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besetf.csv
We can make this file beautiful and searchable if this error is corrected: It looks like row 53 should actually have 1 column, instead of 29 in line 52.
74 lines (73 loc) · 6.92 KB
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besetf.csv
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EEM
got 18 rows for symbol EEM
EFA
got 18 rows for symbol EFA
EWZ
got 15 rows for symbol EWZ
FXI
got 18 rows for symbol FXI
GDX
got 15 rows for symbol GDX
GLD
got 28 rows for symbol GLD
HYG
got 17 rows for symbol HYG
IWM
got 39 rows for symbol IWM
NDX
unable to get data for {symbol}
QQQ
got 40 rows for symbol QQQ
RSX
got 15 rows for symbol RSX
RUT
unable to get data for {symbol}
SLV
got 14 rows for symbol SLV
SPX
unable to get data for {symbol}
SPY
got 48 rows for symbol SPY
TBT
got 16 rows for symbol TBT
TLT
got 15 rows for symbol TLT
UNG
got 15 rows for symbol UNG
USO
got 14 rows for symbol USO
UVXY
got 1 rows for symbol UVXY
VIX
unable to get data for {symbol}
VXX
got 12 rows for symbol VXX
XLF
got 17 rows for symbol XLF
XLV
got 22 rows for symbol XLV
XOP
got 24 rows for symbol XOP
ignoring symbol:
got data for 21 symbols from file: xetfs.csv
,underlyingPrice,volatility,interestRate,runDate,symbol,daysToExpiration,putCall,s_description,b_description,s_last,b_last,s_mark,b_mark,s_delta,b_delta,s_strikePrice,b_strikePrice,s_totalVolume,b_totalVolume,e,mg,width,mg_w,mg_u,pop,e_u,ml,ml_u
0,53.144999999999996,29.0,0.1,2021-03-28,EEM,40,PUT,EEM May 7 2021 51.5 Put (Weekly),EEM May 7 2021 51 Put (Weekly),1.25,0.0,1.94,0.79,-0.338,-0.295,51.5,51.0,0,0,1.4622449999999998,1.15,0.5,229.99999999999997,2.1638912409445856,75.66999999999999,2.751425345752187,0.6499999999999999,1.2230689622730264
1,76.35,29.0,0.1,2021-03-28,EFA,40,PUT,EFA May 7 2021 74.5 Put (Weekly),EFA May 7 2021 74 Put (Weekly),0.0,0.0,0.73,0.62,-0.286,-0.249,74.5,74.0,0,0,-0.09029540000000003,0.10999999999999999,0.5,21.999999999999996,0.14407334643091027,72.214,-0.11826509495743291,-0.39,-0.5108055009823184
2,32.275,29.0,0.1,2021-03-28,EWZ,40,PUT,EWZ May 7 2021 31.5 Put (Weekly),EWZ May 7 2021 31 Put (Weekly),1.63,1.2,1.29,1.08,-0.391,-0.345,31.5,31.0,0,80,0.004002799999999973,0.20999999999999996,0.5,41.99999999999999,0.6506584043377226,62.83200000000001,0.01240216886134771,-0.29000000000000004,-0.8985282726568553
3,46.645,29.0,0.1,2021-03-28,FXI,40,PUT,FXI May 7 2021 44 Put (Weekly),FXI May 7 2021 43.5 Put (Weekly),0.92,0.0,0.81,0.59,-0.257,-0.223,44.0,43.5,4,0,0.09080880000000009,0.22000000000000008,0.5,44.000000000000014,0.4716475506485155,75.79599999999999,0.19468067316968612,-0.2799999999999999,-0.600278700825383
4,32.775000000000006,29.0,0.1,2021-03-28,GDX,40,PUT,GDX May 7 2021 32.5 Put (Weekly),GDX May 7 2021 28.5 Put (Weekly),0.0,0.0,1.19,0.18,-0.445,-0.098,32.5,28.5,0,0,0.02005480000000015,1.01,4.0,25.25,3.0816170861937446,67.10200000000002,0.06118932112890968,-2.99,-9.122807017543858
5,162.29500000000002,29.0,0.1,2021-03-28,GLD,40,PUT,GLD May 7 2021 160.5 Put (Weekly),GLD May 7 2021 160 Put (Weekly),2.21,2.16,2.14,1.96,-0.395,-0.37,160.5,160.0,4,1,-0.060169999999999696,0.18000000000000016,0.5,36.00000000000003,0.11090914692381165,61.400000000000034,-0.0370744631689206,-0.31999999999999984,-0.1971718167534427
6,86.93,29.0,0.1,2021-03-28,HYG,40,PUT,HYG May 7 2021 84 Put (Weekly),HYG May 7 2021 83.5 Put (Weekly),0.64,0.0,0.44,0.36,-0.225,-0.193,84.0,83.5,0,0,-0.0879696,0.08000000000000002,0.5,16.000000000000004,0.09202806856091109,78.01199999999999,-0.10119590475094904,-0.42,-0.48314735994478314
7,220.52499999999998,29.0,0.1,2021-03-28,IWM,40,PUT,IWM May 7 2021 203 Put (Weekly),IWM May 7 2021 202.5 Put (Weekly),3.6,3.99,3.32,3.23,-0.216,-0.21,203.0,202.5,6,10,-0.0832572000000002,0.08999999999999986,0.5,17.99999999999997,0.0408116993538147,78.508,-0.037754086838227056,-0.41000000000000014,-0.18591996372293398
8,315.73,29.0,0.1,2021-03-28,QQQ,40,PUT,QQQ May 7 2021 307.5 Put (Weekly),QQQ May 7 2021 307 Put (Weekly),7.73,7.68,6.84,6.68,-0.358,-0.351,307.5,307.0,19,13,-0.07966839999999974,0.16000000000000014,0.5,32.00000000000003,0.05067621068634597,64.42400000000004,-0.02523307889652543,-0.33999999999999986,-0.10768694770848505
9,25.375,29.0,0.1,2021-03-28,RSX,40,PUT,RSX May 7 2021 25 Put (Weekly),RSX May 7 2021 24.5 Put (Weekly),0.0,0.0,0.66,0.5,-0.377,-0.302,25.0,24.5,0,0,-0.05594999999999996,0.16000000000000003,0.5,32.00000000000001,0.6305418719211824,64.7,-0.22049261083743826,-0.33999999999999997,-1.3399014778325122
10,23.244999999999997,29.0,0.1,2021-03-28,SLV,40,PUT,SLV May 7 2021 23 Put (Weekly),SLV May 7 2021 22.5 Put (Weekly),0.82,0.59,0.78,0.56,-0.439,-0.351,23.0,22.5,23,56,0.012281599999999976,0.21999999999999997,0.5,43.99999999999999,0.9464400946440095,59.97199999999998,0.05283544848354475,-0.28,-1.2045601204560124
11,395.66,29.0,0.1,2021-03-28,SPY,40,PUT,SPY May 7 2021 377.5 Put (Weekly),SPY May 7 2021 377 Put (Weekly),4.41,3.74,3.61,3.54,-0.227,-0.222,377.5,377.0,4,24,-0.12186900000000024,0.06999999999999984,0.5,13.999999999999968,0.017691957741495182,77.36999999999999,-0.030801445685689793,-0.43000000000000016,-0.10867916898347069
12,21.545,29.0,0.1,2021-03-28,TBT,40,PUT,TBT May 7 2021 21 Put (Weekly),TBT May 7 2021 19 Put (Weekly),0.0,0.0,0.71,0.13,-0.406,-0.115,21.0,19.0,0,0,0.08926039999999985,0.58,2.0,28.999999999999996,2.692039916453933,69.51199999999997,0.41429751682524874,-1.42,-6.59085634718032
13,136.37,29.0,0.1,2021-03-28,TLT,40,PUT,TLT May 7 2021 134.5 Put (Weekly),TLT May 7 2021 134 Put (Weekly),0.0,0.0,2.15,1.94,-0.387,-0.363,134.5,134.0,0,0,-0.003616800000000031,0.20999999999999996,0.5,41.99999999999999,0.15399281366869544,62.30800000000003,-0.0026521962308425832,-0.29000000000000004,-0.21265674268534138
14,9.625,29.0,0.1,2021-03-28,UNG,40,PUT,UNG May 7 2021 9.5 Put (Weekly),UNG May 7 2021 9 Put (Weekly),0.0,0.0,0.32,0.15,-0.394,-0.223,9.5,9.0,0,0,-0.000743799999999975,0.17,0.5,34.0,1.7662337662337662,66.414,-0.007727792207791948,-0.32999999999999996,-3.428571428571428
15,41.485,29.0,0.1,2021-03-28,USO,40,PUT,USO May 7 2021 40 Put (Weekly),USO May 7 2021 39.5 Put (Weekly),2.5,0.0,1.62,1.44,-0.366,-0.335,40.0,39.5,0,0,-0.03857879999999975,0.18000000000000016,0.5,36.00000000000003,0.4338917681089554,64.51599999999999,-0.09299457635289804,-0.31999999999999984,-0.7713631433048086
16,11.79,29.0,0.1,2021-03-28,VXX,40,PUT,VXX May 7 2021 11.5 Put (Weekly),VXX May 7 2021 9.5 Put (Weekly),1.12,0.17,1.16,0.18,-0.417,-0.133,11.5,9.5,2014,150,0.5665216,0.98,2.0,49.0,8.312128922815946,71.708,4.805102629346904,-1.02,-8.651399491094148
17,34.394999999999996,29.0,0.1,2021-03-28,XLF,40,PUT,XLF May 7 2021 32.5 Put (Weekly),XLF May 7 2021 32 Put (Weekly),0.47,0.37,0.46,0.32,-0.24,-0.191,32.5,32.0,1,4,-0.0048307999999999685,0.14,0.5,28.000000000000004,0.40703590638174164,77.37200000000001,-0.01404506468963503,-0.36,-1.0466637592673356
18,117.055,29.0,0.1,2021-03-28,XLV,40,PUT,XLV May 7 2021 111 Put (Weekly),XLV May 7 2021 110 Put (Weekly),0.0,0.0,2.11,0.38,-0.211,-0.153,111.0,110.0,0,0,1.852903,1.73,1.0,173.0,1.4779377215838707,88.79000000000002,1.5829336636623808,0.73,0.6236384605527315
19,83.255,29.0,0.1,2021-03-28,XOP,40,PUT,XOP May 7 2021 82.5 Put (Weekly),XOP May 7 2021 70 Put (Weekly),0.0,1.35,4.95,1.18,-0.444,-0.143,82.5,70.0,0,3,0.22858380000000067,3.7700000000000005,12.5,30.160000000000004,4.528256561167498,66.45599999999999,0.27455864512641964,-8.73,-10.485856705302986