Datasets:
gauss314
/
options-IV-SP500

Dataset card Data Studio Files
xet
Community
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
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contracts_number
int64
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10.8k
hv_20
float64
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hv_40
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hv_60
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hv_75
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1.83M
hv_90
float64
0
1.67M
hv_120
float64
0
1.45M
hv_180
float64
0
1.18M
hv_200
float64
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VIX
float64
11.5
82.7
100
AINV
2019-10-14
7.55
843
424
1,538
2,963
2
53
35.53
20.28
20.28
22.27
23.7
32.85
68
15.66
14.646
15.42
14.741
14.161
14.114
13.505
19.638
14.57
101
AIR
2019-10-14
12.72
28
39
120
79
2
35.52
31.88
31.135
31.99
31.7
33.01
30.39
38
39.868
33.111
32.379
34.852
34.193
34.895
32.259
34.499
14.57
102
AIRG
2019-10-14
31.43
19
1
28
1
2
60.11
53.08
60.11
53.08
56.81
56.32
60.11
38
25.642
39.54
43.321
42.259
44.452
46.035
49.227
49.771
14.57
103
AIT
2019-10-14
9.98
26
1
19
1
2
36.21
31.59
30.69
29.99
29.79
29.79
45.29
46
26.571
28.486
29.571
27.969
26.699
27.01
25.722
28.075
14.57
104
AIV
2019-10-14
11.68
41
315
392
715
2
33.15
26.41
20.61
16.5
16.5
19.97
24.85
40
11.413
11.613
15.863
15.478
15.087
15.362
15.011
17.397
14.57
105
AIZ
2019-10-14
5.16
204
261
1,465
1,944
4
37.46
26.21
25.39
23.2
21.48
24.82
26.98
172
17.021
17.777
23.367
21.894
21.095
20.716
19.508
20.787
14.57
106
AJG
2019-10-14
6.46
219
58
536
706
2
24.42
21.42
19.4
19.64
21.77
21.18
24.16
68
18.603
18.799
20.326
19.481
18.655
17.77
16.919
17.017
14.57
107
AJRD
2019-10-14
11.63
37
1,565
1,356
3,593
3
40.54
40.54
39.88
39.24
39.24
39.69
40.54
62
15.974
24.611
37.97
35.576
33.972
34.214
32.326
35.478
14.57
108
AKAM
2019-10-14
2.76
736
753
6,514
7,226
6
32.53
32.32
33.35
31.76
31.97
31.41
34.68
334
18.741
20.298
27.221
24.678
23.911
23.672
22.156
28.949
14.57
109
AKBA
2019-10-14
27.04
164
162
7,988
1,110
3
78.73
78.73
64.645
50.56
50.56
74.21
78.73
46
47.765
86.409
84.058
79.363
75.332
70.33
68.47
68.304
14.57
110
AKCA
2019-10-14
19.11
420
346
1,347
753
2
71.94
75.66
73.8
73.39
73.295
74.65
81.8
34
139.003
105.532
90.487
84.144
80.74
75.724
71.66
75.962
14.57
111
AKR
2019-10-14
15.08
13
105
44
34
2
32.63
16.34
18.19
15.02
15.02
23.83
28.93
32
7.881
12.916
16.115
15.805
15.881
16.251
16.744
20.554
14.57
112
AKRX
2019-10-14
18.55
1,296
1,338
26,268
6,283
5
85.87
84.88
84.88
85.68
85.205
85.53
90.44
166
61.138
85.761
81.106
76.417
72.085
85.855
79.899
94.593
14.57
113
AKS
2019-10-14
32.29
1,057
6,071
119,113
111,568
6
67.53
69.96
68.745
67.53
68.745
69.96
69.96
118
57.894
61.579
72.55
68.569
66.414
66.572
60.55
57.583
14.57
114
AKTS
2019-10-14
61.11
51
22
2,231
1,012
2
92.11
92.11
74.38
73.59
73.59
92.11
92.11
14
50.627
57.399
54.305
65.271
62.634
68.727
61.836
67.658
14.57
115
AL
2019-10-14
12.57
397
21
2,571
1,209
2
31.43
34.79
30.21
29.38
27.85
30.07
25.63
38
20.527
25.386
28.772
27.411
26.694
27.101
26.586
29.521
14.57
116
ALB
2019-10-14
5.45
1,060
585
29,162
20,517
5
40.49
38.77
30.81
37.15
42.84
35.9
38.37
210
30.516
35.617
43.317
39.623
38.014
37.105
34.758
34.267
14.57
117
ALBO
2019-10-14
14.47
75
183
202
186
2
59.17
63.97
61.52
57.88
60.93
66.14
57.88
38
47.933
57.068
54.967
51.445
47.67
47.066
51.891
53.131
14.57
118
ALDR
2019-10-14
12.29
1,335
2,170
8,222
115,648
3
58.73
54.57
35.77
24.18
11.03
80.61
66.32
116
309.613
224.927
187.455
169.421
156.341
138.476
119.105
99.268
14.57
119
ALDX
2019-10-14
45.67
261
210
1,740
480
2
111.69
111.69
102.17
102.17
111.69
111.69
111.69
20
54.955
63.57
58.785
54.405
56.474
51.627
68.062
71.754
14.57
120
ALE
2019-10-14
6.51
22
44
34
69
2
29.27
20.56
21.6
18.06
17.12
27.78
36.77
44
9.434
13.364
13.506
13.317
13.39
14.042
14.907
17.361
14.57
121
ALEX
2019-10-14
15.89
126
13
361
67
2
33.31
29.27
24.36
24.36
26.5
35.01
30.84
30
13.507
17.839
22.296
23.069
22.639
23.237
23.262
24.993
14.57
122
ALFA
2019-10-14
1.95
0
0
0
0
2
32.36
19.73
16.58
19.96
24.79
33.03
54.8
86
14.772
15.778
17.447
16.221
15.466
15.683
14.669
20.201
14.57
123
ALG
2019-10-14
5.55
65
65
142
130
2
49.22
30.58
29.27
30.94
32.85
35.49
49.65
68
27.658
34.124
38.304
35.238
33.048
31.714
27.768
27.472
14.57
124
ALGN
2019-10-14
2.56
1,656
1,840
16,046
16,878
6
47.71
47.32
46.01
46.53
46.25
46.88
46.88
500
30.297
28.589
63.486
57.809
54.733
51.093
47.966
51.121
14.57
125
ALGT
2019-10-14
4.07
143
104
17,600
431
5
28.5
26.23
25.84
26.13
26.02
26.43
27.36
242
9.632
14.921
16.381
17.41
18.66
20.937
23.402
30.182
14.57
126
ALK
2019-10-14
4.94
854
605
12,527
13,324
4
29.49
28.95
29.86
28.86
29.15
30.41
31.95
192
20.051
21.503
24.482
24.34
23.845
23.809
23.155
27.266
14.57
127
ALKS
2019-10-14
5.2
174
72
482
139
2
54.81
56.09
54.91
54.49
55.44
54.92
54.52
114
41.085
47.169
50.589
48.419
45.486
47.124
44.257
42.274
14.57
128
ALL
2019-10-14
4.63
581
594
9,276
7,693
4
23.01
20.32
19.22
20.62
22.09
22.71
25.08
176
15.515
14.53
20.646
19.495
19.023
18.48
16.98
19.107
14.57
129
ALLE
2019-10-14
5.33
112
61
261
61
2
36.66
27.29
22.76
22.75
22.85
24.35
28.87
72
15.281
17.199
19.339
18.485
17.702
18.916
18.516
20.214
14.57
130
ALLT
2019-10-14
45.67
72
12
243
154
2
33.18
33.18
33.18
33.18
33.18
33.18
33.18
22
19.439
25.974
27.524
27.907
26.857
27.685
29.406
29.297
14.57
131
ALLY
2019-10-14
4.1
1,561
1,387
200,899
27,111
5
29.2
29.21
27.44
28.75
30.37
29.3
29.47
206
22.981
27.564
27.894
28.451
26.45
25.255
23.833
24.686
14.57
132
ALNY
2019-10-14
5.43
808
1,257
12,082
9,154
7
48.58
46.94
47.12
47.17
48.56
46.63
48.46
292
39.366
35.334
39.063
37.865
36.284
38.021
41.193
49.745
14.57
133
ALRM
2019-10-14
5.15
241
2,965
1,346
3,161
2
46.71
41.63
42.76
42.67
42.66
43.51
44.99
80
21.406
25.63
29.453
27.582
27.335
31.636
31.793
37.861
14.57
134
ALSN
2019-10-14
12.19
10
4
2,683
33
2
30.59
27.95
27.89
27.83
27.89
27.95
29.35
38
26.061
27.28
28.073
26.622
24.904
26.737
24.745
25.459
14.57
135
ALTR
2019-10-14
13.61
61
15
130
39
2
40.24
40.24
39.875
39.51
39.82
40.13
40.24
36
29.493
29.432
43.827
40.444
39.009
39.176
37.314
43.885
14.57
136
ALV
2019-10-14
7.37
44
131
634
1,386
2
38.44
35.99
35.33
35.5
35.73
35.43
39.68
62
25.777
33.514
35.166
33.109
32.331
34.464
33.659
34.196
14.57
137
ALXN
2019-10-14
2.63
648
2,154
14,910
18,734
8
42.24
41.96
42.09
41.76
42.08
41.8
42.51
448
30.086
48.812
43.986
41.455
40.511
38.832
36.624
37.594
14.57
138
AM
2019-10-14
31.43
222
124
12,056
23,079
4
51.54
51.54
51.54
51.54
51.54
51.54
51.54
54
50.248
52.661
56.977
52.181
49.688
45.801
41.185
40.197
14.57
139
AMAG
2019-10-14
15.73
347
1,000
2,356
4,184
5
102.93
98.92
97.535
102.25
97.34
98.53
96.15
166
55.095
54.394
67.431
63.159
60.844
61.163
60.507
54.327
14.57
140
AMAT
2019-10-14
3.61
2,623
6,544
151,767
245,824
6
34.44
35.01
34.01
34.57
35.23
35.69
40.11
334
29.072
28.327
32.162
31.362
32.684
32.966
31.166
37.114
14.57
141
AMBA
2019-10-14
3.5
1,383
1,779
18,434
15,257
7
49.27
49.89
50.85
52.16
50.6
50.48
48.84
366
42.294
62.792
55.29
50.049
47.71
49.218
44.346
46.138
14.57
142
AMBC
2019-10-14
27.45
798
32
5,330
73
2
44.78
42.31
41.665
41.02
41.185
41.35
44.93
42
19.669
20.944
21.543
20.45
23.939
27.946
25.058
26.28
14.57
143
AMC
2019-10-14
6.59
2,683
4,793
91,450
29,773
6
69.05
59.17
60.08
59.79
56.23
59.26
59.3
262
26.215
34.515
45.645
44.01
44.296
41.955
43.648
45.035
14.57
144
AMCX
2019-10-14
9.64
192
117
1,071
930
2
36.37
36.1
34.18
32.47
34.16
35.41
32.47
48
27.57
29.9
28.837
26.472
25.007
24.743
25.194
28.363
14.57
145
AMD
2019-10-14
6.23
18,638
7,837
885,353
813,123
9
55.32
53.58
53.8
51.78
50.54
51.59
51.79
506
28.506
35.469
53.569
49.974
50.125
50.754
55.824
65.485
14.57
146
AME
2019-10-14
6.46
113
27
1,292
100
2
28.02
26.48
23.92
23.71
23.75
26.38
31.02
68
21.123
23.687
24.193
23.257
22.421
21.209
19.55
22.481
14.57
147
AMED
2019-10-14
4.26
344
1,188
1,865
4,103
5
40.49
39.31
38.77
38.58
38.48
38.95
40.35
264
29.196
28.678
28.476
27.153
25.887
27.485
31.526
38.259
14.57
148
AMG
2019-10-14
5.81
293
175
834
2,214
2
41.83
38.82
37.48
37.36
32.79
38.87
45.94
76
31.719
33.464
33.659
31.857
29.872
33.145
31.836
30.862
14.57
149
AMGN
2019-10-14
2.74
2,110
2,734
35,951
54,248
6
25.37
25.06
24.74
24.4
24.55
26.15
27.67
400
14.86
19.538
27.084
25.659
24.064
22.817
22.484
23.192
14.57
150
AMH
2019-10-14
15.89
43
57
199
143
2
38.48
17.93
15.44
15.44
18.35
19.72
38.48
28
9.898
12.92
15.004
15.095
14.95
14.94
15.357
16.985
14.57
151
AMJ
2019-10-14
4.28
2,635
1,148
15,633
5,633
4
37.48
28.57
28.87
26.03
22.03
25.52
52.22
224
9.922
15.478
15.916
15.45
15.73
16.09
15.706
18.863
14.57
152
AMKR
2019-10-14
21.13
205
389
2,053
795
2
43.5
42.62
41.965
42.07
41.31
41.31
43.16
64
29.117
28.442
51.063
46.592
45.773
45.941
40.539
44.744
14.57
153
AMLP
2019-10-14
11.83
971
1,141
54,271
85,290
5
62.25
62.72
14.22
19.17
21.45
20.81
25.74
196
9.276
15.866
15.362
14.557
13.874
14.504
14.472
18.662
14.57
154
AMN
2019-10-14
9.98
95
72
341
284
5
38.83
36.86
35.6
37.36
35.79
36.58
38.15
106
23.194
22.519
29.656
27.352
25.893
25.716
30.694
34.978
14.57
155
AMNB
2019-10-14
13.61
22
4
60
4
2
28.98
25.68
25.68
25.69
27.33
28.98
28.98
36
17.801
28.313
30.939
32.899
30.426
29.062
27.026
24.739
14.57
156
AMOT
2019-10-14
15.87
7
10
7
20
2
39.92
44.81
41.52
38.74
39.12
43.03
38.74
20
26.701
42.357
40.943
38.536
36.094
37.629
34.996
38.373
14.57
157
AMP
2019-10-14
4.26
493
730
3,027
5,165
2
35.2
33.3
32.77
32.41
32.46
33.39
34.86
106
30.706
30.684
34.501
31.744
30.783
29.685
28.027
29.89
14.57
158
AMPE
2019-10-14
61.67
775
173
30,887
386
3
140.67
140.67
140.67
140.67
140.67
140.67
140.67
28
45.679
52.69
47.373
47.336
74.609
70.662
68.77
113.464
14.57
159
AMPH
2019-10-14
19.11
39
3
178
275
2
69.9
46.79
46.315
48.21
45.84
45.84
50.31
34
19.491
25.718
28.301
26.906
26.505
29.546
32.269
33.115
14.57
160
AMPY
2019-10-14
40.83
344
53
1,498
229
2
60.63
63.93
62.28
60.63
62.28
63.93
63.93
22
42.081
55.418
87.263
81.926
82.066
93.72
78.515
64.886
14.57
161
AMRC
2019-10-14
30.29
71
50
439
52
2
37.91
46.78
41.355
37.19
40.63
45.33
35.93
42
34.565
33.208
36.43
33.492
31.765
32.39
32.329
37.645
14.57
162
AMRN
2019-10-14
9.29
11,597
2,655
330,466
68,317
7
108.6
105.83
103.36
100.98
105.01
103.86
108.33
404
40.357
47.374
58.262
64.723
61.047
59.85
59.801
303.091
14.57
163
AMRS
2019-10-14
21.99
8,458
5,809
34,899
21,707
3
105.61
122.87
81.9
81.9
109.02
91.91
109.46
78
58.946
78.821
90.806
83.739
83.378
81.528
138.588
120.82
14.57
164
AMRX
2019-10-14
31.43
158
147
6,798
3,630
2
89.81
84.38
84.38
84.38
87.095
89.81
89.81
26
69.139
91.147
84.373
103.125
96.053
92.674
81.669
70.768
14.57
165
AMSC
2019-10-14
19.42
244
193
942
640
2
61.26
59.62
63.74
58.34
67.45
62.86
58.34
64
41.272
56.938
62.112
62.813
65.749
60.769
59.79
70.996
14.57
166
AMSF
2019-10-14
9
16
50
16
50
2
30.69
26.55
23.71
24.18
27.14
28.03
49.01
44
17.36
17.636
17.783
18.067
18.807
18.361
17.475
19.288
14.57
167
AMSWA
2019-10-14
31.43
73
3
154
3
2
28.66
35.62
30.6
28.66
35.58
30.75
38.41
40
22.256
35.663
32.527
30.102
32.608
30.101
27.84
36.015
14.57
168
AMT
2019-10-14
2.82
1,686
642
29,341
22,288
5
24.27
24.21
23.39
23.33
23.65
24.62
26.98
322
16.663
23.39
21.52
20.34
19.979
19.092
17.492
18.429
14.57
169
AMTD
2019-10-14
3.85
1,635
1,186
27,531
16,481
6
54.6
38.13
38.04
36.21
37.68
37.42
45.16
200
94.772
70.972
60.565
55.277
51.175
46.522
40.144
35.585
14.57
170
AMWD
2019-10-14
6.8
28
76
78
130
2
44
41.73
40.28
39.88
40.15
41.11
43.51
68
23.124
29.73
34.392
33.302
31.232
35.013
33.172
35.901
14.57
171
AMX
2019-10-14
7.76
2,317
794
14,158
1,156
2
33.16
28.14
28.42
28.14
28.2
29.02
30.29
68
25.85
24.741
27.92
28.154
27.28
27.409
28.021
30.199
14.57
172
AMZA
2019-10-14
27.45
78
111
5,930
5,148
2
47.29
21.67
47.29
18.8
18.8
38.31
47.29
46
16.696
23.877
23.854
22.415
21.572
21.989
20.516
25.04
14.57
173
AMZN
2019-10-14
0.69
7,410
9,553
159,289
216,581
10
30.14
28.23
27.61
27.4
27.12
27.29
29.75
2,358
17.091
17.916
20.524
19.541
19.834
21.809
23.083
33.087
14.57
174
AN
2019-10-14
11.38
12,818
380
2,074
1,086
4
39.38
32.52
31.58
29.97
30.78
32.43
36.45
196
17.527
22.521
31.493
29.267
28.276
29.369
28.853
27.884
14.57
175
ANAB
2019-10-14
10.24
328
4,833
3,766
10,677
5
123.21
120.53
120.53
123.16
121.87
123.21
123.21
148
62.998
62.853
59.891
55.662
58.287
55.307
54.334
55.886
14.57
176
ANAT
2019-10-14
4.54
25
21
143
121
2
31.81
27.15
25.12
24.84
24.91
24.54
34.53
76
20.036
19.665
20.662
20.957
20.593
19.534
20.609
20.195
14.57
177
ANDE
2019-10-14
14.75
106
433
158
1,462
2
45.92
50.36
49.48
45.92
50.36
50.36
50.31
30
43.406
52.065
46.95
42.815
40.481
40.697
35.981
36.228
14.57
178
ANET
2019-10-14
2.34
945
1,776
9,944
12,885
6
43.49
42.58
42.38
41.89
42.36
42.6
42.95
532
24.836
28.342
38.72
35.339
35.171
38.462
37.951
41.576
14.57
179
ANF
2019-10-14
5.65
1,226
1,366
11,484
15,015
7
64.74
56.32
53.21
59.87
56.98
63.72
62.92
322
44.235
68.487
65.976
61.11
57.464
65.187
61.182
62.459
14.57
180
ANGI
2019-10-14
31.43
445
338
2,001
1,071
4
66.05
66.05
58.25
50.45
50.45
50.45
66.05
54
39.39
35.439
61.197
56.378
53.608
52.203
45.413
47.797
14.57
181
ANGL
2019-10-14
3.51
13
4
13
9
2
26.49
26.49
18.53
21.91
26.49
26.49
26.49
20
3.86
4.392
5.958
5.616
5.499
5.457
5.124
5.63
14.57
182
ANGO
2019-10-14
29.05
117
66
145
56
2
34.04
49.18
36.25
34.04
42.5
40.87
39.69
48
54.019
42.308
37.626
35.968
33.647
31.023
32.002
32.312
14.57
183
ANIK
2019-10-14
11.53
108
43
309
5,626
2
51.06
49.16
48.28
48.28
49.33
51.86
48.66
56
23.415
24.639
64.358
58.23
54.061
53.954
50.084
44.288
14.57
184
ANIP
2019-10-14
8.2
197
186
422
311
2
56.09
55.39
50.82
52.78
52.5
54.43
56.04
60
19.726
27.252
36.399
33.905
32.875
30.588
29.245
33.805
14.57
185
ANSS
2019-10-14
3.73
271
1,309
605
2,957
3
37.56
32.4
27.74
28.49
28.12
30.42
33.92
164
23.272
26.778
30.032
27.739
26.558
26.532
23.672
27.927
14.57
186
ANTM
2019-10-14
2.26
1,412
1,668
19,337
20,530
6
33.55
30.35
28.38
29.17
30.46
30.49
33.9
450
19.836
21.642
24.928
25.663
24.471
24.49
30.277
27.986
14.57
187
AOBC
2019-10-14
9.96
891
607
20,443
4,680
6
72.68
53.98
37.88
55.35
64.44
51.7
62.92
180
44.696
69.242
61.502
57.818
55.729
49.584
47.284
59.244
14.57
188
AON
2019-10-14
3.65
66
392
2,386
2,606
2
24.65
23.79
21.55
21.6
22.67
23.98
30.19
98
19.224
19.899
21.646
20.161
19.157
18.86
21.793
20.427
14.57
189
AOS
2019-10-14
12.08
87
98
762
1,148
2
29.17
27.06
27.57
27.06
27.65
29.17
29.17
42
25.562
26.987
27.656
26.986
24.968
29.34
25.735
27.357
14.57
190
AOSL
2019-10-14
31.43
468
309
572
309
2
63.05
35.7
52.22
35.7
49.35
43.38
53.96
34
29.073
38.202
73.654
67.563
63.536
60.311
55.237
56.677
14.57
191
APA
2019-10-14
4.48
3,038
2,083
50,877
35,970
5
56.91
55.75
52.34
55.97
52.94
53.56
56.94
194
80.274
64.22
58.731
55.618
52.687
50.522
45.784
43.312
14.57
192
APAM
2019-10-14
15.08
155
28
507
91
2
39.44
32.45
22.76
22.76
35.78
29.98
45.55
32
21.354
25.317
27.096
28.13
27.087
27.808
27.049
27.894
14.57
193
APD
2019-10-14
3.51
377
306
4,071
3,928
3
30.85
27.36
24.28
23.98
24.39
27.35
30.08
148
25.82
24.217
23.326
21.505
20.337
21.042
18.579
19.649
14.57
194
APEI
2019-10-14
14.06
49
61
119
63
2
53.89
48.79
48.125
47.46
47.985
48.51
54.73
34
23.487
32.266
57.304
52.49
48.467
46.46
41.042
42.288
14.57
195
APH
2019-10-14
6.31
56
105
588
1,326
2
26.78
23.31
25.14
23.96
24.18
22.97
26.4
68
19.401
23.563
27.935
25.9
24.836
24.309
21.85
22.763
14.57
196
APHA
2019-10-14
17.91
5,443
821
146,771
60,019
5
95.98
94.87
95.98
73.88
73.88
90.67
95.98
94
63.072
59.75
103.465
93.573
87.261
82.941
81.783
101.71
14.57
197
APLE
2019-10-14
30.29
491
164
5,904
1,377
2
42.42
28.8
21.05
13.3
22.41
13.3
25.81
44
9.618
13.624
15.954
15.602
15.62
15.133
15.192
16.455
14.57
198
APO
2019-10-14
2.78
1,987
4,552
48,223
35,682
7
37.4
35.86
35.48
34.39
34.21
35.33
35.56
390
29.205
35.495
38.501
35.822
33.466
32.69
31.018
33.248
14.57
199
APOG
2019-10-14
13.03
84
39
243
185
2
38.1
38.28
35.43
34.22
40.7
34.22
37.71
36
55.199
45.873
41.225
43.271
41.027
37.767
33.72
35.236
14.57