filtered_option_data_describe.csv

	A	B	C	D	E	F	G	H	I	J	K	L	M	N	O	P
1		4137959	1671701	1440422	count	mean	std	min	25%	50%	75%	max	dtype	nunique	nan_count	pct_nan
2	askPrice	0.85	7.15	0.07	5201822	5.19	6.61	0.01	0.7	3.1	7.2	90	float64	6108	0	0.000
3	bidPrice	0.45	6.65	0.06	5201822	3.81	6.09	0	0.09	1.52	5	86.4	float64	5940	0	0.000
4	daysToExpiration	9	220	68	5201822	105.71	117.77	0	29	57	161	946	int64	711	0	0.000
5	expirationDate	2017-07-21 0:00:00	2018-01-19 0:00:00	2017-08-18 0:00:00	5201822			2017-05-19 0:00:00				2019-12-20 0:00:00	datetime64[ns]	52	0	0.000
6	lastPrice	1.79	7.8	0.1	2188067	4.16	6.53	0.01	0.52	1.82	5	139.4	float64	4755	3013755	0.579
7	midpoint	0.65	6.9	0.07	5201822	4.7	6.29	0.01	0.6	2.65	6.25	88.2	float64	6305	0	0.000
8	openInterest	3	1	209	2146509	1721.74	9328.42	1	9	37	279	488209	float64	38469	3055313	0.587
9	optionType	Put	Put	Call	5201822			Call				Put	category	2	0	0.000
10	strikePrice	69	74	141	5201822	80.1	58.87	2	37.5	64	106	405	float64	774	0	0.000
11	symbol	TECL	XLI	GLD	5201822			AAXJ				ZSL	category	606	0	0.000
12	underlyingPrice	77.769997	67.91	120.54	5201822	80.26	59.04	2.06	37.061863	64.86	108.050003	327.339996	float64	15954	0	0.000
13	volatility	61.96	16.28	17.21	5201822	27.91	33.77	0	13.12	19.51	31.95	2322.64	float64	33872	0	0.000
14	volume	2	1	10	4844456	71.72	1080.3	0	0	0	5	505750	float64	11350	357366	0.069
15	access_date	2017-07-12 0:00:00	2017-06-13 0:00:00	2017-06-11 0:00:00	5201822			2017-05-17 0:00:00				2017-07-24 0:00:00	datetime64[ns]	60	0	0.000
16	spread	0.4	0.5	0.01	5201822	1.38	2	-0.03	0.15	0.5	1.7	20.2	float64	3699	0	0.000
17	spread_pct	0.4705882353	0.06993006993	0.1428571429	5201822	0.43	0.36	-0.075	0.1095890411	0.2909090909	0.7857142857	1	float64	126753	0	0.000
18	intrinsic_value	-8.769997	6.09	-20.46	5201822	0	9.45	-80.850006	-4.310001	0	4.310001	80.850006	float64	154835	0	0.000
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100