contractID string | symbol string | expiration string | strike float64 | type string | last float64 | mark float64 | bid float64 | bid_size int64 | ask float64 | ask_size int64 | volume int64 | open_interest int64 | date string | implied_volatility float64 | delta float64 | gamma float64 | theta float64 | vega float64 | rho float64 | tte_days int64 | log_moneyness float64 | type_enc int64 | regime int64 | regime_name string | p(0) float64 | p(1) float64 | p(2) float64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY240105C00270000 | SPY | 2024-01-05 | 270 | call | 202.09 | 202.97 | 202.74 | 10 | 203.19 | 50 | 50 | 47 | 2024-01-02 | 2.54096 | 0.99458 | 0.00014 | -0.32098 | 0.00666 | 0.02195 | 3 | -0.616186 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00270000 | SPY | 2024-01-05 | 270 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,580 | 0 | 63 | 2024-01-02 | 1.91033 | -0.00045 | 0.00002 | -0.02181 | 0.00069 | -0.00002 | 3 | -0.616186 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00275000 | SPY | 2024-01-05 | 275 | call | 181.21 | 197.97 | 197.74 | 10 | 198.19 | 30 | 0 | 0 | 2024-01-02 | 2.46154 | 0.99446 | 0.00015 | -0.31804 | 0.00678 | 0.02236 | 3 | -0.597837 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00275000 | SPY | 2024-01-05 | 275 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,572 | 0 | 4 | 2024-01-02 | 1.85119 | -0.00046 | 0.00002 | -0.02174 | 0.00071 | -0.00002 | 3 | -0.597837 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00280000 | SPY | 2024-01-05 | 280 | call | 176.23 | 192.97 | 192.75 | 10 | 193.2 | 50 | 0 | 0 | 2024-01-02 | 2.38365 | 0.99434 | 0.00016 | -0.31516 | 0.00691 | 0.02277 | 3 | -0.579818 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00280000 | SPY | 2024-01-05 | 280 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 9,553 | 0 | 26 | 2024-01-02 | 1.79296 | -0.00047 | 0.00002 | -0.02167 | 0.00073 | -0.00002 | 3 | -0.579818 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00285000 | SPY | 2024-01-05 | 285 | call | 192.4 | 187.97 | 187.75 | 10 | 188.2 | 50 | 0 | 20 | 2024-01-02 | 2.30697 | 0.99422 | 0.00017 | -0.31214 | 0.00705 | 0.02317 | 3 | -0.562119 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00285000 | SPY | 2024-01-05 | 285 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,542 | 0 | 5 | 2024-01-02 | 1.7358 | -0.00049 | 0.00002 | -0.0216 | 0.00075 | -0.00002 | 3 | -0.562119 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00290000 | SPY | 2024-01-05 | 290 | call | 166.24 | 182.99 | 182.76 | 10 | 183.21 | 50 | 0 | 0 | 2024-01-02 | 2.2585 | 0.99362 | 0.00019 | -0.3316 | 0.0077 | 0.02356 | 3 | -0.544727 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00290000 | SPY | 2024-01-05 | 290 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,527 | 0 | 193 | 2024-01-02 | 1.67955 | -0.00051 | 0.00002 | -0.02153 | 0.00077 | -0.00002 | 3 | -0.544727 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00295000 | SPY | 2024-01-05 | 295 | call | 161.27 | 177.99 | 177.76 | 10 | 178.21 | 50 | 0 | 0 | 2024-01-02 | 2.18396 | 0.99347 | 0.0002 | -0.32854 | 0.00786 | 0.02396 | 3 | -0.527633 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00295000 | SPY | 2024-01-05 | 295 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,510 | 0 | 143 | 2024-01-02 | 1.62421 | -0.00052 | 0.00003 | -0.02146 | 0.00079 | -0.00002 | 3 | -0.527633 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00300000 | SPY | 2024-01-05 | 300 | call | 173.59 | 173 | 172.77 | 10 | 173.22 | 50 | 2 | 7 | 2024-01-02 | 2.12283 | 0.99306 | 0.00021 | -0.33639 | 0.00828 | 0.02436 | 3 | -0.510826 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00300000 | SPY | 2024-01-05 | 300 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,810 | 0 | 358 | 2024-01-02 | 1.56964 | -0.00054 | 0.00003 | -0.02137 | 0.00082 | -0.00002 | 3 | -0.510826 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00305000 | SPY | 2024-01-05 | 305 | call | 159.61 | 168 | 167.77 | 10 | 168.22 | 50 | 0 | 0 | 2024-01-02 | 2.05042 | 0.99289 | 0.00022 | -0.33324 | 0.00846 | 0.02476 | 3 | -0.494296 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00305000 | SPY | 2024-01-05 | 305 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,262 | 0 | 106 | 2024-01-02 | 1.51598 | -0.00056 | 0.00003 | -0.02129 | 0.00084 | -0.00002 | 3 | -0.494296 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00310000 | SPY | 2024-01-05 | 310 | call | 0 | 163 | 162.78 | 100 | 163.23 | 100 | 0 | 0 | 2024-01-02 | 1.97908 | 0.99272 | 0.00024 | -0.32999 | 0.00865 | 0.02517 | 3 | -0.478036 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00310000 | SPY | 2024-01-05 | 310 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,236 | 0 | 314 | 2024-01-02 | 1.46324 | -0.00058 | 0.00003 | -0.02122 | 0.00087 | -0.00002 | 3 | -0.478036 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00315000 | SPY | 2024-01-05 | 315 | call | 0 | 158 | 157.78 | 100 | 158.23 | 100 | 0 | 0 | 2024-01-02 | 1.90896 | 0.99253 | 0.00025 | -0.32684 | 0.00884 | 0.02557 | 3 | -0.462035 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00315000 | SPY | 2024-01-05 | 315 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,198 | 0 | 237 | 2024-01-02 | 1.41111 | -0.0006 | 0.00003 | -0.02113 | 0.0009 | -0.00002 | 3 | -0.462035 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00320000 | SPY | 2024-01-05 | 320 | call | 0 | 153.01 | 152.79 | 100 | 153.23 | 100 | 0 | 0 | 2024-01-02 | 1.85073 | 0.99205 | 0.00027 | -0.33434 | 0.00934 | 0.02596 | 3 | -0.446287 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00320000 | SPY | 2024-01-05 | 320 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,169 | 0 | 243 | 2024-01-02 | 1.35974 | -0.00062 | 0.00004 | -0.02104 | 0.00093 | -0.00002 | 3 | -0.446287 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00325000 | SPY | 2024-01-05 | 325 | call | 0 | 148.01 | 147.79 | 100 | 148.24 | 100 | 0 | 0 | 2024-01-02 | 1.78229 | 0.99183 | 0.00029 | -0.33094 | 0.00956 | 0.02637 | 3 | -0.430783 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00325000 | SPY | 2024-01-05 | 325 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,553 | 0 | 465 | 2024-01-02 | 1.30913 | -0.00064 | 0.00004 | -0.02095 | 0.00096 | -0.00003 | 3 | -0.430783 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00326000 | SPY | 2024-01-05 | 326 | call | 0 | 147.01 | 146.79 | 100 | 147.24 | 100 | 0 | 0 | 2024-01-02 | 1.76872 | 0.99179 | 0.0003 | -0.33026 | 0.00961 | 0.02645 | 3 | -0.427711 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00326000 | SPY | 2024-01-05 | 326 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 6,580 | 0 | 195 | 2024-01-02 | 1.29922 | -0.00065 | 0.00004 | -0.02095 | 0.00097 | -0.00003 | 3 | -0.427711 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00327000 | SPY | 2024-01-05 | 327 | call | 0 | 146.01 | 145.79 | 100 | 146.24 | 100 | 0 | 0 | 2024-01-02 | 1.75531 | 0.99174 | 0.0003 | -0.32969 | 0.00966 | 0.02653 | 3 | -0.424648 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00327000 | SPY | 2024-01-05 | 327 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 9,121 | 0 | 248 | 2024-01-02 | 1.28916 | -0.00065 | 0.00004 | -0.02092 | 0.00098 | -0.00003 | 3 | -0.424648 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00328000 | SPY | 2024-01-05 | 328 | call | 0 | 145.02 | 144.8 | 100 | 145.24 | 100 | 0 | 0 | 2024-01-02 | 1.75195 | 0.9914 | 0.00031 | -0.33952 | 0.01001 | 0.02659 | 3 | -0.421594 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00328000 | SPY | 2024-01-05 | 328 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 9,101 | 0 | 192 | 2024-01-02 | 1.2791 | -0.00066 | 0.00004 | -0.02089 | 0.00098 | -0.00003 | 3 | -0.421594 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00329000 | SPY | 2024-01-05 | 329 | call | 0 | 144.02 | 143.8 | 100 | 144.24 | 100 | 0 | 0 | 2024-01-02 | 1.73839 | 0.99135 | 0.00032 | -0.33876 | 0.01006 | 0.02667 | 3 | -0.41855 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00329000 | SPY | 2024-01-05 | 329 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 9,092 | 0 | 179 | 2024-01-02 | 1.26919 | -0.00066 | 0.00004 | -0.02088 | 0.00099 | -0.00003 | 3 | -0.41855 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00330000 | SPY | 2024-01-05 | 330 | call | 147 | 143.02 | 142.8 | 100 | 143.24 | 100 | 0 | 7 | 2024-01-02 | 1.72497 | 0.9913 | 0.00032 | -0.33811 | 0.01011 | 0.02676 | 3 | -0.415515 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00330000 | SPY | 2024-01-05 | 330 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,613 | 0 | 47 | 2024-01-02 | 1.25928 | -0.00067 | 0.00004 | -0.02087 | 0.001 | -0.00003 | 3 | -0.415515 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00331000 | SPY | 2024-01-05 | 331 | call | 0 | 142.03 | 141.8 | 100 | 142.25 | 100 | 0 | 0 | 2024-01-02 | 1.72131 | 0.99095 | 0.00033 | -0.34788 | 0.01046 | 0.02682 | 3 | -0.41249 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00331000 | SPY | 2024-01-05 | 331 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,066 | 0 | 353 | 2024-01-02 | 1.24938 | -0.00067 | 0.00004 | -0.02085 | 0.001 | -0.00003 | 3 | -0.41249 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00332000 | SPY | 2024-01-05 | 332 | call | 124.3 | 141.03 | 140.8 | 100 | 141.25 | 100 | 0 | 0 | 2024-01-02 | 1.70775 | 0.9909 | 0.00034 | -0.34702 | 0.01051 | 0.0269 | 3 | -0.409473 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00332000 | SPY | 2024-01-05 | 332 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,056 | 0 | 325 | 2024-01-02 | 1.23947 | -0.00068 | 0.00004 | -0.02082 | 0.00101 | -0.00003 | 3 | -0.409473 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00333000 | SPY | 2024-01-05 | 333 | call | 0 | 140.03 | 139.8 | 100 | 140.25 | 100 | 0 | 0 | 2024-01-02 | 1.69449 | 0.99085 | 0.00034 | -0.34646 | 0.01057 | 0.02698 | 3 | -0.406466 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00333000 | SPY | 2024-01-05 | 333 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 9,040 | 0 | 65 | 2024-01-02 | 1.22956 | -0.00068 | 0.00005 | -0.02079 | 0.00102 | -0.00003 | 3 | -0.406466 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00334000 | SPY | 2024-01-05 | 334 | call | 0 | 139.03 | 138.8 | 100 | 139.25 | 100 | 0 | 0 | 2024-01-02 | 1.68107 | 0.9908 | 0.00034 | -0.34569 | 0.01062 | 0.02706 | 3 | -0.403467 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00334000 | SPY | 2024-01-05 | 334 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 6,504 | 0 | 110 | 2024-01-02 | 1.2198 | -0.00069 | 0.00005 | -0.02079 | 0.00102 | -0.00003 | 3 | -0.403467 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00335000 | SPY | 2024-01-05 | 335 | call | 0 | 138.03 | 137.8 | 100 | 138.25 | 100 | 0 | 0 | 2024-01-02 | 1.66781 | 0.99074 | 0.00035 | -0.34504 | 0.01068 | 0.02714 | 3 | -0.400478 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00335000 | SPY | 2024-01-05 | 335 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,443 | 0 | 67 | 2024-01-02 | 1.21005 | -0.0007 | 0.00005 | -0.02078 | 0.00103 | -0.00003 | 3 | -0.400478 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00336000 | SPY | 2024-01-05 | 336 | call | 0 | 137.03 | 136.8 | 100 | 137.25 | 100 | 0 | 0 | 2024-01-02 | 1.65455 | 0.99069 | 0.00035 | -0.34435 | 0.01073 | 0.02722 | 3 | -0.397497 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00336000 | SPY | 2024-01-05 | 336 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 8,977 | 0 | 220 | 2024-01-02 | 1.20029 | -0.0007 | 0.00005 | -0.02076 | 0.00104 | -0.00003 | 3 | -0.397497 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00337000 | SPY | 2024-01-05 | 337 | call | 0 | 136.03 | 135.8 | 100 | 136.25 | 100 | 0 | 0 | 2024-01-02 | 1.64129 | 0.99063 | 0.00036 | -0.34362 | 0.01079 | 0.0273 | 3 | -0.394525 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00337000 | SPY | 2024-01-05 | 337 | put | 0.04 | 0.01 | 0 | 0 | 0.01 | 8,959 | 0 | 12 | 2024-01-02 | 1.19054 | -0.00071 | 0.00005 | -0.02074 | 0.00105 | -0.00003 | 3 | -0.394525 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00338000 | SPY | 2024-01-05 | 338 | call | 0 | 135.03 | 134.81 | 100 | 135.25 | 100 | 0 | 0 | 2024-01-02 | 1.62802 | 0.99058 | 0.00036 | -0.34285 | 0.01084 | 0.02738 | 3 | -0.391562 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00338000 | SPY | 2024-01-05 | 338 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 8,945 | 0 | 10 | 2024-01-02 | 1.18078 | -0.00071 | 0.00005 | -0.02071 | 0.00106 | -0.00003 | 3 | -0.391562 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00339000 | SPY | 2024-01-05 | 339 | call | 0 | 134.03 | 133.81 | 100 | 134.25 | 100 | 0 | 0 | 2024-01-02 | 1.61492 | 0.99052 | 0.00037 | -0.34221 | 0.0109 | 0.02746 | 3 | -0.388608 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00339000 | SPY | 2024-01-05 | 339 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 6,272 | 0 | 179 | 2024-01-02 | 1.17102 | -0.00072 | 0.00005 | -0.02068 | 0.00106 | -0.00003 | 3 | -0.388608 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00340000 | SPY | 2024-01-05 | 340 | call | 0 | 133.03 | 132.81 | 100 | 133.25 | 100 | 0 | 0 | 2024-01-02 | 1.60165 | 0.99047 | 0.00037 | -0.34135 | 0.01095 | 0.02754 | 3 | -0.385662 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00340000 | SPY | 2024-01-05 | 340 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,253 | 0 | 186 | 2024-01-02 | 1.16142 | -0.00072 | 0.00005 | -0.02067 | 0.00107 | -0.00003 | 3 | -0.385662 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00341000 | SPY | 2024-01-05 | 341 | call | 0 | 132.03 | 131.81 | 100 | 132.26 | 100 | 0 | 0 | 2024-01-02 | 1.5887 | 0.9904 | 0.00038 | -0.3408 | 0.01102 | 0.02762 | 3 | -0.382726 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00341000 | SPY | 2024-01-05 | 341 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,249 | 0 | 55 | 2024-01-02 | 1.15166 | -0.00073 | 0.00005 | -0.02063 | 0.00108 | -0.00003 | 3 | -0.382726 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00342000 | SPY | 2024-01-05 | 342 | call | 0 | 131.03 | 130.81 | 100 | 131.26 | 100 | 0 | 0 | 2024-01-02 | 1.57559 | 0.99035 | 0.00038 | -0.34003 | 0.01107 | 0.0277 | 3 | -0.379797 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00342000 | SPY | 2024-01-05 | 342 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,244 | 0 | 431 | 2024-01-02 | 1.14206 | -0.00073 | 0.00005 | -0.02062 | 0.00109 | -0.00003 | 3 | -0.379797 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00343000 | SPY | 2024-01-05 | 343 | call | 0 | 130.03 | 129.81 | 100 | 130.26 | 100 | 0 | 0 | 2024-01-02 | 1.56248 | 0.99029 | 0.00039 | -0.33923 | 0.01113 | 0.02778 | 3 | -0.376878 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00343000 | SPY | 2024-01-05 | 343 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,238 | 0 | 89 | 2024-01-02 | 1.13246 | -0.00074 | 0.00005 | -0.0206 | 0.00109 | -0.00003 | 3 | -0.376878 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00344000 | SPY | 2024-01-05 | 344 | call | 0 | 129.03 | 128.81 | 100 | 129.26 | 100 | 0 | 0 | 2024-01-02 | 1.54952 | 0.99023 | 0.00039 | -0.33855 | 0.01119 | 0.02786 | 3 | -0.373966 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00344000 | SPY | 2024-01-05 | 344 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,233 | 0 | 164 | 2024-01-02 | 1.12285 | -0.00075 | 0.00005 | -0.02057 | 0.0011 | -0.00003 | 3 | -0.373966 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00345000 | SPY | 2024-01-05 | 345 | call | 0 | 128.03 | 127.81 | 100 | 128.26 | 100 | 0 | 0 | 2024-01-02 | 1.53656 | 0.99017 | 0.0004 | -0.33784 | 0.01125 | 0.02794 | 3 | -0.371064 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00345000 | SPY | 2024-01-05 | 345 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,226 | 0 | 232 | 2024-01-02 | 1.1134 | -0.00075 | 0.00005 | -0.02057 | 0.00111 | -0.00003 | 3 | -0.371064 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00346000 | SPY | 2024-01-05 | 346 | call | 0 | 127.03 | 126.81 | 100 | 127.26 | 100 | 0 | 0 | 2024-01-02 | 1.52361 | 0.99011 | 0.0004 | -0.33708 | 0.01131 | 0.02802 | 3 | -0.368169 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00346000 | SPY | 2024-01-05 | 346 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,181 | 0 | 269 | 2024-01-02 | 1.1038 | -0.00076 | 0.00006 | -0.02053 | 0.00112 | -0.00003 | 3 | -0.368169 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00347000 | SPY | 2024-01-05 | 347 | call | 0 | 126.03 | 125.81 | 100 | 126.26 | 100 | 0 | 0 | 2024-01-02 | 1.5108 | 0.99004 | 0.00041 | -0.33647 | 0.01138 | 0.0281 | 3 | -0.365283 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00347000 | SPY | 2024-01-05 | 347 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,175 | 0 | 25 | 2024-01-02 | 1.09435 | -0.00077 | 0.00006 | -0.02052 | 0.00113 | -0.00003 | 3 | -0.365283 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00348000 | SPY | 2024-01-05 | 348 | call | 0 | 125.04 | 124.82 | 100 | 125.26 | 100 | 0 | 0 | 2024-01-02 | 1.50653 | 0.98964 | 0.00043 | -0.3458 | 0.01178 | 0.02817 | 3 | -0.362406 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00348000 | SPY | 2024-01-05 | 348 | put | 0.02 | 0.01 | 0 | 0 | 0.01 | 6,168 | 0 | 65 | 2024-01-02 | 1.0849 | -0.00077 | 0.00006 | -0.02051 | 0.00114 | -0.00003 | 3 | -0.362406 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00349000 | SPY | 2024-01-05 | 349 | call | 0 | 124.04 | 123.82 | 100 | 124.26 | 100 | 0 | 0 | 2024-01-02 | 1.49358 | 0.98958 | 0.00043 | -0.34496 | 0.01184 | 0.02825 | 3 | -0.359536 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00349000 | SPY | 2024-01-05 | 349 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,161 | 0 | 123 | 2024-01-02 | 1.07545 | -0.00078 | 0.00006 | -0.02049 | 0.00115 | -0.00003 | 3 | -0.359536 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00350000 | SPY | 2024-01-05 | 350 | call | 124.04 | 123.04 | 122.82 | 100 | 123.26 | 100 | 0 | 3 | 2024-01-02 | 1.48077 | 0.98951 | 0.00044 | -0.34427 | 0.01191 | 0.02833 | 3 | -0.356675 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00350000 | SPY | 2024-01-05 | 350 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 5,821 | 0 | 248 | 2024-01-02 | 1.066 | -0.00078 | 0.00006 | -0.02046 | 0.00115 | -0.00003 | 3 | -0.356675 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00351000 | SPY | 2024-01-05 | 351 | call | 0 | 122.04 | 121.82 | 100 | 122.26 | 100 | 0 | 0 | 2024-01-02 | 1.46797 | 0.98944 | 0.00044 | -0.34353 | 0.01198 | 0.02841 | 3 | -0.353822 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00351000 | SPY | 2024-01-05 | 351 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 6,146 | 0 | 28 | 2024-01-02 | 1.05654 | -0.00079 | 0.00006 | -0.02043 | 0.00116 | -0.00003 | 3 | -0.353822 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00352000 | SPY | 2024-01-05 | 352 | call | 0 | 121.04 | 120.82 | 100 | 121.27 | 100 | 0 | 0 | 2024-01-02 | 1.45516 | 0.98937 | 0.00045 | -0.34276 | 0.01205 | 0.02849 | 3 | -0.350977 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00352000 | SPY | 2024-01-05 | 352 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,138 | 0 | 142 | 2024-01-02 | 1.04709 | -0.0008 | 0.00006 | -0.0204 | 0.00117 | -0.00003 | 3 | -0.350977 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00353000 | SPY | 2024-01-05 | 353 | call | 0 | 120.04 | 119.82 | 100 | 120.27 | 100 | 0 | 0 | 2024-01-02 | 1.44236 | 0.9893 | 0.00046 | -0.34194 | 0.01211 | 0.02857 | 3 | -0.34814 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00353000 | SPY | 2024-01-05 | 353 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,127 | 0 | 148 | 2024-01-02 | 1.0378 | -0.00081 | 0.00006 | -0.02039 | 0.00118 | -0.00003 | 3 | -0.34814 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00354000 | SPY | 2024-01-05 | 354 | call | 0 | 119.04 | 118.82 | 100 | 119.27 | 100 | 0 | 0 | 2024-01-02 | 1.42971 | 0.98923 | 0.00046 | -0.34127 | 0.01219 | 0.02865 | 3 | -0.345311 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00354000 | SPY | 2024-01-05 | 354 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,119 | 0 | 1,023 | 2024-01-02 | 1.0285 | -0.00081 | 0.00006 | -0.02038 | 0.00119 | -0.00003 | 3 | -0.345311 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00355000 | SPY | 2024-01-05 | 355 | call | 118.74 | 118.04 | 117.82 | 100 | 118.27 | 100 | 0 | 1 | 2024-01-02 | 1.4169 | 0.98916 | 0.00047 | -0.34037 | 0.01225 | 0.02872 | 3 | -0.34249 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00355000 | SPY | 2024-01-05 | 355 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,070 | 0 | 15 | 2024-01-02 | 1.01905 | -0.00082 | 0.00006 | -0.02033 | 0.0012 | -0.00003 | 3 | -0.34249 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00356000 | SPY | 2024-01-05 | 356 | call | 0 | 117.04 | 116.82 | 100 | 117.27 | 100 | 0 | 0 | 2024-01-02 | 1.40425 | 0.98909 | 0.00048 | -0.33962 | 0.01232 | 0.0288 | 3 | -0.339677 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00356000 | SPY | 2024-01-05 | 356 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 6,058 | 0 | 15 | 2024-01-02 | 1.00975 | -0.00083 | 0.00007 | -0.02031 | 0.00121 | -0.00003 | 3 | -0.339677 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00357000 | SPY | 2024-01-05 | 357 | call | 0 | 116.04 | 115.82 | 100 | 116.27 | 100 | 0 | 0 | 2024-01-02 | 1.39175 | 0.98901 | 0.00049 | -0.33901 | 0.0124 | 0.02888 | 3 | -0.336872 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00357000 | SPY | 2024-01-05 | 357 | put | 0.04 | 0.01 | 0 | 0 | 0.01 | 6,063 | 0 | 87 | 2024-01-02 | 1.00045 | -0.00083 | 0.00007 | -0.02028 | 0.00122 | -0.00003 | 3 | -0.336872 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00358000 | SPY | 2024-01-05 | 358 | call | 118.44 | 115.05 | 114.83 | 100 | 115.27 | 100 | 0 | 0 | 2024-01-02 | 1.38702 | 0.98857 | 0.0005 | -0.34805 | 0.01283 | 0.02895 | 3 | -0.334075 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00358000 | SPY | 2024-01-05 | 358 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 6,040 | 0 | 207 | 2024-01-02 | 0.9913 | -0.00084 | 0.00007 | -0.02028 | 0.00123 | -0.00003 | 3 | -0.334075 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00359000 | SPY | 2024-01-05 | 359 | call | 0 | 114.05 | 113.83 | 100 | 114.27 | 100 | 0 | 0 | 2024-01-02 | 1.37437 | 0.98849 | 0.00051 | -0.34722 | 0.01291 | 0.02903 | 3 | -0.331286 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00359000 | SPY | 2024-01-05 | 359 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 5,909 | 0 | 75 | 2024-01-02 | 0.982 | -0.00085 | 0.00007 | -0.02024 | 0.00124 | -0.00003 | 3 | -0.331286 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00360000 | SPY | 2024-01-05 | 360 | call | 115.43 | 113.05 | 112.83 | 100 | 113.27 | 100 | 0 | 2 | 2024-01-02 | 1.36172 | 0.98841 | 0.00052 | -0.34635 | 0.01298 | 0.02911 | 3 | -0.328504 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00360000 | SPY | 2024-01-05 | 360 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 5,817 | 0 | 1,087 | 2024-01-02 | 0.97286 | -0.00086 | 0.00007 | -0.02024 | 0.00125 | -0.00003 | 3 | -0.328504 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00361000 | SPY | 2024-01-05 | 361 | call | 0 | 112.05 | 111.83 | 100 | 112.27 | 100 | 0 | 0 | 2024-01-02 | 1.34922 | 0.98833 | 0.00053 | -0.34564 | 0.01306 | 0.02918 | 3 | -0.32573 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00361000 | SPY | 2024-01-05 | 361 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 5,724 | 0 | 336 | 2024-01-02 | 0.96356 | -0.00086 | 0.00007 | -0.02019 | 0.00126 | -0.00003 | 3 | -0.32573 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00362000 | SPY | 2024-01-05 | 362 | call | 114.08 | 111.06 | 110.83 | 100 | 111.28 | 100 | 0 | 1 | 2024-01-02 | 1.34419 | 0.98787 | 0.00055 | -0.35452 | 0.01351 | 0.02925 | 3 | -0.322964 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00362000 | SPY | 2024-01-05 | 362 | put | 0.03 | 0.01 | 0 | 0 | 0.01 | 5,710 | 0 | 55 | 2024-01-02 | 0.95441 | -0.00087 | 0.00007 | -0.02017 | 0.00127 | -0.00003 | 3 | -0.322964 | 0 | 0 | expansion | 1 | 0 | 0 |
SPY240105C00363000 | SPY | 2024-01-05 | 363 | call | 0 | 110.06 | 109.83 | 100 | 110.28 | 100 | 0 | 0 | 2024-01-02 | 1.33169 | 0.98778 | 0.00056 | -0.35377 | 0.01359 | 0.02933 | 3 | -0.320205 | 1 | 0 | expansion | 1 | 0 | 0 |
SPY240105P00363000 | SPY | 2024-01-05 | 363 | put | 0.01 | 0.01 | 0 | 0 | 0.01 | 5,626 | 0 | 232 | 2024-01-02 | 0.94527 | -0.00088 | 0.00007 | -0.02015 | 0.00128 | -0.00004 | 3 | -0.320205 | 0 | 0 | expansion | 1 | 0 | 0 |
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