Datasets:

gauss314
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options-IV-SP500

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train · 3.16M rows

Unnamed: 0 int64 0 3.16M	symbol stringlengths 1 5	date stringlengths 10 10	strikes_spread float64 0.33 375	calls_contracts_traded int64 0 1.57M	puts_contracts_traded int64 0 1.38M	calls_open_interest int64 0 7.12M	puts_open_interest int64 0 9.22M	expirations_number int64 1 25	DITM_IV float64 1.57 149	ITM_IV float64 1.57 149	sITM_IV float64 1.04 149	ATM_IV float64 1 149	sOTM_IV float64 1.01 149	OTM_IV float64 1.14 149	DOTM_IV float64 1.02 149	contracts_number int64 3 10.8k	hv_20 float64 0 3.47M	hv_40 float64 0 2.48M	hv_60 float64 0 2.04M	hv_75 float64 0 1.83M	hv_90 float64 0 1.67M	hv_120 float64 0 1.45M	hv_180 float64 0 1.18M	hv_200 float64 0.13 917k	VIX float64 11.5 82.7
400	BKD	2019-10-14	20.32	185	122	1,291	1,957	2	37.1	44.44	40.77	43.5	40.54	43.98	40.92	68	37.282	39.072	37.973	37.712	36.443	36.958	39.392	41.799	14.57
401	BKE	2019-10-14	15.65	55	218	1,623	2,711	2	48.6	46.48	44.235	44.7	44.395	46.8	41.99	30	36.501	44.608	51.02	52.861	49.466	47.547	43.144	44.341	14.57
402	BKF	2019-10-14	2.37	30	3	30	3	2	35.92	22.45	19.76	18.82	18.86	22.22	34.24	84	14.257	14.268	17.862	16.491	16.782	17.291	17.015	19.756	14.57
403	BKH	2019-10-14	7.13	16	2	16	2	2	31.22	23.73	14.07	19.18	25.4	23.18	27.57	66	13.086	15.752	16.471	15.404	16.871	17.127	16.233	17.596	14.57
404	BKI	2019-10-14	9.64	370	4	1,279	5	2	24.39	23.67	22.82	22.08	22.08	22.78	25.25	46	14.301	14.842	18.059	16.816	16.546	17.716	15.568	21.676	14.57
405	BKLN	2019-10-14	4.86	619	2,247	12,308	215,323	4	45.19	34.02	24.06	18.53	10.59	21.42	25.66	168	2.191	2.283	2.349	2.219	2.199	2.456	2.854	3.881	14.57
406	BKNG	2019-10-14	1.35	1,806	4,045	15,651	30,735	10	33.82	28.59	27.54	27.03	26.96	27.42	29.3	2,144	15.58	17.458	23.627	22.236	21.476	23.703	25.135	26.701	14.57
407	BKU	2019-10-14	14.06	35	4	103	920	2	30.74	21.45	29.49	21.45	22.49	29.45	28.09	34	21.472	26.913	33.672	31.521	29.316	28.133	26.485	26.665	14.57
408	BL	2019-10-14	11.23	85	106	197	151	2	46.66	46.66	45.42	44.97	45.6	44.97	46.66	44	28.27	36.314	74.695	68.623	64.727	60.066	52.076	50.708	14.57
409	BLD	2019-10-14	7.19	262	5,083	778	3,790	3	39.71	36.48	34.92	34.88	36.33	35.8	37.84	102	23.892	25.573	29.508	28.824	28.277	30.472	29.826	36.534	14.57
410	BLDP	2019-10-14	29.29	2,299	3,250	7,285	3,075	2	60.45	62.18	60.115	62.18	60.115	62.18	58.05	38	40.679	48.717	50.478	49.024	48.952	50.586	48.619	57.748	14.57
411	BLDR	2019-10-14	9.79	263	144	5,147	3,111	4	43.2	40.21	40.83	40.29	40.49	40.91	44.01	160	16.365	21.454	35.339	34.288	32.725	39.049	36.84	42.61	14.57
412	BLFS	2019-10-14	16.6	64	55	524	264	2	71.31	73.28	72.19	71.1	73.93	76.76	89.4	28	52.972	48.648	54.212	60.501	58.352	54.884	58.762	69.793	14.57
413	BLK	2019-10-14	1.77	571	2,709	10,166	19,115	7	28.37	25.27	25.2	24.88	25.23	26.69	28.15	614	23.537	23.064	25.148	23.34	22.511	22.807	21.49	24.055	14.57
414	BLKB	2019-10-14	6.8	5	81	18	290	2	41.68	39.44	38.8	38.85	38.58	39.89	39.21	72	29.315	31.641	32.37	30.493	29.755	32.804	32.155	36.297	14.57
415	BLL	2019-10-14	5.25	787	1,116	10,964	13,214	5	33.34	30.15	28.54	28.24	28.56	29.09	31.08	256	22.067	24.776	26.021	25.54	24.246	23.236	20.945	22.152	14.57
416	BLMN	2019-10-14	29.05	173	140	11,177	1,144	3	31.37	27.64	29.65	27.64	28.24	36.51	34.32	66	24.146	31.686	32.388	30.423	30.372	33.832	33.078	32.058	14.57
417	BLNK	2019-10-14	75	86	27	2,253	763	2	95.17	95.17	95.17	51.18	51.18	95.17	95.17	12	38.385	40.247	49.447	49.056	49.399	53.469	73.727	104.229	14.57
418	BLUE	2019-10-14	4.62	1,774	1,093	16,120	7,735	6	67.68	68.01	67.52	66.95	69.21	67.69	66.7	372	40.846	43.47	42.129	41.436	43.415	44.398	47.868	50.988	14.57
419	BLV	2019-10-14	1	2	187	2	718	2	46.77	19.93	15.24	23.76	34.72	46.77	46.77	100	9.995	11.769	11.541	10.998	10.552	9.677	8.759	7.838	14.57
420	BLX	2019-10-14	15.76	120	24	462	269	2	41.28	37.29	32.44	27.59	29.085	30.58	41.28	28	18.75	25.532	27.965	26.461	24.973	23.527	29.041	32.183	14.57
421	BMA	2019-10-14	11.36	437	951	4,790	3,497	3	76.46	74.4	74.4	74.4	75.43	76.46	76.46	88	50.539	70.89	127.728	115.693	109.242	100.072	88.444	86.065	14.57
422	BMCH	2019-10-14	15.89	151	9	2,812	169	2	40.3	33.83	33.41	32.99	34.125	35.26	37.26	30	19.211	21.185	30.281	27.91	27.504	28.315	28.88	30.348	14.57
423	BMI	2019-10-14	9.98	18	23	69	54	2	33.73	32.35	31.62	31.49	31.49	32.53	34.46	46	20.869	24.463	23.517	28.381	26.438	25.812	24.619	24.896	14.57
424	BMO	2019-10-14	7.32	319	170	6,388	2,988	2	40.2	29.79	10.34	16.02	20.67	16.69	24.54	62	11.989	17.691	17.085	15.622	14.7	15.221	14.248	14.859	14.57
425	BMRN	2019-10-14	6.57	410	2,865	23,090	11,170	5	41.41	41.74	40.64	40.56	40.56	40.61	41.72	178	27.638	29.798	29.06	29.127	29.47	30.522	30.51	33.354	14.57
426	BMTC	2019-10-14	13.52	3	0	4	0	2	32.03	28.79	30.3	28.79	42.18	63.17	63.17	34	13.885	22.002	23.525	22.117	20.808	21.248	22.316	23.224	14.57
427	BMY	2019-10-14	3.05	11,075	8,534	364,197	303,906	7	43.96	25.55	24.55	26.56	28.05	29.07	34.04	380	17.156	18.543	21.35	20.791	24.073	23.596	22.489	27.174	14.57
428	BND	2019-10-14	1.24	54	88	318	605	2	18.3	14.71	12.7	5.99	6.96	18.3	18.3	86	3.787	4.198	4.202	4.044	3.876	3.618	3.368	3.046	14.57
429	BNDX	2019-10-14	1.79	27	137	147	394	2	38.23	38.23	12.32	12.87	18.1	38.23	38.23	26	3.495	3.744	3.705	3.556	3.403	3.033	2.727	2.377	14.57
430	BNED	2019-10-14	75	51	156	2,421	2,256	2	63.39	63.39	58.925	54.46	58.925	63.39	54.46	12	84.248	76.321	69.373	67.992	69.976	64.558	70.904	71.379	14.57
431	BNFT	2019-10-14	15.69	12	43	158	132	2	64.9	64	60.03	60.03	61.08	64.9	64.9	32	36.33	37.53	41.947	42.641	42.024	46.054	45.834	51.288	14.57
432	BNO	2019-10-14	6.44	293	143	1,585	274	2	36.73	37.86	36.86	36.73	37.2	37.51	38.24	84	54.297	43.449	40.504	38.576	37.608	36.208	31.727	32.144	14.57
433	BNS	2019-10-14	10.35	519	42	7,036	3,025	2	28.21	23.34	14.99	14.98	14.98	18.51	28.07	42	9.821	11.151	12.58	12.203	11.81	12.567	12.346	13.976	14.57
434	BOCH	2019-10-14	37.04	1	20	1	11	2	33.2	29.86	29.86	29.86	31.53	33.2	33.2	32	24.424	24.568	23.587	22.569	21.289	20.696	21.496	23.606	14.57
435	BOH	2019-10-14	6.8	54	77	292	159	2	28.35	20.72	21.56	21.27	21.28	23.74	24.21	52	19.377	22.277	22.165	21.353	20.398	20.582	20.258	20.015	14.57
436	BOIL	2019-10-14	6.1	1,509	492	15,295	2,364	3	97.47	105.89	101.68	105.09	101.67	105.87	102.23	220	52.839	59.679	61.932	63.624	64.052	60.703	57.422	91.417	14.57
437	BOKF	2019-10-14	6.96	54	435	424	1,027	2	28.72	26.65	26.34	26.13	26.41	27.22	28.66	66	22.45	24.995	31.879	29.937	27.977	27.499	26.284	25.233	14.57
438	BOLD	2019-10-14	13.16	19	47	177	207	2	57.77	60.01	59.69	57.24	59.19	61.2	57.24	34	52.107	46.263	45.002	45.124	46.908	45.201	50.93	57.665	14.57
439	BOND	2019-10-14	0.93	41	21	117	28	2	9	9	9	6	4.72	9	9	24	2.786	3.14	3.133	3.011	2.924	2.656	2.476	2.475	14.57
440	BOOM	2019-10-14	9.56	310	302	1,403	4,688	5	58.49	60.26	58.365	58.34	58.78	61.09	56.47	126	52.199	52.753	57.348	54.282	52.943	51.496	67.55	58.561	14.57
441	BOOT	2019-10-14	13.91	139	75	345	459	2	60.5	60.5	59.995	59.49	59.645	59.8	60.5	38	42.462	49.819	50.563	48.523	47.492	50.258	46.085	53.492	14.57
442	BOTZ	2019-10-14	5.45	108	377	1,192	670	2	29.76	26.11	22.54	21.5	22.31	26.08	37.18	86	19.446	21.114	25.4	23.785	23.095	24.169	22.139	24.604	14.57
443	BOX	2019-10-14	8.44	1,148	1,440	34,548	24,805	6	45.4	43.92	44.12	44.04	44.29	45.22	45.15	278	35.304	41.961	41.202	37.418	35.561	35.3	41.191	44.33	14.57
444	BP	2019-10-14	2.61	6,759	7,955	148,496	121,756	7	35.33	29.97	22.6	21.76	21.97	23.9	26.42	382	21.629	17.022	17.973	17.411	17.945	17.428	16.438	18.915	14.57
445	BPFH	2019-10-14	37.04	3	2	16	6	2	32.52	24.94	24.94	24.94	28.73	32.52	32.52	32	22.59	29.676	31.11	31.499	29.672	30.264	28.246	28.405	14.57
446	BPL	2019-10-14	3.45	1,122	1,253	3,407	5,886	4	33.54	25.71	15.07	3.68	12.8	22.83	30.24	164	2.395	4.155	6.576	6.049	5.623	41.153	35.93	35.073	14.57
447	BPMC	2019-10-14	6.49	540	1,038	2,497	1,099	3	60.73	58.81	58.1	58.72	58.98	58.01	57.6	100	33.333	38.605	39.819	38.046	40.695	48.019	46.382	53.084	14.57
448	BPMP	2019-10-14	30.29	59	39	262	496	2	54.98	54.98	38.605	32.43	30.815	39.4	22.23	44	22.339	21.229	23.146	22.563	21.907	23.664	25.954	29.618	14.57
449	BPOP	2019-10-14	7.56	127	472	7,077	4,972	4	28.1	27.49	26.805	26.12	27.985	29.85	26.33	96	17.196	20.847	24.743	23.706	22.154	21.97	22.828	23.408	14.57
450	BPT	2019-10-14	30.29	739	244	9,433	3,655	2	78.91	67.35	67.35	67.35	73.13	78.91	78.91	42	74.35	72.141	85.76	79.344	74.489	66.977	63.96	66.766	14.57
451	BPY	2019-10-14	18.54	584	358	6,234	16,726	4	41.55	30.58	41.55	14.27	14.27	25.99	37.37	90	20.126	19.992	21.839	20.435	20.583	20.731	20.322	21.171	14.57
452	BR	2019-10-14	4.39	230	64	1,270	451	2	29.36	25.4	23.64	23.8	23.61	24.54	29.37	76	19.084	19.588	22.309	20.802	19.67	19.181	19.686	25.336	14.57
453	BRC	2019-10-14	11.23	8	17	8	19	2	29.15	26.39	24.28	26.08	28.56	27.33	28.09	42	19.848	26.717	26.789	24.946	23.539	24.155	22.076	23.947	14.57
454	BREW	2019-10-14	31.43	122	147	2,761	782	2	67.65	71.44	67.69	63.94	66.15	68.36	63.94	32	35.259	61.962	61.788	61.272	56.7	52.265	46.203	42.099	14.57
455	BRF	2019-10-14	5.04	642	35	3,292	36	2	33.61	28.91	29.16	26.99	28.17	27.84	30.97	84	20.258	23.291	24.335	23.751	22.905	37.318	33.2	32.145	14.57
456	BRFS	2019-10-14	40.83	277	2,164	29,039	4,523	4	44.61	44.11	44.11	44.11	44.36	44.61	44.61	52	29.941	29.318	33.892	37	36.711	36.873	40.67	42.252	14.57
457	BRG	2019-10-14	33.97	67	0	175	0	2	33.02	25.86	27.43	24.11	24.11	33.02	33.02	34	13.83	17.72	19.742	22.602	22.338	21.523	20.897	24.248	14.57
458	BRKL	2019-10-14	30.29	263	122	1,465	214	2	35.5	25.81	23.78	23.78	24.66	32.33	31.59	42	15.528	19.625	20.89	21.254	20.438	21.696	21.125	23.115	14.57
459	BRKR	2019-10-14	6.47	372	44	2,041	66	2	37.36	35.08	33.89	33.89	34.3	34.26	36.9	56	20.957	23.842	34.77	32.193	30.802	34.677	31.454	32.026	14.57
460	BRKS	2019-10-14	8.56	66	63	708	116	2	44.35	42.36	43.23	44.27	44.4	43.08	43.39	52	39.933	40.056	48.781	46.426	46.154	50.566	45.072	54.28	14.57
461	BRO	2019-10-14	14.06	113	47	416	55	2	34.37	27	20.44	20.44	22.19	23.56	42.51	34	17.476	20.769	21.074	19.666	18.866	18.098	17.747	17.378	14.57
462	BRX	2019-10-14	29.05	622	35	992	219	2	30.34	22.7	21.325	19.95	20.135	20.32	20.3	46	9.142	13.022	17.292	16.466	16.61	17.355	17.089	21.642	14.57
463	BRZU	2019-10-14	3.95	2,610	1,022	20,337	16,719	6	80.05	81.51	81.2	81.13	83.16	81.57	83.32	398	62.063	73.344	79.493	75.435	75.182	76.819	80.957	91.289	14.57
464	BSAC	2019-10-14	15.08	0	0	0	0	2	28.27	20.85	22.78	18.84	18.84	34.91	39.36	32	15.833	14.785	16.472	15.503	15.772	16.495	16.663	19.912	14.57
465	BSBR	2019-10-14	31.43	16	70	73	156	2	36.92	36.92	36.725	36.53	36.53	36.53	36.92	38	28.66	30.011	32.904	31.191	30.626	32.115	33.76	39.884	14.57
466	BSET	2019-10-14	30.29	11	53	20	95	2	39.46	41.6	39.69	37.27	37.27	46.35	39.62	40	29.343	38.824	35.489	41.736	42.007	40.986	39.394	39.717	14.57
467	BSGM	2019-10-14	52.08	192	135	1,718	523	2	66.2	66.2	66.2	66.2	66.2	66.2	66.2	20	28.598	39.054	46.14	46.888	55.668	65.869	63.876	76.596	14.57
468	BSM	2019-10-14	29.05	103	69	425	5,282	2	35.29	42.67	13.54	13.54	36.31	17.51	40.4	44	29.701	27.575	25.492	24.15	23.134	22.323	21.666	21.459	14.57
469	BSMX	2019-10-14	45.67	11	59	11	76	2	109.63	109.63	74.525	39.42	39.42	39.42	109.63	22	21.028	28.224	28.385	26.968	25.286	25.049	30.219	33.16	14.57
470	BSRR	2019-10-14	15.07	376	10	388	5	2	38.94	25.3	21.53	21.53	27.76	25.88	38.94	20	18.438	27.572	27.845	27.112	25.654	25.554	24.593	25.048	14.57
471	BSV	2019-10-14	1.28	13	3	10	196	2	56.91	21.17	9.92	14.27	24.25	37.51	56.91	116	1.984	1.956	1.978	1.945	1.899	1.835	1.687	1.521	14.57
472	BSX	2019-10-14	2.91	1,220	2,661	19,329	24,914	6	33.03	32.2	29.49	29.2	29.37	30.07	31.65	306	33.033	30.156	28.272	26.56	25.007	24.559	23.773	26.99	14.57
473	BTG	2019-10-14	75	395	30	16,523	432	2	68.48	68.48	59.865	51.25	59.865	68.48	51.25	12	47.941	46.8	50.143	47.827	45.582	43.785	41.302	42.043	14.57
474	BTI	2019-10-14	10.53	803	841	13,818	14,146	3	28.7	27.75	27.55	27.35	28.025	28.7	28.7	72	22.448	25.843	28.535	30.104	30.366	29.094	27.914	29.307	14.57
475	BTN	2019-10-14	75	9	0	9	0	2	81.09	81.09	81.09	76.77	76.77	81.09	81.09	12	52.919	54.537	73.077	72.548	72.749	80.599	82.549	85.489	14.57
476	BTU	2019-10-14	4.6	579	723	1,389	11,243	3	56.5	56.83	60.61	56.5	57.69	57.63	56.72	188	52.184	56.667	55.864	52.522	49.811	48.706	45.675	43.175	14.57
477	BUD	2019-10-14	3.08	1,739	3,239	57,075	43,067	7	34.11	26.9	26.14	22.71	24.08	24.48	27.82	322	20.055	21.438	24.172	24.658	24.228	23.219	23.433	24.798	14.57
478	BURL	2019-10-14	3.34	667	1,430	3,562	8,872	6	38.86	36.09	34.83	34.5	34.93	36.07	37.51	384	18.557	50.745	44.752	40.795	37.861	40.132	37.958	36.56	14.57
479	BUSE	2019-10-14	15.21	18	0	22	0	2	35.32	19.6	19.6	23.65	25.505	31.41	26.54	28	16.103	23.608	23.345	21.867	20.608	21.728	22.558	22.199	14.57
480	BVN	2019-10-14	35.46	2,612	118	16,847	6,094	3	42.42	42.65	45.63	42.5	41.2	44.41	46.75	69	32.617	30.513	36.753	35.065	35.234	34.68	32.082	33.417	14.57
481	BW	2019-10-14	61.11	13	1,080	2,059	6,916	2	70.89	73.13	72.01	70.89	72.01	73.13	73.13	14	67.36	68.959	72.461	76.261	81.789	95.653	142.696	134.618	14.57
482	BWA	2019-10-14	7.97	321	186	6,687	12,657	4	38.99	36.58	35.04	35.12	38.2	34.49	36.9	100	30.918	34.801	38.045	35.378	33.06	33.543	31.915	32.852	14.57
483	BWX	2019-10-14	3.75	39	2	17	4	2	31.22	20.52	13.35	8.43	9.72	18.11	44.31	84	4.634	5.671	5.61	5.881	5.924	5.511	5.05	5.024	14.57
484	BWXT	2019-10-14	9.64	25	82	1,017	66	2	28.28	27.77	27.81	26.87	24.42	26.85	33.19	46	16.778	18.083	36.425	32.928	30.909	28.806	26.162	35.145	14.57
485	BX	2019-10-14	3.55	7,047	2,187	192,865	185,509	7	31.49	33.16	31.78	31.59	31.32	33.75	35.37	344	25.787	27.967	31.595	30.194	29.148	28.248	26.42	29.055	14.57
486	BXC	2019-10-14	15.34	45	72	374	354	2	58.36	56.74	54.56	52.26	58.46	52.26	62.11	32	32.12	38.424	41.465	41.728	44.719	50.733	53.884	59.036	14.57
487	BXMT	2019-10-14	14.06	109	58	428	831	2	30.38	30.38	21.365	12.35	14.64	16.93	30.38	34	4.349	6.449	10.118	9.599	9.519	9.807	9.406	12.549	14.57
488	BXP	2019-10-14	4.14	539	109	1,567	1,908	2	26.71	22.21	19.76	18.93	20.69	19.91	24.92	76	15.711	14.068	15.707	15.246	15.823	15.733	15.644	18.031	14.57
489	BXS	2019-10-14	15.08	37	6	152	18	2	28.81	25.13	24.32	23.51	26.82	30.13	27.88	32	20.447	22.704	25.155	24.786	23.821	24.131	24.21	24.416	14.57
490	BYD	2019-10-14	4.22	1,104	510	18,317	13,060	5	36.86	35.41	36.28	37.6	36.74	37.22	38.23	236	24.884	33.025	37.439	35.678	35.682	35.497	34.11	41.2	14.57
491	BZH	2019-10-14	13.23	340	103	1,198	907	2	47.8	46.79	46.2	46.25	46.2	46.78	47.08	70	28.073	33.573	36.335	34.495	33.795	41.561	42.136	51.085	14.57
492	BZQ	2019-10-14	4.69	42	11	59	29	2	57.52	56.11	56.57	54.75	53.94	55.52	56.43	86	41.346	49.288	53.138	50.363	50.225	51.312	54.146	61.008	14.57
493	BZUN	2019-10-14	10.88	1,885	1,357	22,088	24,398	4	58.26	58.21	58.21	58.75	58.39	58.57	59.22	108	50.383	58.076	58.978	56.344	54.735	54.844	53.518	59.051	14.57
494	C	2019-10-14	5.75	10,959	11,379	428,496	495,872	9	30.3	30.08	27.29	27.46	28.95	30.93	29.06	396	23.722	26.775	29.516	27.344	26.166	26.813	24.99	25.995	14.57
495	CAC	2019-10-14	12.57	0	31	0	31	2	27.59	34.08	25.6	25.6	26.33	34.08	34.08	38	15.952	22.292	23.015	21.997	20.883	21.671	22.633	23.807	14.57
496	CACC	2019-10-14	2.36	212	375	406	2,161	3	35.49	33.87	33.22	33.19	33.13	33.34	34.79	152	26.18	26.41	27.855	25.662	24.516	24.303	24.298	27.186	14.57
497	CACI	2019-10-14	3.64	107	77	195	199	2	34.69	29.39	27.56	27.52	26.77	29.53	33.85	108	24.579	27.232	26.153	25.205	24.308	25.596	23.848	24.467	14.57
498	CADE	2019-10-14	21.96	267	905	915	3,510	2	37.57	45.21	40.13	37.3	39.51	42.12	37.3	36	29.94	38.914	55.237	50.75	46.808	44.311	40.294	36.831	14.57
499	CAE	2019-10-14	13.08	25	50	227	261	2	27.54	29.14	27.055	24.97	36.325	47.68	28.01	24	19.183	23.167	23.444	22.603	21.731	30.02	25.91	25.448	14.57