mirror of
https://github.com/OpenBB-finance/OpenBB.git
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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:
@@ -44,6 +44,7 @@ class DashboardsController(BaseController):
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"futures",
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"forecasting",
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"indicators",
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"options",
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]
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PATH = "/dashboards/"
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@@ -75,6 +76,7 @@ class DashboardsController(BaseController):
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mt.add_cmd("forecasting")
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mt.add_cmd("futures")
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mt.add_cmd("shortdata")
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mt.add_cmd("options")
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console.print(text=mt.menu_text, menu="Dashboards")
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@log_start_end(log=logger)
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@@ -112,6 +114,11 @@ class DashboardsController(BaseController):
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"""Process indicators command."""
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self.create_call_streamlit(other_args, "Indicators")
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@log_start_end(log=logger)
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def call_options(self, other_args: List[str]):
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"""Process indicators command."""
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self.create_call_streamlit(other_args, "Options")
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def kill_processes(self) -> None:
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"""Kills all processes started by this class."""
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for process in [p for p in self.processes if p.is_running()]:
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@@ -250,7 +257,7 @@ class DashboardsController(BaseController):
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if self.check_processes():
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plots_backend().send_url(
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url=self.check_processes(name),
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title=f"{filename.title()} Dashboard",
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title=f"{filename.replace('_', ' ').title()} Dashboard",
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)
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960
openbb_terminal/dashboards/stream/pages/Options.py
Normal file
960
openbb_terminal/dashboards/stream/pages/Options.py
Normal file
@@ -0,0 +1,960 @@
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# type: ignore
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# pylint: disable=[W0621,R1714]
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from typing import Any, Tuple
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import pandas as pd
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import streamlit as st
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from openbb_terminal.core.plots.plotly_helper import OpenBBFigure
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from openbb_terminal.core.session.current_system import set_system_variable
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from openbb_terminal.dashboards.stream import streamlit_helpers as st_helpers
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from openbb_terminal.stocks.options.cboe_model import INDEXES, SYMBOLS
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from openbb_terminal.stocks.options.options_chains_model import (
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get_nearest_call_strike,
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get_nearest_otm_strike,
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get_nearest_put_strike,
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)
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from openbb_terminal.stocks.options.options_sdk_helper import (
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OptionsChains,
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load_options_chains,
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)
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EXCEPTIONS = ["NDX", "RUT"]
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analysis_type: str = ""
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strike_price: float = 0
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moneyness: float = 0
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strangle_moneyness: float = 0
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price_data = pd.DataFrame()
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strategy_data = pd.DataFrame()
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title: str = ""
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_strikes: Any = None
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chart_data_type: str = ""
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target_column: dict[str, str] = {
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"Last Price": "lastTradePrice",
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"Bid Price": "bid",
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"Ask Price": "ask",
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"Theoretical Price": "theoretical",
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"Breakeven Price": "Breakeven",
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"Open Interest": "openInterest",
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"Volume": "volume",
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"Implied Volatility": "impliedVolatility",
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"Gamma": "gamma",
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"Theta": "theta",
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"Vega": "vega",
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"Delta Dollars": "DEX",
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"GEX Per 1% Move": "GEX",
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}
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strategy_target_column_dict = {
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"Cost of Position": "Cost",
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"Cost as % of Underlying": "Cost Percent",
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}
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surface_choice_dict = {
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"OTM Only": "otm",
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"ITM Only": "itm",
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"Calls Only": "calls",
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"Puts Only": "puts",
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}
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chains_df = pd.DataFrame()
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symbol_choices = SYMBOLS.sort_index().reset_index()
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default_symbol = int(symbol_choices.query("`Symbol` == 'SPY'").index[0])
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chains_strikes: dict[str, float] = {}
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pd.options.plotting.backend = "plotly"
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# Suppressing sdk logs
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set_system_variable("LOGGING_SUPPRESS", True)
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st.set_page_config(
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layout="wide",
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page_title="CBOE Options Dashboard",
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initial_sidebar_state="expanded",
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menu_items={
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"Get help": "https://discord.com/invite/Y4HDyB6Ypu",
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},
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)
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st_helpers.set_current_page("Options")
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st_helpers.set_css()
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def format_plotly(fig: OpenBBFigure):
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fig.update_layout(
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margin=dict(t=40),
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autosize=False,
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width=1050,
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height=700,
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title=dict(y=0.99, x=0.5, xanchor="center", yanchor="top", automargin=True),
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legend=dict(bgcolor="rgba(0,0,0,0)"),
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)
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return fig
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@st.cache_data(show_spinner=False, experimental_allow_widgets=True)
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def load_data(ticker):
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df = load_options_chains(ticker)
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_calls = df.chains[df.chains["optionType"] == "call"].copy()
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_puts = df.chains[df.chains["optionType"] == "put"].copy()
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_calls.loc[:, ("$ To Spot")] = (
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(_calls.loc[:, ("strike")]) + (_calls.loc[:, ("ask")]) - (df.last_price)
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)
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_calls.loc[:, ("% To Spot")] = (_calls.loc[:, ("$ To Spot")] / df.last_price) * 100
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_calls.loc[:, ("Breakeven")] = _calls.loc[:, ("strike")] + _calls.loc[:, ("ask")]
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_calls.loc[:, ("DEX")] = (
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(_calls.loc[:, ("delta")] * 100)
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* (_calls.loc[:, ("openInterest")])
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* df.last_price
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)
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_calls["DEX"] = _calls["DEX"].convert_dtypes(convert_floating=True)
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_calls.loc[:, ("GEX")] = (
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_calls.loc[:, ("gamma")]
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* 100
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* _calls.loc[:, ("openInterest")]
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* (df.last_price * df.last_price)
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* 0.01
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)
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_calls.GEX = _calls.GEX.convert_dtypes(convert_floating=True)
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_calls.set_index(keys=["expiration", "strike", "optionType"], inplace=True)
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_puts.loc[:, ("$ To Spot")] = (
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(_puts.loc[:, ("strike")]) - (_puts.loc[:, ("ask")]) - (df.last_price)
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)
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_puts.loc[:, ("% To Spot")] = (_puts.loc[:, ("$ To Spot")] / df.last_price) * 100
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_puts.loc[:, ("Breakeven")] = _puts.loc[:, ("strike")] - _puts.loc[:, ("ask")]
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_puts.loc[:, ("DEX")] = (
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(_puts.loc[:, ("delta")] * 100)
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* (_puts.loc[:, ("openInterest")])
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* df.last_price
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)
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_puts.loc[:, ("GEX")] = (
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_puts.loc[:, ("gamma")]
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* 100
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* _puts.loc[:, ("openInterest")]
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* (df.last_price * df.last_price)
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* 0.01
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* (-1)
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)
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_puts.GEX = _puts.GEX.convert_dtypes(convert_floating=True)
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_puts["DEX"] = _puts["DEX"].convert_dtypes(convert_floating=True)
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_puts.set_index(keys=["expiration", "strike", "optionType"], inplace=True)
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_calls.GEX = round(_calls.GEX, ndigits=2)
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_calls["DEX"] = round(_calls["DEX"], ndigits=2)
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_puts.GEX = round(_puts.GEX, ndigits=2)
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_puts["DEX"] = round(_puts["DEX"], ndigits=2)
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df.chains = pd.concat([_puts, _calls])
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df.chains.sort_index(inplace=True)
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df.chains.reset_index(inplace=True)
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return df
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def get_exposure(df: OptionsChains) -> Tuple[pd.DataFrame, pd.DataFrame]:
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by_strike = pd.DataFrame()
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by_expiration = pd.DataFrame()
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puts_by_strike = (
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df.chains.query("`optionType` == 'put'").groupby("strike")[["DEX", "GEX"]].sum()
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)
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puts_by_strike.columns = ["Put DEX", "Put GEX"]
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calls_by_strike = (
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df.chains.query("`optionType` == 'call'")
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.groupby("strike")[["DEX", "GEX"]]
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.sum()
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)
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calls_by_strike.columns = ["Call DEX", "Call GEX"]
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by_strike = pd.concat([calls_by_strike, puts_by_strike], axis=1)
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puts_by_expiration = (
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df.chains.query("`optionType` == 'put'")
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.groupby("expiration")[["DEX", "GEX"]]
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.sum()
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)
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puts_by_expiration.columns = ["Put DEX", "Put GEX"]
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calls_by_expiration = (
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df.chains.query("`optionType` == 'call'")
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.groupby("expiration")[["DEX", "GEX"]]
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.sum()
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)
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calls_by_expiration.columns = ["Call DEX", "Call GEX"]
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by_expiration = pd.concat([calls_by_expiration, puts_by_expiration], axis=1)
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return by_strike.astype("int64"), by_expiration.astype("int64")
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def get_highest_oi(df: OptionsChains) -> pd.DataFrame:
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highest_oi = df.chains[df.chains["openInterest"] == max(df.chains["openInterest"])][
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[
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"optionType",
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"strike",
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"dte",
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"openInterest",
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"volume",
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"impliedVolatility",
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"bid",
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"ask",
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"Breakeven",
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]
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]
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highest_oi.columns = [
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"Type",
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"Strike",
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"DTE",
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"OI",
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"Volume",
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"IV",
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"Bid",
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"Ask",
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"Breakeven",
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]
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return highest_oi
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def get_highest_volume(df: OptionsChains) -> pd.DataFrame:
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highest_volume = df.chains[df.chains["volume"] == max(df.chains["volume"])][
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[
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"optionType",
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"strike",
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"dte",
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"openInterest",
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"volume",
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"impliedVolatility",
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"bid",
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"ask",
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"Breakeven",
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]
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]
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highest_volume.columns = [
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"Type",
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"Strike",
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"DTE",
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"OI",
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"Volume",
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"IV",
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"Bid",
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"Ask",
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"Breakeven",
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]
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return highest_volume
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with st.sidebar:
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ticker = st.selectbox(
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label="Ticker",
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options=symbol_choices["Symbol"].tolist(),
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index=default_symbol,
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key="ticker",
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)
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df = load_data(ticker)
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chains_df = df.chains
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if ticker == "":
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st.write("Please enter a symbol")
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if hasattr(df, "underlying_name"):
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ticker_good = True
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stats = df.get_stats()
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net_calls = stats.sum()["Calls OI"].astype(int)
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net_puts = stats.sum()["Puts OI"].astype(int)
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pcr_ratio = round((net_puts / net_calls), 4)
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net_calls_vol = stats.sum()["Calls Volume"].astype(int)
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net_puts_vol = stats.sum()["Puts Volume"].astype(int)
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straddle_30d = df.get_straddle()
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st.write(df.underlying_name)
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st.write("Last Price: ", f"${df.last_price:0,.2f}")
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_change = round(df.underlying_price["changePercent"], 2)
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st.write("Change: ", f"{_change:0,.2f}%")
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st.write(
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f"Cost of {straddle_30d.loc['DTE']['Long Straddle']} DTE Straddle: ",
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f"${round(straddle_30d.loc['Cost']['Long Straddle'], 2)}",
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)
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if df.underlying_price["ivThirty"] != 0:
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st.write("IV 30: ", str(df.underlying_price["ivThirty"]))
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if ticker.upper() not in INDEXES and ticker.upper() not in EXCEPTIONS:
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st.write("Stock Volume :", format(df.underlying_price["volume"], ","))
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st.write("Call Volume: ", format(net_calls_vol, ","))
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st.write("Put Volume: ", format(net_puts_vol, ","))
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st.write("Put/Call Ratio: ", str(pcr_ratio))
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analysis_type = st.selectbox(
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"Analysis Type", options=["Charts", "Tables"], key="analysis_type"
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)
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if analysis_type == "Tables":
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table_choices = ["Chains", "Stats"]
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table_choice = st.selectbox("Table Type", options=table_choices)
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if table_choice == "Chains":
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chains_selections = ["% OTM", "Delta", "None"]
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chains_select = st.selectbox(
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"Limit Range of Results",
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options=chains_selections,
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key="chains_select",
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)
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if chains_select == "% OTM":
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chains_moneyness: float = st.number_input(
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label="% OTM Range",
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min_value=0.01,
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max_value=99.99,
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value=2.0,
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step=0.25,
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)
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chains_strikes = get_nearest_otm_strike(df, chains_moneyness)
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if chains_select == "Delta":
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delta_choice: float = st.number_input(
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label="Delta Value",
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min_value=0.01,
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max_value=1.0,
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value=0.5,
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step=0.05,
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)
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chains_choice = st.selectbox(
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"Chain Type", options=["Calls", "Puts", "Both"], key="chains_choice"
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)
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expiration_choices = ["All"]
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expiration_choices.extend(df.expirations)
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expiration_choice = st.selectbox(
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"Expiration Date",
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options=expiration_choices,
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key="expiration_choice",
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)
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if analysis_type == "Charts":
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stats_type: str = ""
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chart_data_type = st.selectbox(
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"Chart Data Type",
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options=["Stats", "Strikes", "Strategies", "Volatility"],
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key="chart_data_type",
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)
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expiry = "All"
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if chart_data_type == "Stats":
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stats_type = st.selectbox(
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"Stat Type",
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options=["Open Interest", "Volume", "Ratios"],
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key="stats_type",
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)
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if stats_type == "Open Interest" or stats_type == "Volume":
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is_percent = st.checkbox(
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"Percent of Total", value=False, key="is_percent"
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)
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if is_percent is False and stats_type == "Open Interest":
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expiries = ["All"]
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expiries.extend(df.expirations)
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expiry = st.selectbox("Expiry", options=expiries, key="expiry")
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if chart_data_type == "Strikes":
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strike_choice = st.selectbox(
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"Strike Selection Type",
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options=(["Single Strike", "Separate Calls and Puts", "% OTM"]),
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key="strike_choice",
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)
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if strike_choice == "Separate Calls and Puts":
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_default_call = get_nearest_call_strike(
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df, strike_price=df.last_price
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)
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_default_put = get_nearest_put_strike(
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df, strike_price=df.last_price
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)
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_default_strikes = pd.Series(df.strikes)
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default_call = int(
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_default_strikes[_default_strikes == _default_call].index[0]
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)
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default_put = int(
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_default_strikes[_default_strikes == _default_put].index[0]
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)
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col1, col2 = st.columns(2)
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with col1:
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_call = st.selectbox(
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"Call Strike",
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options=df.strikes,
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index=default_call,
|
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key="call_strike",
|
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)
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with col2:
|
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_put = st.selectbox(
|
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"Put Strike",
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options=df.strikes,
|
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index=default_put,
|
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key="put_strike",
|
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)
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_strikes = {"call": _call, "put": _put}
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if strike_choice == "% OTM":
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moneyness: float = st.number_input(
|
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label="% OTM Moneyness",
|
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min_value=0.01,
|
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max_value=99.99,
|
||||
value=2.0,
|
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step=0.25,
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key="moneyness",
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)
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_strikes = get_nearest_otm_strike(df, moneyness)
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if strike_choice == "Single Strike":
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default_strike_price = get_nearest_call_strike(
|
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df, strike_price=df.last_price
|
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)
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_strikes = pd.Series(df.strikes)
|
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default_strike = int(
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_strikes[_strikes == default_strike_price].index[0]
|
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)
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strike_price = st.selectbox(
|
||||
"Strike Price",
|
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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)
|
||||
1
openbb_terminal/miscellaneous/i18n/en.yml
vendored
1
openbb_terminal/miscellaneous/i18n/en.yml
vendored
@@ -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
|
||||
|
||||
@@ -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()
|
||||
|
||||
@@ -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()
|
||||
|
||||
@@ -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
1011
openbb_terminal/stocks/options/options_chains_view.py
Normal file
1011
openbb_terminal/stocks/options/options_chains_view.py
Normal file
File diff suppressed because it is too large
Load Diff
@@ -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)
|
||||
|
||||
@@ -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()
|
||||
|
||||
@@ -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()
|
||||
|
||||
@@ -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
|
||||
|
||||
23312
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_curve[CL].yaml
vendored
Normal file
23312
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_curve[CL].yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -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
|
||||
|
||||
61
tests/openbb_terminal/futures/txt/test_yfinance_view/test_display_curve[CL].txt
vendored
Normal file
61
tests/openbb_terminal/futures/txt/test_yfinance_view/test_display_curve[CL].txt
vendored
Normal 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
|
||||
|
||||
8489
tests/openbb_terminal/stocks/options/cassettes/test_options_chains_view/test_options_chains_view.yaml
vendored
Normal file
8489
tests/openbb_terminal/stocks/options/cassettes/test_options_chains_view/test_options_chains_view.yaml
vendored
Normal file
File diff suppressed because it is too large
Load Diff
@@ -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"]
|
||||
@@ -0,0 +1 @@
|
||||
["Expiration", "Strike", "Option Type", "IV", "ATM IV", "Skew"]
|
||||
@@ -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"]
|
||||
@@ -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"]]
|
||||
@@ -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"]]
|
||||
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_chains.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_chains.json
vendored
Normal file
File diff suppressed because one or more lines are too long
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_expirations.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_expirations.json
vendored
Normal 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"}
|
||||
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_last_price.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_last_price.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
{"0":450.46}
|
||||
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_strikes.json
vendored
Normal file
1
tests/openbb_terminal/stocks/options/json/test_options_chains_view/test_strikes.json
vendored
Normal file
@@ -0,0 +1 @@
|
||||
{"0":120.0,"1":130.0,"2":140.0,"3":150.0,"4":155.0,"5":160.0,"6":165.0,"7":170.0,"8":175.0,"9":180.0,"10":185.0,"11":190.0,"12":195.0,"13":200.0,"14":205.0,"15":210.0,"16":215.0,"17":220.0,"18":225.0,"19":230.0,"20":235.0,"21":240.0,"22":245.0,"23":250.0,"24":255.0,"25":260.0,"26":265.0,"27":270.0,"28":275.0,"29":280.0,"30":285.0,"31":290.0,"32":295.0,"33":300.0,"34":305.0,"35":310.0,"36":315.0,"37":320.0,"38":325.0,"39":326.0,"40":327.0,"41":328.0,"42":329.0,"43":330.0,"44":331.0,"45":332.0,"46":333.0,"47":334.0,"48":335.0,"49":336.0,"50":337.0,"51":338.0,"52":339.0,"53":340.0,"54":341.0,"55":342.0,"56":343.0,"57":344.0,"58":345.0,"59":346.0,"60":347.0,"61":348.0,"62":349.0,"63":350.0,"64":351.0,"65":352.0,"66":353.0,"67":354.0,"68":355.0,"69":356.0,"70":357.0,"71":358.0,"72":359.0,"73":360.0,"74":361.0,"75":362.0,"76":363.0,"77":364.0,"78":365.0,"79":366.0,"80":367.0,"81":368.0,"82":369.0,"83":370.0,"84":371.0,"85":372.0,"86":373.0,"87":374.0,"88":375.0,"89":376.0,"90":377.0,"91":378.0,"92":379.0,"93":380.0,"94":381.0,"95":382.0,"96":383.0,"97":384.0,"98":385.0,"99":386.0,"100":387.0,"101":388.0,"102":389.0,"103":390.0,"104":391.0,"105":392.0,"106":393.0,"107":394.0,"108":395.0,"109":396.0,"110":397.0,"111":398.0,"112":399.0,"113":400.0,"114":401.0,"115":402.0,"116":403.0,"117":404.0,"118":405.0,"119":406.0,"120":407.0,"121":408.0,"122":409.0,"123":410.0,"124":411.0,"125":412.0,"126":413.0,"127":414.0,"128":415.0,"129":416.0,"130":417.0,"131":418.0,"132":419.0,"133":420.0,"134":421.0,"135":422.0,"136":422.5,"137":423.0,"138":424.0,"139":425.0,"140":426.0,"141":427.0,"142":427.5,"143":428.0,"144":429.0,"145":430.0,"146":431.0,"147":432.0,"148":432.5,"149":433.0,"150":434.0,"151":435.0,"152":436.0,"153":437.0,"154":437.5,"155":438.0,"156":439.0,"157":440.0,"158":441.0,"159":442.0,"160":442.5,"161":443.0,"162":444.0,"163":445.0,"164":446.0,"165":447.0,"166":447.5,"167":448.0,"168":449.0,"169":450.0,"170":451.0,"171":452.0,"172":452.5,"173":453.0,"174":454.0,"175":455.0,"176":456.0,"177":457.0,"178":457.5,"179":458.0,"180":459.0,"181":460.0,"182":461.0,"183":462.0,"184":463.0,"185":464.0,"186":465.0,"187":466.0,"188":467.0,"189":468.0,"190":469.0,"191":470.0,"192":471.0,"193":472.0,"194":473.0,"195":474.0,"196":475.0,"197":476.0,"198":477.0,"199":478.0,"200":479.0,"201":480.0,"202":481.0,"203":482.0,"204":483.0,"205":484.0,"206":485.0,"207":486.0,"208":487.0,"209":488.0,"210":489.0,"211":490.0,"212":491.0,"213":492.0,"214":493.0,"215":494.0,"216":495.0,"217":496.0,"218":497.0,"219":498.0,"220":499.0,"221":500.0,"222":501.0,"223":505.0,"224":510.0,"225":515.0,"226":520.0,"227":525.0,"228":530.0,"229":535.0,"230":540.0,"231":545.0,"232":550.0,"233":555.0,"234":560.0,"235":565.0,"236":570.0,"237":575.0,"238":580.0,"239":585.0,"240":590.0,"241":595.0,"242":600.0,"243":605.0,"244":610.0,"245":615.0,"246":620.0,"247":625.0,"248":630.0,"249":635.0,"250":640.0,"251":645.0,"252":650.0,"253":655.0,"254":660.0,"255":665.0,"256":670.0,"257":675.0,"258":680.0,"259":685.0,"260":690.0,"261":695.0,"262":700.0,"263":705.0,"264":710.0,"265":715.0,"266":720.0}
|
||||
@@ -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)
|
||||
|
||||
144
tests/openbb_terminal/stocks/options/test_options_chains_view.py
Normal file
144
tests/openbb_terminal/stocks/options/test_options_chains_view.py
Normal 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,
|
||||
)
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
File diff suppressed because it is too large
Load Diff
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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
|
||||
@@ -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.
|
||||
|
||||

|
||||

|
||||
|
||||
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)
|
||||
```
|
||||
|
||||

|
||||
:::
|
||||
|
||||
#### `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()
|
||||
```
|
||||
|
||||

|
||||
|
||||
```python
|
||||
data.chart_stats(by="strike", oi=True)
|
||||
```
|
||||
|
||||

|
||||
|
||||
```python
|
||||
data.chart_stats(by="strike", oi=True, percent=False)
|
||||
```
|
||||
|
||||

|
||||
|
||||
```python
|
||||
data.chart_stats(ratios=True)
|
||||
```
|
||||
|
||||

|
||||
|
||||
### 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()
|
||||
```
|
||||
|
||||

|
||||

|
||||
|
||||
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)
|
||||
```
|
||||
|
||||

|
||||
|
||||
```python
|
||||
data.chart_volatility(moneyness=30)
|
||||
```
|
||||
|
||||

|
||||
|
||||
#### `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])
|
||||
```
|
||||
|
||||

|
||||
|
||||
### 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()`
|
||||
|
||||

|
||||
|
||||
Multiple expirations can be displayed by entering a list to the `expirations` parameter.
|
||||
|
||||
`data.chart_skew(expirations=[data.expirations[6],data.expirations[10]])`
|
||||
|
||||

|
||||
|
||||
The forward curve is also callable by strike.
|
||||
|
||||
`data.chart_skew(strike = 20)`
|
||||
|
||||

|
||||
|
||||
Reference in New Issue
Block a user