Datasets:

nikhilopg4
/

historical_options_APPL_2023_ATMCall

Dataset card Viewer Files Files and versions Community

Split (1)

train · 197 rows

Date stringlengths 10 10	OptionPrice float64 0.25 3.71	Delta float64 0.05 0.26	Gamma float64 0.01 0.01	Theta float64 -4.87 -2.68
2023-05-26	1.796728	0.177306	0.012888	-4.64351
2023-05-30	1.745233	0.174335	0.012862	-4.625526
2023-05-31	1.73239	0.173587	0.012854	-4.620861
2023-06-01	1.719561	0.172836	0.012847	-4.616128
2023-06-02	1.706745	0.172082	0.01284	-4.611324
2023-06-05	1.668379	0.169808	0.012816	-4.596482
2023-06-06	1.655618	0.169046	0.012807	-4.591389
2023-06-07	1.642871	0.16828	0.012799	-4.58622
2023-06-08	1.630139	0.167513	0.01279	-4.580975
2023-06-09	1.617422	0.166743	0.012781	-4.575654
2023-06-12	1.579359	0.164417	0.012753	-4.559217
2023-06-13	1.566702	0.163637	0.012743	-4.553578
2023-06-14	1.554061	0.162855	0.012733	-4.547856
2023-06-15	1.541437	0.16207	0.012722	-4.54205
2023-06-16	1.528828	0.161282	0.012712	-4.53616
2023-06-20	1.478561	0.158107	0.012667	-4.511732
2023-06-21	1.466037	0.157307	0.012655	-4.505402
2023-06-22	1.453531	0.156504	0.012643	-4.49898
2023-06-23	1.441043	0.155699	0.012631	-4.492466
2023-06-26	1.403689	0.153267	0.012592	-4.472351
2023-06-27	1.391275	0.152452	0.012578	-4.465452
2023-06-28	1.378881	0.151633	0.012565	-4.458453
2023-06-29	1.366506	0.150812	0.012551	-4.451353
2023-06-30	1.354151	0.149989	0.012536	-4.44415
2023-07-03	1.317208	0.147502	0.012492	-4.421915
2023-07-05	1.292685	0.145831	0.01246	-4.406553
2023-07-06	1.280455	0.144991	0.012444	-4.398706
2023-07-07	1.268247	0.144149	0.012427	-4.390746
2023-07-10	1.23176	0.141606	0.012376	-4.366174
2023-07-11	1.219643	0.140753	0.012358	-4.357747
2023-07-12	1.20755	0.139897	0.01234	-4.349198
2023-07-13	1.195481	0.139038	0.012321	-4.340527
2023-07-14	1.183436	0.138177	0.012302	-4.331732
2023-07-17	1.147451	0.135576	0.012243	-4.304581
2023-07-18	1.135506	0.134704	0.012223	-4.295269
2023-07-19	1.123588	0.133829	0.012202	-4.285824
2023-07-20	1.111696	0.132951	0.012181	-4.276244
2023-07-21	1.099831	0.13207	0.012159	-4.266526
2023-07-24	1.064401	0.129412	0.012092	-4.236526
2023-07-25	1.052647	0.12852	0.012068	-4.226238
2023-07-26	1.040922	0.127625	0.012045	-4.215802
2023-07-27	1.029226	0.126728	0.01202	-4.205216
2023-07-28	1.01756	0.125828	0.011996	-4.194479
2023-07-31	0.982743	0.123111	0.011919	-4.16133
2023-08-01	0.9712	0.122199	0.011893	-4.149962
2023-08-02	0.959688	0.121285	0.011866	-4.13843
2023-08-03	0.948208	0.120368	0.011838	-4.126733
2023-08-04	0.936762	0.119448	0.01181	-4.114867
2023-08-07	0.902623	0.116673	0.011723	-4.078235
2023-08-08	0.891312	0.115742	0.011693	-4.065671
2023-08-09	0.880036	0.114808	0.011662	-4.052926
2023-08-10	0.868796	0.113872	0.011631	-4.039998
2023-08-11	0.857592	0.112933	0.011599	-4.026883
2023-08-14	0.824202	0.110099	0.011501	-3.986394
2023-08-15	0.813148	0.109149	0.011467	-3.972507
2023-08-16	0.802132	0.108196	0.011432	-3.958419
2023-08-17	0.791157	0.10724	0.011397	-3.944128
2023-08-18	0.780221	0.106282	0.011361	-3.929631
2023-08-21	0.747659	0.103391	0.011249	-3.884871
2023-08-22	0.736889	0.102422	0.011211	-3.869518
2023-08-23	0.726162	0.101451	0.011172	-3.853942
2023-08-24	0.715478	0.100477	0.011132	-3.838142
2023-08-25	0.704839	0.0995	0.011091	-3.822114
2023-08-28	0.673193	0.096555	0.010965	-3.772623
2023-08-29	0.662737	0.095568	0.010922	-3.755647
2023-08-30	0.652328	0.094579	0.010878	-3.738425
2023-08-31	0.641968	0.093587	0.010833	-3.720954
2023-09-01	0.631657	0.092593	0.010787	-3.703231
2023-09-05	0.590914	0.088594	0.010596	-3.629735
2023-09-06	0.580858	0.087588	0.010547	-3.610691
2023-09-07	0.570855	0.08658	0.010496	-3.591373
2023-09-08	0.560906	0.08557	0.010444	-3.571775
2023-09-11	0.531392	0.082528	0.010285	-3.511266
2023-09-12	0.521667	0.08151	0.01023	-3.490511
2023-09-13	0.512	0.08049	0.010174	-3.469457
2023-09-14	0.502392	0.079468	0.010117	-3.448099
2023-09-15	0.492844	0.078445	0.010059	-3.426433
2023-09-18	0.464567	0.075364	0.009879	-3.359548
2023-09-19	0.455267	0.074333	0.009817	-3.33661
2023-09-20	0.446031	0.073302	0.009754	-3.313342
2023-09-21	0.43686	0.072269	0.009691	-3.289741
2023-09-22	0.427755	0.071234	0.009626	-3.265802
2023-09-25	0.400846	0.068124	0.009424	-3.191917
2023-09-26	0.392014	0.067086	0.009355	-3.166584
2023-09-27	0.383254	0.066046	0.009284	-3.140893
2023-09-28	0.374565	0.065006	0.009213	-3.114837
2023-09-29	0.365949	0.063965	0.00914	-3.088413
2023-10-02	0.34055	0.060839	0.008914	-3.006892
2023-10-03	0.332236	0.059796	0.008837	-2.978954
2023-10-04	0.324001	0.058754	0.008758	-2.950627
2023-10-05	0.315844	0.057711	0.008678	-2.921907
2023-10-06	0.307768	0.056669	0.008596	-2.892791
2023-10-09	0.284033	0.053545	0.008345	-2.80302
2023-10-10	0.276289	0.052505	0.008258	-2.772278
2023-10-11	0.268632	0.051466	0.00817	-2.741121
2023-10-12	0.261061	0.050428	0.008081	-2.709545
2023-10-13	0.253579	0.049392	0.007991	-2.677548