 1389 1371 0.1178
3895 2023-09-01 450.0 put 46 146 493 0.1200
4261 2023-09-15 450.0 put 60 19042 7353 0.1216
4605 2023-09-29 450.0 put 74 3403 1538 0.1251
4823 2023-10-20 450.0 put 95 9507 1972 0.1288
5061 2023-11-17 450.0 put 123 4557 344 0.1338
5387 2023-12-15 450.0 put 151 21745 375 0.1366
5769 2023-12-29 450.0 put 165 8122 90 0.1383
5913 2024-01-19 450.0 put 186 4238 1325 0.1405
6187 2024-03-15 450.0 put 242 1792 269 0.1481
6393 2024-03-28 450.0 put 255 3259 17 0.1496
6545 2024-06-21 450.0 put 340 6626 1435 0.1575
6767 2024-06-28 450.0 put 347 70 65 0.1573
6991 2024-09-20 450.0 put 431 661 17 0.1642
7213 2024-12-20 450.0 put 522 6683 708 0.1701
7431 2025-01-17 450.0 put 550 2110 24 0.1672
7629 2025-03-21 450.0 put 613 107 0 0.1717
7839 2025-06-20 450.0 put 704 131 0 0.1731
8049 2025-12-19 450.0 put 886 246 440 0.1787

View File

@@ -0,0 +1,136 @@
expiration strike optionType dte openInterest volume impliedVolatility
265 2023-07-18 374.0 put 1 5 0 1.1224
267 2023-07-18 375.0 put 1 221 0 1.1074
273 2023-07-18 378.0 put 1 145 0 1.0626
275 2023-07-18 379.0 put 1 40 0 1.0478
279 2023-07-18 381.0 put 1 1 0 1.0178
281 2023-07-18 382.0 put 1 2 0 1.0030
283 2023-07-18 383.0 put 1 101 0 0.9883
285 2023-07-18 384.0 put 1 2 0 0.9736
287 2023-07-18 385.0 put 1 5 0 0.9589
289 2023-07-18 386.0 put 1 57 0 0.9442
291 2023-07-18 387.0 put 1 566 0 0.9296
293 2023-07-18 388.0 put 1 19 1 0.9149
295 2023-07-18 389.0 put 1 624 0 0.9003
297 2023-07-18 390.0 put 1 812 0 0.8857
299 2023-07-18 391.0 put 1 97 0 0.8712
301 2023-07-18 392.0 put 1 103 0 0.8566
303 2023-07-18 393.0 put 1 4 0 0.8421
305 2023-07-18 394.0 put 1 311 0 0.8276
307 2023-07-18 395.0 put 1 160 0 0.8131
309 2023-07-18 396.0 put 1 173 1 0.7986
313 2023-07-18 398.0 put 1 21 0 0.7698
315 2023-07-18 399.0 put 1 59 0 0.7554
317 2023-07-18 400.0 put 1 28 0 0.7410
319 2023-07-18 401.0 put 1 72 0 0.7268
321 2023-07-18 402.0 put 1 200 0 0.7124
323 2023-07-18 403.0 put 1 91 0 0.6976
325 2023-07-18 404.0 put 1 55 0 0.6833
327 2023-07-18 405.0 put 1 66 21 0.6690
329 2023-07-18 406.0 put 1 157 0 0.6547
331 2023-07-18 407.0 put 1 59 0 0.6404
333 2023-07-18 408.0 put 1 925 1044 0.6261
335 2023-07-18 409.0 put 1 375 3213 0.6118
337 2023-07-18 410.0 put 1 194 0 0.5976
339 2023-07-18 411.0 put 1 207 100 0.5834
341 2023-07-18 412.0 put 1 455 0 0.5691
343 2023-07-18 413.0 put 1 121 1 0.5549
345 2023-07-18 414.0 put 1 269 34 0.5407
347 2023-07-18 415.0 put 1 656 242 0.5265
349 2023-07-18 416.0 put 1 317 1043 0.5682
351 2023-07-18 417.0 put 1 114 0 0.5527
353 2023-07-18 418.0 put 1 256 36 0.5372
355 2023-07-18 419.0 put 1 388 2 0.5218
357 2023-07-18 420.0 put 1 478 1 0.5063
358 2023-07-18 421.0 call 1 2 2 0.4348
359 2023-07-18 421.0 put 1 540 46 0.4908
360 2023-07-18 422.0 call 1 2 0 0.4195
361 2023-07-18 422.0 put 1 398 11 0.4753
363 2023-07-18 423.0 put 1 5305 23 0.4598
364 2023-07-18 424.0 call 1 22 2 0.4402
365 2023-07-18 424.0 put 1 3952 4803 0.4443
366 2023-07-18 425.0 call 1 7 7 0.4243
367 2023-07-18 425.0 put 1 1026 54 0.4288
368 2023-07-18 426.0 call 1 10 5 0.4227
369 2023-07-18 426.0 put 1 672 4324 0.4132
370 2023-07-18 427.0 call 1 14 5 0.4065
371 2023-07-18 427.0 put 1 5187 1493 0.3976
372 2023-07-18 428.0 call 1 11 9 0.3903
373 2023-07-18 428.0 put 1 298 622 0.3821
374 2023-07-18 429.0 call 1 53 100 0.3740
375 2023-07-18 429.0 put 1 908 496 0.3665
376 2023-07-18 430.0 call 1 164 4 0.3578
377 2023-07-18 430.0 put 1 1406 73 0.3508
378 2023-07-18 431.0 call 1 77 9 0.3518
379 2023-07-18 431.0 put 1 2309 159 0.3352
380 2023-07-18 432.0 call 1 110 7 0.3352
381 2023-07-18 432.0 put 1 1003 805 0.3195
382 2023-07-18 433.0 call 1 74 13 0.3185
383 2023-07-18 433.0 put 1 1160 1734 0.3039
384 2023-07-18 434.0 call 1 73 17 0.3019
385 2023-07-18 434.0 put 1 1331 175 0.2877
386 2023-07-18 435.0 call 1 339 46 0.2852
387 2023-07-18 435.0 put 1 1862 1386 0.2897
388 2023-07-18 436.0 call 1 663 22 0.2684
389 2023-07-18 436.0 put 1 1928 384 0.2730
390 2023-07-18 437.0 call 1 889 27 0.2516
391 2023-07-18 437.0 put 1 1144 189 0.2562
392 2023-07-18 438.0 call 1 948 30 0.2413
393 2023-07-18 438.0 put 1 1327 857 0.2394
394 2023-07-18 439.0 call 1 1409 104 0.2295
395 2023-07-18 439.0 put 1 1936 879 0.2224
396 2023-07-18 440.0 call 1 1494 384 0.2118
397 2023-07-18 440.0 put 1 7605 3364 0.2053
398 2023-07-18 441.0 call 1 1338 387 0.1940
399 2023-07-18 441.0 put 1 3556 1133 0.1976
400 2023-07-18 442.0 call 1 904 267 0.1839
401 2023-07-18 442.0 put 1 3836 1486 0.1790
402 2023-07-18 443.0 call 1 1060 230 0.1652
403 2023-07-18 443.0 put 1 3816 5661 0.1608
404 2023-07-18 444.0 call 1 1203 350 0.1519
405 2023-07-18 444.0 put 1 6510 6267 0.1488
406 2023-07-18 445.0 call 1 1640 2520 0.1367
407 2023-07-18 445.0 put 1 7771 21531 0.1343
408 2023-07-18 446.0 call 1 1550 768 0.1265
409 2023-07-18 446.0 put 1 6063 18246 0.1213
410 2023-07-18 447.0 call 1 1478 2980 0.1153
411 2023-07-18 447.0 put 1 5918 27378 0.1126
412 2023-07-18 448.0 call 1 2898 6703 0.1098
413 2023-07-18 448.0 put 1 6860 88241 0.1080
414 2023-07-18 449.0 call 1 3630 31758 0.1058
415 2023-07-18 449.0 put 1 5938 85457 0.1044
416 2023-07-18 450.0 call 1 4524 108567 0.1038
417 2023-07-18 450.0 put 1 3294 150935 0.1024
418 2023-07-18 451.0 call 1 4254 137405 0.1033
419 2023-07-18 451.0 put 1 5058 88163 0.1017
420 2023-07-18 452.0 call 1 4551 90645 0.1046
421 2023-07-18 452.0 put 1 891 22506 0.1015
422 2023-07-18 453.0 call 1 2464 63476 0.1068
423 2023-07-18 453.0 put 1 149 4430 0.1003
424 2023-07-18 454.0 call 1 2733 20200 0.1080
425 2023-07-18 454.0 put 1 237 1653 0.0962
426 2023-07-18 455.0 call 1 4645 18390 0.1112
427 2023-07-18 455.0 put 1 23 1088 0.1027
428 2023-07-18 456.0 call 1 14646 4600 0.1251
429 2023-07-18 456.0 put 1 14 384 0.1206
430 2023-07-18 457.0 call 1 2129 2857 0.1359
432 2023-07-18 458.0 call 1 1463 4377 0.1423
433 2023-07-18 458.0 put 1 14 164 0.1550
434 2023-07-18 459.0 call 1 2791 4407 0.1582
436 2023-07-18 460.0 call 1 1878 567 0.1532
438 2023-07-18 461.0 call 1 228 51 0.1671
440 2023-07-18 462.0 call 1 272 135 0.1810
442 2023-07-18 463.0 call 1 19 76 0.1948
444 2023-07-18 464.0 call 1 36 0 0.2088
446 2023-07-18 465.0 call 1 145 0 0.2220
448 2023-07-18 466.0 call 1 113 56 0.2356
450 2023-07-18 467.0 call 1 157 31 0.2490
452 2023-07-18 468.0 call 1 5 0 0.2620
454 2023-07-18 469.0 call 1 69 1 0.2752
455 2023-07-18 469.0 put 1 1 0 0.3401
456 2023-07-18 470.0 call 1 36 1 0.2883
460 2023-07-18 472.0 call 1 9 0 0.3142
466 2023-07-18 475.0 call 1 2 0 0.3525
468 2023-07-18 476.0 call 1 1 0 0.3651
470 2023-07-18 477.0 call 1 1 0 0.3777
476 2023-07-18 480.0 call 1 10 0 0.4152

View File

@@ -0,0 +1,104 @@
expiration strike optionType dte openInterest volume impliedVolatility
261 2023-07-18 360.0 put 1 0 2 1.3352
293 2023-07-18 388.0 put 1 19 1 0.9149
309 2023-07-18 396.0 put 1 173 1 0.7986
327 2023-07-18 405.0 put 1 66 21 0.6690
333 2023-07-18 408.0 put 1 925 1044 0.6261
335 2023-07-18 409.0 put 1 375 3213 0.6118
339 2023-07-18 411.0 put 1 207 100 0.5834
343 2023-07-18 413.0 put 1 121 1 0.5549
345 2023-07-18 414.0 put 1 269 34 0.5407
347 2023-07-18 415.0 put 1 656 242 0.5265
349 2023-07-18 416.0 put 1 317 1043 0.5682
353 2023-07-18 418.0 put 1 256 36 0.5372
355 2023-07-18 419.0 put 1 388 2 0.5218
357 2023-07-18 420.0 put 1 478 1 0.5063
358 2023-07-18 421.0 call 1 2 2 0.4348
359 2023-07-18 421.0 put 1 540 46 0.4908
361 2023-07-18 422.0 put 1 398 11 0.4753
363 2023-07-18 423.0 put 1 5305 23 0.4598
364 2023-07-18 424.0 call 1 22 2 0.4402
365 2023-07-18 424.0 put 1 3952 4803 0.4443
366 2023-07-18 425.0 call 1 7 7 0.4243
367 2023-07-18 425.0 put 1 1026 54 0.4288
368 2023-07-18 426.0 call 1 10 5 0.4227
369 2023-07-18 426.0 put 1 672 4324 0.4132
370 2023-07-18 427.0 call 1 14 5 0.4065
371 2023-07-18 427.0 put 1 5187 1493 0.3976
372 2023-07-18 428.0 call 1 11 9 0.3903
373 2023-07-18 428.0 put 1 298 622 0.3821
374 2023-07-18 429.0 call 1 53 100 0.3740
375 2023-07-18 429.0 put 1 908 496 0.3665
376 2023-07-18 430.0 call 1 164 4 0.3578
377 2023-07-18 430.0 put 1 1406 73 0.3508
378 2023-07-18 431.0 call 1 77 9 0.3518
379 2023-07-18 431.0 put 1 2309 159 0.3352
380 2023-07-18 432.0 call 1 110 7 0.3352
381 2023-07-18 432.0 put 1 1003 805 0.3195
382 2023-07-18 433.0 call 1 74 13 0.3185
383 2023-07-18 433.0 put 1 1160 1734 0.3039
384 2023-07-18 434.0 call 1 73 17 0.3019
385 2023-07-18 434.0 put 1 1331 175 0.2877
386 2023-07-18 435.0 call 1 339 46 0.2852
387 2023-07-18 435.0 put 1 1862 1386 0.2897
388 2023-07-18 436.0 call 1 663 22 0.2684
389 2023-07-18 436.0 put 1 1928 384 0.2730
390 2023-07-18 437.0 call 1 889 27 0.2516
391 2023-07-18 437.0 put 1 1144 189 0.2562
392 2023-07-18 438.0 call 1 948 30 0.2413
393 2023-07-18 438.0 put 1 1327 857 0.2394
394 2023-07-18 439.0 call 1 1409 104 0.2295
395 2023-07-18 439.0 put 1 1936 879 0.2224
396 2023-07-18 440.0 call 1 1494 384 0.2118
397 2023-07-18 440.0 put 1 7605 3364 0.2053
398 2023-07-18 441.0 call 1 1338 387 0.1940
399 2023-07-18 441.0 put 1 3556 1133 0.1976
400 2023-07-18 442.0 call 1 904 267 0.1839
401 2023-07-18 442.0 put 1 3836 1486 0.1790
402 2023-07-18 443.0 call 1 1060 230 0.1652
403 2023-07-18 443.0 put 1 3816 5661 0.1608
404 2023-07-18 444.0 call 1 1203 350 0.1519
405 2023-07-18 444.0 put 1 6510 6267 0.1488
406 2023-07-18 445.0 call 1 1640 2520 0.1367
407 2023-07-18 445.0 put 1 7771 21531 0.1343
408 2023-07-18 446.0 call 1 1550 768 0.1265
409 2023-07-18 446.0 put 1 6063 18246 0.1213
410 2023-07-18 447.0 call 1 1478 2980 0.1153
411 2023-07-18 447.0 put 1 5918 27378 0.1126
412 2023-07-18 448.0 call 1 2898 6703 0.1098
413 2023-07-18 448.0 put 1 6860 88241 0.1080
414 2023-07-18 449.0 call 1 3630 31758 0.1058
415 2023-07-18 449.0 put 1 5938 85457 0.1044
416 2023-07-18 450.0 call 1 4524 108567 0.1038
417 2023-07-18 450.0 put 1 3294 150935 0.1024
418 2023-07-18 451.0 call 1 4254 137405 0.1033
419 2023-07-18 451.0 put 1 5058 88163 0.1017
420 2023-07-18 452.0 call 1 4551 90645 0.1046
421 2023-07-18 452.0 put 1 891 22506 0.1015
422 2023-07-18 453.0 call 1 2464 63476 0.1068
423 2023-07-18 453.0 put 1 149 4430 0.1003
424 2023-07-18 454.0 call 1 2733 20200 0.1080
425 2023-07-18 454.0 put 1 237 1653 0.0962
426 2023-07-18 455.0 call 1 4645 18390 0.1112
427 2023-07-18 455.0 put 1 23 1088 0.1027
428 2023-07-18 456.0 call 1 14646 4600 0.1251
429 2023-07-18 456.0 put 1 14 384 0.1206
430 2023-07-18 457.0 call 1 2129 2857 0.1359
431 2023-07-18 457.0 put 1 0 126 0.1380
432 2023-07-18 458.0 call 1 1463 4377 0.1423
433 2023-07-18 458.0 put 1 14 164 0.1550
434 2023-07-18 459.0 call 1 2791 4407 0.1582
436 2023-07-18 460.0 call 1 1878 567 0.1532
438 2023-07-18 461.0 call 1 228 51 0.1671
440 2023-07-18 462.0 call 1 272 135 0.1810
442 2023-07-18 463.0 call 1 19 76 0.1948
448 2023-07-18 466.0 call 1 113 56 0.2356
450 2023-07-18 467.0 call 1 157 31 0.2490
453 2023-07-18 468.0 put 1 0 1 0.3246
454 2023-07-18 469.0 call 1 69 1 0.2752
456 2023-07-18 470.0 call 1 36 1 0.2883
458 2023-07-18 471.0 call 1 0 1 0.3013
490 2023-07-18 487.0 call 1 0 10 0.5004
495 2023-07-18 489.0 put 1 0 2 0.6109
512 2023-07-18 498.0 call 1 0 2 0.6295
518 2023-07-18 505.0 call 1 0 1 0.7089

View File

@@ -0,0 +1,96 @@
expiration strike optionType dte openInterest volume impliedVolatility
293 2023-07-18 388.0 put 1 19 1 0.9149
309 2023-07-18 396.0 put 1 173 1 0.7986
327 2023-07-18 405.0 put 1 66 21 0.6690
333 2023-07-18 408.0 put 1 925 1044 0.6261
335 2023-07-18 409.0 put 1 375 3213 0.6118
339 2023-07-18 411.0 put 1 207 100 0.5834
343 2023-07-18 413.0 put 1 121 1 0.5549
345 2023-07-18 414.0 put 1 269 34 0.5407
347 2023-07-18 415.0 put 1 656 242 0.5265
349 2023-07-18 416.0 put 1 317 1043 0.5682
353 2023-07-18 418.0 put 1 256 36 0.5372
355 2023-07-18 419.0 put 1 388 2 0.5218
357 2023-07-18 420.0 put 1 478 1 0.5063
358 2023-07-18 421.0 call 1 2 2 0.4348
359 2023-07-18 421.0 put 1 540 46 0.4908
361 2023-07-18 422.0 put 1 398 11 0.4753
363 2023-07-18 423.0 put 1 5305 23 0.4598
364 2023-07-18 424.0 call 1 22 2 0.4402
365 2023-07-18 424.0 put 1 3952 4803 0.4443
366 2023-07-18 425.0 call 1 7 7 0.4243
367 2023-07-18 425.0 put 1 1026 54 0.4288
368 2023-07-18 426.0 call 1 10 5 0.4227
369 2023-07-18 426.0 put 1 672 4324 0.4132
370 2023-07-18 427.0 call 1 14 5 0.4065
371 2023-07-18 427.0 put 1 5187 1493 0.3976
372 2023-07-18 428.0 call 1 11 9 0.3903
373 2023-07-18 428.0 put 1 298 622 0.3821
374 2023-07-18 429.0 call 1 53 100 0.3740
375 2023-07-18 429.0 put 1 908 496 0.3665
376 2023-07-18 430.0 call 1 164 4 0.3578
377 2023-07-18 430.0 put 1 1406 73 0.3508
378 2023-07-18 431.0 call 1 77 9 0.3518
379 2023-07-18 431.0 put 1 2309 159 0.3352
380 2023-07-18 432.0 call 1 110 7 0.3352
381 2023-07-18 432.0 put 1 1003 805 0.3195
382 2023-07-18 433.0 call 1 74 13 0.3185
383 2023-07-18 433.0 put 1 1160 1734 0.3039
384 2023-07-18 434.0 call 1 73 17 0.3019
385 2023-07-18 434.0 put 1 1331 175 0.2877
386 2023-07-18 435.0 call 1 339 46 0.2852
387 2023-07-18 435.0 put 1 1862 1386 0.2897
388 2023-07-18 436.0 call 1 663 22 0.2684
389 2023-07-18 436.0 put 1 1928 384 0.2730
390 2023-07-18 437.0 call 1 889 27 0.2516
391 2023-07-18 437.0 put 1 1144 189 0.2562
392 2023-07-18 438.0 call 1 948 30 0.2413
393 2023-07-18 438.0 put 1 1327 857 0.2394
394 2023-07-18 439.0 call 1 1409 104 0.2295
395 2023-07-18 439.0 put 1 1936 879 0.2224
396 2023-07-18 440.0 call 1 1494 384 0.2118
397 2023-07-18 440.0 put 1 7605 3364 0.2053
398 2023-07-18 441.0 call 1 1338 387 0.1940
399 2023-07-18 441.0 put 1 3556 1133 0.1976
400 2023-07-18 442.0 call 1 904 267 0.1839
401 2023-07-18 442.0 put 1 3836 1486 0.1790
402 2023-07-18 443.0 call 1 1060 230 0.1652
403 2023-07-18 443.0 put 1 3816 5661 0.1608
404 2023-07-18 444.0 call 1 1203 350 0.1519
405 2023-07-18 444.0 put 1 6510 6267 0.1488
406 2023-07-18 445.0 call 1 1640 2520 0.1367
407 2023-07-18 445.0 put 1 7771 21531 0.1343
408 2023-07-18 446.0 call 1 1550 768 0.1265
409 2023-07-18 446.0 put 1 6063 18246 0.1213
410 2023-07-18 447.0 call 1 1478 2980 0.1153
411 2023-07-18 447.0 put 1 5918 27378 0.1126
412 2023-07-18 448.0 call 1 2898 6703 0.1098
413 2023-07-18 448.0 put 1 6860 88241 0.1080
414 2023-07-18 449.0 call 1 3630 31758 0.1058
415 2023-07-18 449.0 put 1 5938 85457 0.1044
416 2023-07-18 450.0 call 1 4524 108567 0.1038
417 2023-07-18 450.0 put 1 3294 150935 0.1024
418 2023-07-18 451.0 call 1 4254 137405 0.1033
419 2023-07-18 451.0 put 1 5058 88163 0.1017
420 2023-07-18 452.0 call 1 4551 90645 0.1046
421 2023-07-18 452.0 put 1 891 22506 0.1015
422 2023-07-18 453.0 call 1 2464 63476 0.1068
423 2023-07-18 453.0 put 1 149 4430 0.1003
424 2023-07-18 454.0 call 1 2733 20200 0.1080
425 2023-07-18 454.0 put 1 237 1653 0.0962
426 2023-07-18 455.0 call 1 4645 18390 0.1112
427 2023-07-18 455.0 put 1 23 1088 0.1027
428 2023-07-18 456.0 call 1 14646 4600 0.1251
429 2023-07-18 456.0 put 1 14 384 0.1206
430 2023-07-18 457.0 call 1 2129 2857 0.1359
432 2023-07-18 458.0 call 1 1463 4377 0.1423
433 2023-07-18 458.0 put 1 14 164 0.1550
434 2023-07-18 459.0 call 1 2791 4407 0.1582
436 2023-07-18 460.0 call 1 1878 567 0.1532
438 2023-07-18 461.0 call 1 228 51 0.1671
440 2023-07-18 462.0 call 1 272 135 0.1810
442 2023-07-18 463.0 call 1 19 76 0.1948
448 2023-07-18 466.0 call 1 113 56 0.2356
450 2023-07-18 467.0 call 1 157 31 0.2490
454 2023-07-18 469.0 call 1 69 1 0.2752
456 2023-07-18 470.0 call 1 36 1 0.2883

View File

@@ -0,0 +1,199 @@
expiration strike optionType dte openInterest volume impliedVolatility
261 2023-07-18 360.0 put 1 0 2 1.3352
263 2023-07-18 370.0 put 1 0 0 1.1826
265 2023-07-18 374.0 put 1 5 0 1.1224
267 2023-07-18 375.0 put 1 221 0 1.1074
269 2023-07-18 376.0 put 1 0 0 1.0924
271 2023-07-18 377.0 put 1 0 0 1.0775
273 2023-07-18 378.0 put 1 145 0 1.0626
275 2023-07-18 379.0 put 1 40 0 1.0478
277 2023-07-18 380.0 put 1 0 0 1.0330
279 2023-07-18 381.0 put 1 1 0 1.0178
281 2023-07-18 382.0 put 1 2 0 1.0030
283 2023-07-18 383.0 put 1 101 0 0.9883
285 2023-07-18 384.0 put 1 2 0 0.9736
287 2023-07-18 385.0 put 1 5 0 0.9589
289 2023-07-18 386.0 put 1 57 0 0.9442
291 2023-07-18 387.0 put 1 566 0 0.9296
293 2023-07-18 388.0 put 1 19 1 0.9149
295 2023-07-18 389.0 put 1 624 0 0.9003
297 2023-07-18 390.0 put 1 812 0 0.8857
299 2023-07-18 391.0 put 1 97 0 0.8712
301 2023-07-18 392.0 put 1 103 0 0.8566
303 2023-07-18 393.0 put 1 4 0 0.8421
305 2023-07-18 394.0 put 1 311 0 0.8276
307 2023-07-18 395.0 put 1 160 0 0.8131
309 2023-07-18 396.0 put 1 173 1 0.7986
311 2023-07-18 397.0 put 1 0 0 0.7842
313 2023-07-18 398.0 put 1 21 0 0.7698
315 2023-07-18 399.0 put 1 59 0 0.7554
317 2023-07-18 400.0 put 1 28 0 0.7410
319 2023-07-18 401.0 put 1 72 0 0.7268
321 2023-07-18 402.0 put 1 200 0 0.7124
323 2023-07-18 403.0 put 1 91 0 0.6976
325 2023-07-18 404.0 put 1 55 0 0.6833
327 2023-07-18 405.0 put 1 66 21 0.6690
329 2023-07-18 406.0 put 1 157 0 0.6547
331 2023-07-18 407.0 put 1 59 0 0.6404
333 2023-07-18 408.0 put 1 925 1044 0.6261
335 2023-07-18 409.0 put 1 375 3213 0.6118
337 2023-07-18 410.0 put 1 194 0 0.5976
339 2023-07-18 411.0 put 1 207 100 0.5834
341 2023-07-18 412.0 put 1 455 0 0.5691
343 2023-07-18 413.0 put 1 121 1 0.5549
345 2023-07-18 414.0 put 1 269 34 0.5407
347 2023-07-18 415.0 put 1 656 242 0.5265
349 2023-07-18 416.0 put 1 317 1043 0.5682
351 2023-07-18 417.0 put 1 114 0 0.5527
353 2023-07-18 418.0 put 1 256 36 0.5372
355 2023-07-18 419.0 put 1 388 2 0.5218
357 2023-07-18 420.0 put 1 478 1 0.5063
358 2023-07-18 421.0 call 1 2 2 0.4348
359 2023-07-18 421.0 put 1 540 46 0.4908
360 2023-07-18 422.0 call 1 2 0 0.4195
361 2023-07-18 422.0 put 1 398 11 0.4753
362 2023-07-18 423.0 call 1 0 0 0.4043
363 2023-07-18 423.0 put 1 5305 23 0.4598
364 2023-07-18 424.0 call 1 22 2 0.4402
365 2023-07-18 424.0 put 1 3952 4803 0.4443
366 2023-07-18 425.0 call 1 7 7 0.4243
367 2023-07-18 425.0 put 1 1026 54 0.4288
368 2023-07-18 426.0 call 1 10 5 0.4227
369 2023-07-18 426.0 put 1 672 4324 0.4132
370 2023-07-18 427.0 call 1 14 5 0.4065
371 2023-07-18 427.0 put 1 5187 1493 0.3976
372 2023-07-18 428.0 call 1 11 9 0.3903
373 2023-07-18 428.0 put 1 298 622 0.3821
374 2023-07-18 429.0 call 1 53 100 0.3740
375 2023-07-18 429.0 put 1 908 496 0.3665
376 2023-07-18 430.0 call 1 164 4 0.3578
377 2023-07-18 430.0 put 1 1406 73 0.3508
378 2023-07-18 431.0 call 1 77 9 0.3518
379 2023-07-18 431.0 put 1 2309 159 0.3352
380 2023-07-18 432.0 call 1 110 7 0.3352
381 2023-07-18 432.0 put 1 1003 805 0.3195
382 2023-07-18 433.0 call 1 74 13 0.3185
383 2023-07-18 433.0 put 1 1160 1734 0.3039
384 2023-07-18 434.0 call 1 73 17 0.3019
385 2023-07-18 434.0 put 1 1331 175 0.2877
386 2023-07-18 435.0 call 1 339 46 0.2852
387 2023-07-18 435.0 put 1 1862 1386 0.2897
388 2023-07-18 436.0 call 1 663 22 0.2684
389 2023-07-18 436.0 put 1 1928 384 0.2730
390 2023-07-18 437.0 call 1 889 27 0.2516
391 2023-07-18 437.0 put 1 1144 189 0.2562
392 2023-07-18 438.0 call 1 948 30 0.2413
393 2023-07-18 438.0 put 1 1327 857 0.2394
394 2023-07-18 439.0 call 1 1409 104 0.2295
395 2023-07-18 439.0 put 1 1936 879 0.2224
396 2023-07-18 440.0 call 1 1494 384 0.2118
397 2023-07-18 440.0 put 1 7605 3364 0.2053
398 2023-07-18 441.0 call 1 1338 387 0.1940
399 2023-07-18 441.0 put 1 3556 1133 0.1976
400 2023-07-18 442.0 call 1 904 267 0.1839
401 2023-07-18 442.0 put 1 3836 1486 0.1790
402 2023-07-18 443.0 call 1 1060 230 0.1652
403 2023-07-18 443.0 put 1 3816 5661 0.1608
404 2023-07-18 444.0 call 1 1203 350 0.1519
405 2023-07-18 444.0 put 1 6510 6267 0.1488
406 2023-07-18 445.0 call 1 1640 2520 0.1367
407 2023-07-18 445.0 put 1 7771 21531 0.1343
408 2023-07-18 446.0 call 1 1550 768 0.1265
409 2023-07-18 446.0 put 1 6063 18246 0.1213
410 2023-07-18 447.0 call 1 1478 2980 0.1153
411 2023-07-18 447.0 put 1 5918 27378 0.1126
412 2023-07-18 448.0 call 1 2898 6703 0.1098
413 2023-07-18 448.0 put 1 6860 88241 0.1080
414 2023-07-18 449.0 call 1 3630 31758 0.1058
415 2023-07-18 449.0 put 1 5938 85457 0.1044
416 2023-07-18 450.0 call 1 4524 108567 0.1038
417 2023-07-18 450.0 put 1 3294 150935 0.1024
418 2023-07-18 451.0 call 1 4254 137405 0.1033
419 2023-07-18 451.0 put 1 5058 88163 0.1017
420 2023-07-18 452.0 call 1 4551 90645 0.1046
421 2023-07-18 452.0 put 1 891 22506 0.1015
422 2023-07-18 453.0 call 1 2464 63476 0.1068
423 2023-07-18 453.0 put 1 149 4430 0.1003
424 2023-07-18 454.0 call 1 2733 20200 0.1080
425 2023-07-18 454.0 put 1 237 1653 0.0962
426 2023-07-18 455.0 call 1 4645 18390 0.1112
427 2023-07-18 455.0 put 1 23 1088 0.1027
428 2023-07-18 456.0 call 1 14646 4600 0.1251
429 2023-07-18 456.0 put 1 14 384 0.1206
430 2023-07-18 457.0 call 1 2129 2857 0.1359
431 2023-07-18 457.0 put 1 0 126 0.1380
432 2023-07-18 458.0 call 1 1463 4377 0.1423
433 2023-07-18 458.0 put 1 14 164 0.1550
434 2023-07-18 459.0 call 1 2791 4407 0.1582
436 2023-07-18 460.0 call 1 1878 567 0.1532
438 2023-07-18 461.0 call 1 228 51 0.1671
440 2023-07-18 462.0 call 1 272 135 0.1810
442 2023-07-18 463.0 call 1 19 76 0.1948
444 2023-07-18 464.0 call 1 36 0 0.2088
445 2023-07-18 464.0 put 1 0 0 0.2614
446 2023-07-18 465.0 call 1 145 0 0.2220
447 2023-07-18 465.0 put 1 0 0 0.2775
448 2023-07-18 466.0 call 1 113 56 0.2356
449 2023-07-18 466.0 put 1 0 0 0.2933
450 2023-07-18 467.0 call 1 157 31 0.2490
451 2023-07-18 467.0 put 1 0 0 0.3090
452 2023-07-18 468.0 call 1 5 0 0.2620
453 2023-07-18 468.0 put 1 0 1 0.3246
454 2023-07-18 469.0 call 1 69 1 0.2752
455 2023-07-18 469.0 put 1 1 0 0.3401
456 2023-07-18 470.0 call 1 36 1 0.2883
457 2023-07-18 470.0 put 1 0 0 0.3554
458 2023-07-18 471.0 call 1 0 1 0.3013
459 2023-07-18 471.0 put 1 0 0 0.3707
460 2023-07-18 472.0 call 1 9 0 0.3142
461 2023-07-18 472.0 put 1 0 0 0.3858
462 2023-07-18 473.0 call 1 0 0 0.3270
463 2023-07-18 473.0 put 1 0 0 0.4008
464 2023-07-18 474.0 call 1 0 0 0.3398
465 2023-07-18 474.0 put 1 0 0 0.4158
466 2023-07-18 475.0 call 1 2 0 0.3525
467 2023-07-18 475.0 put 1 0 0 0.4306
468 2023-07-18 476.0 call 1 1 0 0.3651
469 2023-07-18 476.0 put 1 0 0 0.4453
470 2023-07-18 477.0 call 1 1 0 0.3777
471 2023-07-18 477.0 put 1 0 0 0.4600
472 2023-07-18 478.0 call 1 0 0 0.3902
473 2023-07-18 478.0 put 1 0 0 0.4595
474 2023-07-18 479.0 call 1 0 0 0.4028
475 2023-07-18 479.0 put 1 0 0 0.4736
476 2023-07-18 480.0 call 1 10 0 0.4152
477 2023-07-18 480.0 put 1 0 0 0.4876
478 2023-07-18 481.0 call 1 0 0 0.4276
479 2023-07-18 481.0 put 1 0 0 0.5016
480 2023-07-18 482.0 call 1 0 0 0.4398
481 2023-07-18 482.0 put 1 0 0 0.5155
482 2023-07-18 483.0 call 1 0 0 0.4522
483 2023-07-18 483.0 put 1 0 0 0.5293
484 2023-07-18 484.0 call 1 0 0 0.4642
485 2023-07-18 484.0 put 1 0 0 0.5430
486 2023-07-18 485.0 call 1 0 0 0.4763
487 2023-07-18 485.0 put 1 0 0 0.5567
488 2023-07-18 486.0 call 1 0 0 0.4884
489 2023-07-18 486.0 put 1 0 0 0.5704
490 2023-07-18 487.0 call 1 0 10 0.5004
491 2023-07-18 487.0 put 1 0 0 0.5839
492 2023-07-18 488.0 call 1 0 0 0.5123
493 2023-07-18 488.0 put 1 0 0 0.5974
494 2023-07-18 489.0 call 1 0 0 0.5242
495 2023-07-18 489.0 put 1 0 2 0.6109
496 2023-07-18 490.0 call 1 0 0 0.5361
497 2023-07-18 490.0 put 1 0 0 0.6243
498 2023-07-18 491.0 call 1 0 0 0.5479
499 2023-07-18 491.0 put 1 0 0 0.6376
500 2023-07-18 492.0 call 1 0 0 0.5599
502 2023-07-18 493.0 call 1 0 0 0.5717
504 2023-07-18 494.0 call 1 0 0 0.5833
506 2023-07-18 495.0 call 1 0 0 0.5949
508 2023-07-18 496.0 call 1 0 0 0.6065
510 2023-07-18 497.0 call 1 0 0 0.6181
512 2023-07-18 498.0 call 1 0 2 0.6295
514 2023-07-18 499.0 call 1 0 0 0.6410
516 2023-07-18 500.0 call 1 0 0 0.6524
518 2023-07-18 505.0 call 1 0 1 0.7089
520 2023-07-18 510.0 call 1 0 0 0.7643
522 2023-07-18 515.0 call 1 0 0 0.8195

View File

@@ -41,10 +41,10 @@ pydantic: bool
Whether to return as a Pydantic Model or as a Pandas object. Defaults to False.
Returns
-------
Object: Options
------
OptionsChains
chains: pd.DataFrame
The complete options chain for the ticker.
The complete options chain for the ticker. Returns as a dictionary if pydantic is True.
expirations: list[str]
List of unique expiration dates. (YYYY-MM-DD)
strikes: list[float]
@@ -54,7 +54,7 @@ Object: Options
underlying_name: str
The name of the underlying asset.
underlying_price: pd.Series
The price and recent performance of the underlying asset.
The price and recent performance of the underlying asset. Returns as a dictionary if pydantic is True.
hasIV: bool
Returns implied volatility.
hasGreeks: bool
@@ -66,27 +66,39 @@ Object: Options
date: str
The date, when the chains data is historical EOD.
SYMBOLS: pd.DataFrame
The symbol directory for the source, when available.
The symbol directory for the source, when available. Returns as a dictionary if pydantic is True.
Methods
-------
get_stats: Callable
Function to get a table of summary statistics, by strike or by expiration.
get_straddle: Callable
Function to get straddles and the payoff profile.
get_strangle: Callable
Function to calculate strangles and the payoff profile.
get_vertical_call_spread: Callable
Function to get vertical call spreads.
get_vertical_put_spreads: Callable
Function to get vertical put spreads.
get_strategies: Callable
Function to get multiple straddles and strangles at different expirations and moneyness.
get_skew: Callable
Function to get the vertical or horizontal skewness of the options.
Methods
------
chart_skew: Callable
Function to chart the implied volatility skew.
chart_stats: Callable
Function to chart a variety of volume and open interest statistics.
chart_surface: Callable
Function to chart the volatility as a 3-D surface.
chart_volatility: Callable
Function to chart the implied volatility smile.
get_skew: Callable
Function to calculate horizontal and vertical skewness.
get_stats: Callable
Function to return a table of summary statistics, by strike or by expiration.
get_straddle: Callable
Function to calculate straddles and the payoff profile.
get_strangle: Callable
Function to calculate strangles and the payoff profile.
get_synthetic_long: Callable
Function to calculate a synthetic long position.
get_synthetic_short: Callable
Function to calculate a synthetic short position.
get_vertical_call_spread: Callable
Function to calculate vertical call spreads.
get_vertical_put_spreads: Callable
Function to calculate vertical put spreads.
get_strategies: Callable
Function for calculating multiple straddles and strangles at different expirations and moneyness.
```
## How to Use
## Loading Data
### `load_options_chains()`
@@ -99,16 +111,16 @@ spy = openbb.stocks.options.load_options_chains("SPY")
The result is returned as the object described in the previous section.
![Options Data Object](https://github.com/OpenBB-finance/OpenBBTerminal/assets/85772166/fd581725-15aa-4ede-b302-10acac387f5c)
![Options Data Object](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/704e6d60-b148-442d-b4b2-689ceca6f55c)
The object is still returned if an unsupported symbol is requested and a message will be printed.
```python
In [14]: data = openbb.stocks.options.load_options_chains("spyyy")
In [4]: data = openbb.stocks.options.load_options_chains("spyyy")
The symbol, SPYYY, was not found in the CBOE directory.
In [15]: data.chains
Out[15]: pandas.core.frame.DataFrame
In [5]: data.chains
Out[5]: pandas.core.frame.DataFrame
```
Where available, symbols are verified against a source-specific symbol directory. This is accessible from the Options data object as the attribute named, `SYMBOLS`.
@@ -134,62 +146,62 @@ Key information for the underlying asset are stored in the object as `last_price
CBOE:
```python
In [28]: data.underlying_price
Out[28]:
In [7]: data.underlying_price
Out[7]:
type stock
tick down
bid 439.46
bidSize 69
askSize 4
ask 439.6
price 439.46
open 442.95
high 443.6078
low 438.97
close 439.46
volume 114143567
previousClose 439.46
change -3.14
changePercent -0.7145
ivThirty 11.285
ivThirtyChange 0.075
lastTradeTimestamp 2023-06-16T16:00:00
bid 449.18
bidSize 1
askSize 5
ask 449.2
price 449.28
open 450.56
high 451.36
low 448.49
close 449.28
volume 69772484
previousClose 449.28
change -0.28
changePercent -0.0623
ivThirty 10.947
ivThirtyChange 0.0
lastTradeTimestamp 2023-07-14T16:00:00
ivThirtyOneYearHigh 30.646999
hvThirtyOneYearHigh 31.074301
ivThirtyOneYearLow 10.707
hvThirtyOneYearLow 11.7216
hvThirtyOneYearHigh 30.648199
ivThirtyOneYearLow 10.692
hvThirtyOneYearLow 10.0721
ivSixtyOneYearHigh 28.674999
hvSixtyOneYearHigh 29.5842
ivSixtyOneYearLow 11.723
hvsixtyOneYearLow 11.9912
ivSixtyOneYearLow 11.245
hvsixtyOneYearLow 11.833
ivNinetyOneYearHigh 27.862
hvNinetyOneYearHigh 27.1943
ivNinetyOneYearLow 12.278
hvNinetyOneYearLow 14.2944
hvNinetyOneYearHigh 26.808901
ivNinetyOneYearLow 11.827
hvNinetyOneYearLow 13.3855
Name: SPY, dtype: object
```
TMX:
```python
In [29]: data = openbb.stocks.options.load_options_chains("XIU", "TMX")
In [8]: data = openbb.stocks.options.load_options_chains("XIU", "TMX")
In [30]: data.underlying_price
Out[30]:
time 14:34:44.970
previousClose 30.38
transactions 181
volume 23932
value 725365
valueCAD 725365
open 30.35
price 30.32
change -0.06
changePercent -0.2
In [9]: data.underlying_price
Out[9]:
time 15:59:56.910
previousClose 30.86
transactions 393
volume 50751
value 1567628
valueCAD 1567628
open 30.97
price 30.85
change -0.01
changePercent -0.03
tick 0.01
low 30.27
high 30.35
vwap 30.31
low 30.835
high 30.97
vwap 30.89
fiftyTwoWeekHigh 31.86
fiftyTwoWeekLow 27.375
Name: XIU, dtype: object
@@ -198,10 +210,10 @@ Name: XIU, dtype: object
Not every source will return implied volatility or Greeks data. The two object attributes, `hasGreeks` and `hasIV`, act as validators for downstream functions.
```python
In [31]: data.hasIV
Out[31]: False
In [10]: data.hasIV
Out[10]: False
In [32]: data.get_skew()
In [11]: data.get_skew()
Options data object does not have Implied Volatility and is required for this function.
```
@@ -210,10 +222,10 @@ Options data object does not have Implied Volatility and is required for this fu
Historical EOD chains data is currently available from `Intrinio` or `TMX`. The amount of historical data will depend on the subscription status with `Intrinio`, but is available from the beginning of 2009 from `TMX`. Add the `date` argument when loading the data. The price data of the underlying asset will reflect the closing price on the date entered.
```python
In [35]: data = openbb.stocks.options.load_options_chains("CCO", "TMX", date = "2016-06-29")
In [12]: data = openbb.stocks.options.load_options_chains("CCO", "TMX", date = "2016-06-29")
In [36]: data.underlying_price
Out[36]:
In [13]: data.underlying_price
Out[13]:
date 2016-06-29
bid 13.99
ask 14.01
@@ -232,17 +244,23 @@ symbol CCO
Name: Cameco Corporation, dtype: object
```
### Additional Class Methods
## Additional Class Methods
The class methods work with the Options data object to query the loaded chains data in different ways. Column headers at this stage are cleaned and presentable for view.
The class methods work with the Options data object to query the loaded chains data in different ways. Column headers at this stage are cleaned and presentable for view. There are two types of operations, `get` and `chart`, with the latter being a subset of the former. The docstring (`data?` - and as shown in a section above) lists them all, as Methods, with a short description. The nuances of the functions are explained within the docstrings of each. Variations to the combinations of parameters will yield over thirty unique charts and provide nearly infinite ways to query to data stored in the object.
:::note
All `chart_` methods have boolean arguments for `raw` and `external_axes`. These return an interactive table in the PyWry window or the Plotly figure object, respectively. In a Jupyter Notebook, they will be displayed inline.
Returning the command to a variable provides the ability to style and customize charts as desired.
```python
vix = openbb.stocks.options.load_options_chains("vix")
fig = data.chart_volatility(expirations=data.expirations[1], external_axes = True)
```
![VIX Options Chains](https://github.com/OpenBB-finance/OpenBBTerminal/assets/85772166/f9ba96fe-6726-49bf-8e41-c38daa045f38)
:::
#### `get_stats()`
### `get_stats()`
```python
Parameters
@@ -261,137 +279,236 @@ pd.DataFrame
Ratios are defined as Put/Call.
```python
In [13]: vix.get_stats().iloc[0]
Out[13]:
Puts OI 1826742.00
Calls OI 3959642.00
Total OI 5786384.00
OI Ratio 0.46
Puts OTM 234220.00
Calls OTM 3940976.00
Puts ITM 1592522.00
Calls ITM 18666.00
OTM Ratio 0.06
ITM Percent 27.84
Puts Volume 133712.00
Calls Volume 192200.00
Total Volume 325912.00
Volume Ratio 0.70
Vol-OI Ratio 0.06
Name: 2023-06-21, dtype: float64
data = openbb.stocks.options.load_options_chains("VIX")
data.get_stats().iloc[1]
```
| | 2023-07-26 |
|:-------------|-------------:|
| Puts OI | 2018 |
| Calls OI | 45875 |
| Total OI | 47893 |
| OI Ratio | 0.04 |
| Puts OTM | 873 |
| Calls OTM | 45747 |
| Puts ITM | 1145 |
| Calls ITM | 128 |
| OTM Ratio | 0.02 |
| ITM Percent | 2.66 |
| Puts Volume | 264 |
| Calls Volume | 2156 |
| Total Volume | 2420 |
| Volume Ratio | 0.12 |
| Vol-OI Ratio | 0.05 |
The `query` parameter provides an entry point for DataFrame operations to take place prior to calculating. For example, filtering for only the options which traded during the last session.
```python
vix.get_stats(query = vix.chains[vix.chains["lastTradeTimestamp"] > "2023-06-16"])
data.get_stats(query = data.chains[vix.chains["lastTradeTimestamp"] > "2023-07-14"])
```
| Expiration | Puts OI | Calls OI | Total OI | OI Ratio | Puts Volume | Calls Volume | Total Volume | Volume Ratio | Vol-OI Ratio |
|:-------------|-----------------:|-----------------:|-----------------:|-----------:|--------------:|---------------:|---------------:|---------------:|---------------:|
| 2023-06-21 | 1818770 | 3302044 | 5120814 | 0.55 | 133712 | 192200 | 325912 | 0.7 | 0.06 |
| 2023-06-28 | 2991 | 16053 | 19044 | 0.19 | 914 | 2578 | 3492 | 0.35 | 0.18 |
| 2023-07-05 | 2597 | 5618 | 8215 | 0.46 | 62 | 1200 | 1262 | 0.05 | 0.15 |
| 2023-07-12 | 612 | 2052 | 2664 | 0.3 | 121 | 547 | 668 | 0.22 | 0.25 |
| 2023-07-19 | 936874 | 2557905 | 3494779 | 0.37 | 154543 | 159949 | 314492 | 0.97 | 0.09 |
| 2023-07-26 | 5 | 356 | 361 | 0.01 | 5 | 304 | 309 | 0.02 | 0.86 |
| 2023-08-16 | 493541 | 1734097 | 2227638 | 0.28 | 23490 | 35505 | 58995 | 0.66 | 0.03 |
| 2023-09-20 | 452010 | 1903413 | 2355423 | 0.24 | 30856 | 68592 | 99448 | 0.45 | 0.04 |
| 2023-10-18 | 96489 | 593946 | 690435 | 0.16 | 3083 | 2202 | 5285 | 1.4 | 0.01 |
| 2023-11-15 | 72737 | 251719 | 324456 | 0.29 | 3786 | 14937 | 18723 | 0.25 | 0.06 |
| 2023-12-20 | 32617 | 132189 | 164806 | 0.25 | 650 | 27993 | 28643 | 0.02 | 0.17 |
| 2024-01-17 | 10002 | 48855 | 58857 | 0.2 | 4179 | 16991 | 21170 | 0.25 | 0.36 |
| 2024-02-14 | 219 | 5936 | 6155 | 0.04 | 21 | 730 | 751 | 0.03 | 0.12 |
| 2023-07-19 | 1569778 | 3323396 | 4893174 | 0.47 | 113460 | 130416 | 243876 | 0.87 | 0.05 |
| 2023-07-26 | 1855 | 29273 | 31128 | 0.06 | 264 | 2156 | 2420 | 0.12 | 0.08 |
| 2023-08-02 | 1154 | 2498 | 3652 | 0.46 | 12 | 786 | 798 | 0.02 | 0.22 |
| 2023-08-09 | 330 | 961 | 1291 | 0.34 | 43 | 354 | 397 | 0.12 | 0.31 |
| 2023-08-16 | 907980 | 2246707 | 3154687 | 0.4 | 48668 | 197148 | 245816 | 0.25 | 0.08 |
| 2023-08-23 | 0 | 49 | 49 | 0 | 7 | 145 | 152 | 0.05 | 3.1 |
| 2023-09-20 | 614369 | 2097742 | 2712111 | 0.29 | 20750 | 19260 | 40010 | 1.08 | 0.01 |
| 2023-10-18 | 165239 | 1099858 | 1265097 | 0.15 | 3304 | 14912 | 18216 | 0.22 | 0.01 |
| 2023-11-15 | 70142 | 742698 | 812840 | 0.09 | 82 | 514 | 596 | 0.16 | 0 |
| 2023-12-20 | 44580 | 259815 | 304395 | 0.17 | 10797 | 12471 | 23268 | 0.87 | 0.08 |
| 2024-01-17 | 20860 | 43733 | 64593 | 0.48 | 23574 | 23690 | 47264 | 1 | 0.73 |
| 2024-02-14 | 1347 | 6567 | 7914 | 0.21 | 67 | 203 | 270 | 0.33 | 0.03 |
| 2024-03-20 | 63 | 1861 | 1924 | 0.03 | 8 | 219 | 227 | 0.04 | 0.12 |
#### `get_straddle`, `get_strangle`, `get_vertical_call_spread`, `get_vertical_put_spread`
### chart_stats()
These are common single-leg strategies that return one result. The target expiry date is expressed as the number of days until expiration. All four have a `days` parameter with a default of thirty-days, and the spreads require two strikes. User-supplied inputs do not have to be valid choices, they will be estimated using internal helper functions for the nearest strike prices and DTE.
- Call/Put spreads have: `sold_strike`, `bought_strike`. Bullish and Bearish are decided by the sold strike being higher or lower than the bought price. Strike 1 is the `sold_strike`; Strike 2 is the `bought_strike`.
- `get_straddle` has a parameter, `strike`, which by default is the last price of the underlying. A short straddle can be returned by entering a negative value for the `strike`. Strike 1 is the call; Strike 2 is the put.
- `get_strangle` has a similar parameter, except as `moneyness`. This returns the upper/lower OTM strike values for the call and put. A short strangle is returned by entering a negative value for `moneyness`. Strike 1 is the call; Strike 2 is the put.
The volume and open interest metrics can be visualized in a number of ways. In general, they are bucketed as volume and open interest by strike or expiration.
```python
In [20]: vix.get_strangle(5)
Out[20]:
Long Strangle
Symbol VIX
Underlying Price 14.19
Expiration 2023-06-21
DTE 2
Strike 1 15.0
Strike 2 13.0
Strike 1 Premium 0.33
Strike 2 Premium 0.08
Cost 0.41
Cost Percent 2.8894
Breakeven Upper 15.41
Breakeven Upper Percent 8.5976
Breakeven Lower 12.59
Breakeven Lower Percent -11.2755
Max Profit inf
Max Loss -0.41
Payoff Ratio inf
data.chart_stats()
```
![Vix % of Total Volume vs. Strike](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/70d55645-7510-4c1e-9e56-c6b37ef40249)
```python
data.chart_stats(by="strike", oi=True)
```
![VIX % of Total Open Interest vs. Strike](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/9798ed44-23c3-4a54-9c20-ea6450c035d9)
```python
data.chart_stats(by="strike", oi=True, percent=False)
```
![VIX Open Interest vs. Strike](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/b1bed9c5-4338-4fb5-8ffe-a67eba6c5219)
```python
data.chart_stats(ratios=True)
```
![VIX Volume and Open Interest Ratios](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/0c459c96-267b-472e-8323-cb547af0e0e4)
### Options Strategies
These methods calculate common, single-leg, strategies and return one result. The target expiry date is expressed as the number of days until expiration, and the closest expiry to supplied value will be returned. There are six types of strategies currently supported:
- `get_straddle()`
- `get_strangle()`
- `get_synthetic_long()`
- `get_synthetic_short()`
- `get_vertical_call_spread()`
- `get_vertical_put_spread()`
:::note
Looking for a place to get started as a contributor, and enjoy trading options? Strategies are an excellent starting point!
:::
All strategies share a common default setting, `days=30`. Vertical spreads require two strike prices, and they are entered as `sold`, `bought`. A bull call or put spread is entered with a bought price lower than the sold price.
```python
data.get_vertical_call_spread(30,13,12.50)
```
| | Bull Call Spread |
|:------------------------|:-------------------|
| Symbol | VIX |
| Underlying Price | 13.34 |
| Expiration | 2023-08-16 |
| DTE | 31 |
| Strike 1 | 13.0 |
| Strike 2 | 12.5 |
| Strike 1 Premium | 2.9 |
| Strike 2 Premium | 3.4 |
| Cost | 0.5 |
| Cost Percent | 3.7481 |
| Breakeven Lower | 13.0 |
| Breakeven Lower Percent | -2.5487 |
| Breakeven Upper | nan |
| Breakeven Upper Percent | nan |
| Max Profit | 0.0 |
| Max Loss | -0.5 |
| Payoff Ratio | 0.0 |
```python
data.get_vertical_put_spread(30,13,12.5)
```
| | Bull Put Spread |
|:------------------------|:---------------------|
| Symbol | VIX |
| Underlying Price | 13.34 |
| Expiration | 2023-08-16 |
| DTE | 31 |
| Strike 1 | 13.0 |
| Strike 2 | 12.5 |
| Strike 1 Premium | -0.17 |
| Strike 2 Premium | 0.12 |
| Cost | -0.05 |
| Cost Percent | 0.3748 |
| Breakeven Lower | nan |
| Breakeven Lower Percent | nan |
| Breakeven Upper | 12.95 |
| Breakeven Upper Percent | 2.92 |
| Max Profit | 0.05 |
| Max Loss | -0.45 |
| Payoff Ratio | 0.1111 |
#### `get_strategies()`
This takes all of the individual strategies and combines them into a single endpoint that can iterate over all expiry dates.
```python
vix.get_strategies(days = 42, strangle_moneyness=[5,-10], vertical_calls = [20,18]).transpose()
data.get_strategies(days = 30, straddle_strike = data.last_price, strangle_moneyness = 30, vertical_calls = [20,15], vertical_puts = [12,15], synthetic_longs = 16, synthetic_shrots = 14)
```
| Expiration | 2023-07-26 | 2023-07-26 | 2023-07-26 | 2023-07-26 |
|:------------------------|:--------------|:-------------------|:--------------------|:-------------------|
| DTE | 37 | 37 | 37 | 37 |
| Strategy | Long Strangle | Short Strangle | Bull Call Spread | Bear Put Spread |
| Underlying Price | 14.19 | 14.19 | 14.19 | 14.19 |
| Strike 1 | 15.0 | 16.0 | 16.0 | 10.0 |
| Strike 2 | 13.0 | 13.0 | 14.0 | 14.0 |
| Strike 1 Premium | 3.93 | 1.46 | 1.46 | 0.0 |
| Strike 2 Premium | 0.24 | 0.0 | 4.74 | 0.44 |
| Cost | 4.17 | -1.46 | 3.28 | 0.44 |
| Cost Percent | 29.3869 | 10.2889 | 23.1149 | 3.1008 |
| Breakeven Upper | 19.17 | 17.46 | nan | nan |
| Breakeven Upper Percent | 35.0951 | 23.0444 | nan | nan |
| Breakeven Lower | 8.83 | 11.54 | 17.28 | 13.56 |
| Breakeven Lower Percent | -37.7731 | -18.6751 | 21.7759 | 32.6287 |
| Max Profit | inf | 1.46 | -1.28 | 3.56 |
| Max Loss | -4.17 | inf | -3.28 | -0.44 |
| Payoff Ratio | inf | 0.0 | 0.3902 | 8.0909 |
| | 2023-08-16 | 2023-08-16 | 2023-08-16 | 2023-08-16 | 2023-08-16 | 2023-08-16 |
|:------------------------|:--------------------|:------------------|:---------------|:----------------|:-----------------|:-------------------|
| DTE | 31 | 31 | 31 | 31 | 31 | 31 |
| Strategy | Long Straddle | Long Strangle | Synthetic Long | Synthetic Short | Bull Call Spread | Bear Put Spread |
| Underlying Price | 13.34 | 13.34 | 13.34 | 13.34 | 13.34 | 13.34 |
| Strike 1 | 13.5 | 17.0 | 14.0 | 16.0 | 20.0 | 12.0 |
| Strike 2 | 13.5 | 10.0 | 14.0 | 16.0 | 15.0 | 15.0 |
| Strike 1 Premium | 2.62 | 1.28 | 2.31 | -1.46 | -0.83 | -0.04 |
| Strike 2 Premium | 0.33 | 0.01 | -0.49 | 1.74 | 1.83 | 1.04 |
| Cost | 2.95 | 1.29 | 1.82 | 0.28 | 1.0 | 1.0 |
| Cost Percent | 22.1139 | 9.6702 | 13.6432 | 2.099 | 7.4963 | 7.4963 |
| Breakeven Upper | 16.45 | 18.29 | 15.82 | nan | nan | nan |
| Breakeven Upper Percent | 23.3133 | 37.1064 | 18.5907 | nan | nan | nan |
| Breakeven Lower | 10.55 | 8.71 | nan | 15.72 | 16.0 | 14.0 |
| Breakeven Lower Percent | -20.9145 | -34.7076 | nan | 17.8411 | 19.94 | 17.5412 |
| Max Profit | inf | inf | inf | 15.72 | 4.0 | 2.0 |
| Max Loss | -2.95 | -1.29 | -15.82 | inf | -1.0 | -1.0 |
| Payoff Ratio | inf | inf | nan | nan | 4.0 | 2.0 |
The default state of `get_strategies()` is to return all ATM straddles. This information can be useful for charting the term structure and expected move of the underlying asset.
### Volatility
There are two types of views for volatility, smiles and surfaces.
#### `chart_volatility()`
As a default state, the put and call volatility smiles from the expiration in position 1, contained in the list `data.expirations[1]`, are displayed.
```python
structure = data.get_strategies()[["Expiration", "Cost"]].set_index("Expiration")
openbb.qa.line(structure["Cost"], title = "Cost of ATM VIX Straddle", log_y= False)
data.chart_volatility()
```
![Cost of Straddle](https://github.com/OpenBB-finance/OpenBBTerminal/assets/85772166/4d16778c-78bb-44e3-8068-3ba1ceca44c3)
![VIX IV Smile](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/1bf4534a-7ae8-4770-9b07-5e793889beb9)
Additional strategies will be added in the future.
The implied volatility can also be visualized as the forward curve at a specific strike or % moneyness.
```python
data.chart_volatility(strike=20)
```
![VIX Volatility at $20 Strike](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/e2b0dba6-2a51-4ff2-9e43-3667de15ae21)
```python
data.chart_volatility(moneyness=30)
```
![VIX Volatility at 30% OTM](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/c344724b-8544-4cd1-8cab-25e1924137a5)
#### `chart_surface()`
A portion, or the entire, volatility surface is presented as a 3-D chart. The data is arranged by types, selectable with the `option_type` parameter, choosing one of: `otm`, `itm`, `calls`, `puts`. The default state is `otm`. The X and Y axes can be narrowed to focus on a range of time and strike.
```python
data.chart_surface(dte_range = [30,300], strike_range = [10,30])
```
![VIX OTM IV Surface](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/410769fe-b7da-40bf-915e-68901b3caf13)
### Skew
Unlike volatility, there are both model and view components for the IV skew of the chain.
#### `get_skew()`
By default, this callable calculates the skew of every option. It can return either vertical or horizontal skew. Vertical skew can be narrowed to a specific expiry, and horizontal skew is determined by % OTM.
```python
vix.get_skew("2023-06-21")
data.get_skew(data.expirations[1]).query("12 <= `Strike` <= 15")
```
| Expiration | Strike | Option Type | IV | Skew |
|:-------------|---------:|:--------------|-------:|--------:|
| 2023-06-21 | 10 | call | 1.2749 | 0.5981 |
| 2023-06-21 | 10 | put | 1.3512 | 0.6414 |
| 2023-06-21 | 11 | call | 0.9428 | 0.266 |
| 2023-06-21 | 11 | put | 1.0314 | 0.3216 |
| 2023-06-21 | 12 | call | 0.9604 | 0.2836 |
| 2023-06-21 | 12 | put | 1.0147 | 0.3049 |
| 2023-06-21 | 13 | call | 0.671 | -0.0058 |
| 2023-06-21 | 13 | put | 0.7065 | -0.0033 |
| 2023-06-21 | 14 | call | 0.6768 | 0 |
| 2023-06-21 | 14 | put | 0.7098 | 0 |
| | Expiration | Strike | Option Type | IV | ATM IV | Skew |
|----:|:-------------|---------:|:--------------|-------:|---------:|--------:|
| 116 | 2023-07-26 | 12 | put | 1.1136 | 0.9283 | 0.1853 |
| 117 | 2023-07-26 | 12.5 | put | 1.0246 | 0.9283 | 0.0963 |
| 118 | 2023-07-26 | 13 | put | 0.9666 | 0.9283 | 0.0383 |
| 119 | 2023-07-26 | 13.5 | put | 0.9283 | 0.9283 | 0 |
| 120 | 2023-07-26 | 14 | call | 0.4994 | 0.4994 | 0 |
| 121 | 2023-07-26 | 14 | put | 0.8702 | 0.9283 | -0.0581 |
| 122 | 2023-07-26 | 14.5 | call | 0.6156 | 0.4994 | 0.1162 |
| 123 | 2023-07-26 | 14.5 | put | 0.8899 | 0.9283 | -0.0384 |
| 124 | 2023-07-26 | 15 | call | 0.6245 | 0.4994 | 0.1251 |
| 125 | 2023-07-26 | 15 | put | 0.9002 | 0.9283 | -0.0281 |
```python
vix.get_skew(moneyness=20)
@@ -399,16 +516,36 @@ vix.get_skew(moneyness=20)
| expiration | Call Strike | Call IV | Call ATM IV | Call Skew | Put Strike | Put IV | Put ATM IV | Put Skew | ATM Skew | IV Skew |
|:-------------|--------------:|----------:|--------------:|------------:|-------------:|---------:|-------------:|-----------:|-----------:|----------:|
| 2023-06-21 | 17 | 1.6378 | 0.9257 | 0.7121 | 11 | 1.6498 | 0.8968 | 0.753 | 0.0289 | -0.0409 |
| 2023-06-28 | 17 | 1 | 0.5025 | 0.4975 | 11 | 1.0319 | 0.8148 | 0.2171 | -0.3123 | 0.2804 |
| 2023-07-05 | 17 | 0.8918 | 0.606 | 0.2858 | 11 | 0.8285 | 0.7384 | 0.0901 | -0.1324 | 0.1957 |
| 2023-07-12 | 17 | 0.7042 | 0.5777 | 0.1265 | 11 | 0.7267 | 0.6661 | 0.0606 | -0.0884 | 0.0659 |
| 2023-07-19 | 17 | 0.8596 | 0.6367 | 0.2229 | 11 | 0.6395 | 0.6491 | -0.0096 | -0.0124 | 0.2325 |
| 2023-07-26 | 17 | 0.6861 | 0.401 | 0.2851 | 11 | 0.6581 | 0.6783 | -0.0202 | -0.2773 | 0.3053 |
| 2023-08-16 | 17 | 0.7509 | 0.5939 | 0.157 | 11 | 0.5296 | 0.5886 | -0.059 | 0.0053 | 0.216 |
| 2023-09-20 | 17 | 0.6463 | 0.5248 | 0.1215 | 11 | 0.4893 | 0.5313 | -0.042 | -0.0065 | 0.1635 |
| 2023-10-18 | 17 | 0.5949 | 0.5326 | 0.0623 | 11 | 0.4496 | 0.5 | -0.0504 | 0.0326 | 0.1127 |
| 2023-11-15 | 17 | 0.5506 | 0.4747 | 0.0759 | 11 | 0.559 | 0.4756 | 0.0834 | -0.0009 | -0.0075 |
| 2023-12-20 | 17 | 0.5206 | 0.4523 | 0.0683 | 11 | 0.5264 | 0.4428 | 0.0836 | 0.0095 | -0.0153 |
| 2024-01-17 | 17 | 0.4887 | 0.4599 | 0.0288 | 11 | 0.5298 | 0.4288 | 0.101 | 0.0311 | -0.0722 |
| 2024-02-14 | 17 | 0.4999 | 0.4683 | 0.0316 | 11 | 0.4704 | 0.422 | 0.0484 | 0.0463 | -0.0168 |
| 2023-07-19 | 16 | 1.0996 | 0.599 | 0.5006 | 10.5 | 1.0505 | 0.6328 | 0.4177 | -0.0338 | 0.0829 |
| 2023-07-26 | 16 | 0.8708 | 0.4994 | 0.3714 | 10.5 | 0.9101 | 0.9283 | -0.0182 | -0.4289 | 0.3896 |
| 2023-08-02 | 16 | 0.855 | 0.5026 | 0.3524 | 10.5 | 0.7438 | 0.6755 | 0.0683 | -0.1729 | 0.2841 |
| 2023-08-09 | 16 | 0.7861 | 0.4926 | 0.2935 | 10.5 | 0.6712 | 0.6575 | 0.0137 | -0.1649 | 0.2798 |
| 2023-08-16 | 16 | 0.8364 | 0.6284 | 0.208 | 10.5 | 0.6041 | 0.6117 | -0.0076 | 0.0167 | 0.2156 |
| 2023-08-23 | 16 | 0.9273 | 0.8918 | 0.0355 | 10.5 | 0.5492 | 0.6356 | -0.0864 | 0.2562 | 0.1219 |
| 2023-09-20 | 16 | 0.7023 | 0.5481 | 0.1542 | 10 | 0.5344 | 0.548 | -0.0136 | 0.0001 | 0.1678 |
| 2023-10-18 | 16 | 0.6447 | 0.5183 | 0.1264 | 10 | 0.4751 | 0.5178 | -0.0427 | 0.0005 | 0.1691 |
| 2023-11-15 | 16 | 0.6064 | 0.5069 | 0.0995 | 10 | 0.4548 | 0.4947 | -0.0399 | 0.0122 | 0.1394 |
| 2023-12-20 | 16 | 0.5716 | 0.4754 | 0.0962 | 10 | 0.426 | 0.4734 | -0.0474 | 0.002 | 0.1436 |
| 2024-01-17 | 16 | 0.5224 | 0.4248 | 0.0976 | 10 | 0.4372 | 0.4372 | 0 | -0.0124 | 0.0976 |
| 2024-02-14 | 16 | 0.494 | 0.4228 | 0.0712 | 10 | 0.4136 | 0.4258 | -0.0122 | -0.003 | 0.0834 |
| 2024-03-20 | 16 | 0.4533 | 0.4008 | 0.0525 | 10 | 0.4665 | 0.4162 | 0.0503 | -0.0154 | 0.0022 |
#### chart_skew()
As a default state, the put and call skew smiles from the expiration in position 1, contained in the list `data.expirations[1]`, are displayed.
`data.chart_skew()`
![VIX IV Skew](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/509ac801-85bc-41e9-9f6c-7654e471db77)
Multiple expirations can be displayed by entering a list to the `expirations` parameter.
`data.chart_skew(expirations=[data.expirations[6],data.expirations[10]])`
![Multiple Expirations - VIX IV Skew](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/604407aa-bb0a-44dd-8051-0665ddb90b96)
The forward curve is also callable by strike.
`data.chart_skew(strike = 20)`
![VIX IV Skew at $20 Strike](https://github.com/deeleeramone/OpenBBTerminal/assets/85772166/949674b9-7366-4beb-b278-2ee5c0d5dd71)