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int64
0
3.16M
symbol
stringlengths
1
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date
stringlengths
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strikes_spread
float64
0.33
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calls_contracts_traded
int64
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1.57M
puts_contracts_traded
int64
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1.38M
calls_open_interest
int64
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7.12M
puts_open_interest
int64
0
9.22M
expirations_number
int64
1
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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
149
contracts_number
int64
3
10.8k
hv_20
float64
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3.47M
hv_40
float64
0
2.48M
hv_60
float64
0
2.04M
hv_75
float64
0
1.83M
hv_90
float64
0
1.67M
hv_120
float64
0
1.45M
hv_180
float64
0
1.18M
hv_200
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917k
VIX
float64
11.5
82.7
0
A
2019-10-14
17.12
19,878
1,001
9,365
12,705
6
30.21
29
28.5
28.09
28.23
28.87
30.9
247
24.467
24.178
28.006
26.956
25.212
29.358
26.425
27.206
14.57
1
AA
2019-10-14
4.42
6,194
3,010
54,013
38,674
6
50.78
49.01
48.5
48.8
48.19
48.88
48.88
266
33.726
46.764
48.121
44.765
42.537
40.164
39.245
42.725
14.57
2
AABA
2019-10-14
5.23
4,301
2,863
159,161
53,453
5
32.94
26.79
33.5
34.56
46.93
53.62
68.93
298
250.021
178.984
146.748
131.652
121.37
106.253
87.977
71.316
14.57
3
AAL
2019-10-14
5.28
20,034
7,695
321,062
217,407
8
44.31
38.29
38.02
38.01
38.39
38.86
40.21
510
38.522
36.471
39.363
37.234
36.833
36.954
34.129
40.415
14.57
4
AAN
2019-10-14
7.99
133
520
621
657
4
38.67
37.36
37.05
35.48
38.74
37.1
41.23
110
38.073
34.551
32.789
30.906
30.523
34.543
31.101
32.307
14.57
5
AAOI
2019-10-14
9.13
568
867
13,355
29,898
6
72.69
74.87
68.29
73.56
71.3
74.83
70.06
182
47.218
54.346
55.92
60.97
57.62
56.315
57.961
60.808
14.57
6
AAON
2019-10-14
12.08
60
151
145
933
2
38.22
38.22
37.16
37.16
37.17
37.98
38.22
40
36.163
35.797
39.956
37.331
35.385
34.878
32.535
33.997
14.57
7
AAP
2019-10-14
5.04
921
943
11,301
7,080
5
32.83
33.4
33.67
32.93
31.97
33.18
35.12
314
26.035
26.281
27.861
26.71
25.514
25.312
25.769
28.519
14.57
8
AAPL
2019-10-14
2.88
84,986
47,927
1,136,840
960,145
11
28.23
26.84
25.95
26.43
27.28
28.48
30.21
960
21.332
24.625
27.967
25.931
24.966
27.164
25.58
30.27
14.57
9
AAT
2019-10-14
12.19
2
73
3
78
2
25.31
15.09
16.7
15.09
16.35
21.61
16.97
38
11.123
11.572
14.303
14.243
15.751
16.239
16.542
18.118
14.57
10
AAWW
2019-10-14
8.53
386
980
2,141
3,567
2
66.76
60.81
60.23
60.17
60.17
60.24
67.36
58
48.883
52.283
72.405
67.209
64.223
60.2
53.342
48.987
14.57
11
AAXJ
2019-10-14
1.64
518
22,965
11,798
29,163
3
33.77
23.27
18.9
17.58
18.27
19.84
30.67
218
11.748
13.337
17.171
16.029
16.216
16.617
15.688
18.511
14.57
12
AAXN
2019-10-14
9.56
575
320
9,499
7,177
5
46.62
45.85
45.67
45.67
45.72
45.93
46.73
148
27.976
35.527
46.039
42.762
43.981
41.131
41.189
45.719
14.57
13
AB
2019-10-14
15.08
317
58
1,737
1,725
2
40.23
40.23
29.91
16.19
16.19
29.53
26.72
32
15.302
19.075
25.449
23.722
23.582
23.261
21.565
24.952
14.57
14
ABB
2019-10-14
5.55
3,333
260
24,017
9,959
2
28.79
23.53
22.32
22.08
22.08
23.3
31.88
68
18.308
18.7
21.483
20.967
20.657
20.233
20.299
20.924
14.57
15
ABBV
2019-10-14
2.69
32,978
5,406
179,474
189,576
8
34.77
31.02
27.57
27.71
27.82
28.15
29.42
480
21.191
21.868
20.7
22.126
34.588
30.966
27.559
28.993
14.57
16
ABC
2019-10-14
3.61
11,703
1,898
3,380
14,600
6
33.79
34
34.04
32.85
32.84
33.51
34.32
302
17.806
25.929
29.344
28.399
26.801
27.103
28.214
27.939
14.57
17
ABCB
2019-10-14
14.06
1,058
20
3,193
20
3
32.75
44.23
38.49
33.82
33.245
33.74
42.19
48
19.668
28.608
30.801
29.085
27.288
26.779
27.244
29.86
14.57
18
ABDC
2019-10-14
20.9
27
10
249
369
2
93.69
93.69
70.225
46.76
46.76
46.76
93.69
36
7.965
10.272
30.396
27.475
26.136
24.127
25.073
26.679
14.57
19
ABEO
2019-10-14
30.29
266
173
13,361
1,521
3
143.64
131.2
131.2
131.2
137.42
143.64
143.64
40
80.9
172.694
148.063
133.653
123.976
111.158
98.914
88.769
14.57
20
ABEV
2019-10-14
75
83
15
2,327
125
2
35.15
35.15
30.39
25.63
25.63
25.63
35.15
12
29.21
28.101
33.624
32.228
31.112
30.154
31.848
32.833
14.57
21
ABG
2019-10-14
6.22
103
173
177
172
3
34.96
31.61
31.23
31.23
30.95
31.28
34.08
118
22.747
24.797
27.411
25.319
24.513
25.245
26.31
28.002
14.57
22
ABM
2019-10-14
13.52
16
62
76
74
2
34.39
33.54
30.99
27.92
33.76
33.39
27.92
36
24.672
28.993
27.792
26.045
26.626
26.068
25.881
32.643
14.57
23
ABMD
2019-10-14
3.07
1,135
1,577
8,405
9,510
5
49.11
48.2
47.51
47.24
47.14
47.65
47.8
542
38.207
33.66
62.86
57.843
53.952
49.578
46.361
50.254
14.57
24
ABR
2019-10-14
31.43
337
25
2,043
1,085
2
37.64
37.64
8.91
8.91
22.58
15.67
36.83
38
10.045
13.393
18.492
17.754
17.909
18.88
17.8
19.804
14.57
25
ABT
2019-10-14
2.61
1,965
4,437
58,570
67,667
7
25.86
24.62
23.84
23.72
23.74
23.78
27.62
382
22.038
21.237
22.136
21.64
20.635
19.866
19.725
22.249
14.57
26
ACAD
2019-10-14
5.65
1,805
3,521
31,648
15,530
6
62.01
62.49
61.55
60.28
61.06
60.97
61.91
394
50.706
164.889
142.797
128.488
118.678
105.753
89.907
87.27
14.57
27
ACB
2019-10-14
16
14,502
1,771
481,591
140,767
6
75.79
104.91
94.8
66.61
89.8
66.61
94.96
166
62.906
62.523
64.04
60.852
57.072
54.946
57.498
76.678
14.57
28
ACC
2019-10-14
12.19
36
29
99
292
2
27.09
24.78
18.18
16.19
16.19
19.07
28.04
40
9.373
12.318
13.973
13.853
13.817
14.637
14.896
17.054
14.57
29
ACCO
2019-10-14
40.83
15
6
1,361
150
2
42.98
48.06
42.82
39.06
39.06
48.06
48.06
26
21.258
26.196
48.068
44.873
42.633
41.827
36.837
39.597
14.57
30
ACGL
2019-10-14
13.61
61
12
1,440
668
2
25.51
22.65
20.78
19.98
20.41
22.26
19.98
34
15.307
16.081
19.578
19.197
18.406
17.975
17.22
18.228
14.57
31
ACH
2019-10-14
21.13
105
96
165
105
2
40.82
41.19
39.82
38.31
41.13
40.62
38.31
66
24.537
31.474
32.536
30.426
30.923
33.887
36.004
41.408
14.57
32
ACHC
2019-10-14
13.91
274
450
2,717
1,798
2
48.23
44.07
43.07
42.07
44.235
46.4
50.42
38
31.336
36.897
38.392
35.161
33.127
31.753
36.463
43.1
14.57
33
ACHN
2019-10-14
33.97
170
586
6,550
2,551
3
72.27
70.9
70.9
70.9
71.585
72.27
72.27
54
30.441
38.603
89.326
82.191
78.029
71.787
64.5
75.683
14.57
34
ACIA
2019-10-14
11.36
415
195
7,484
10,804
5
25.37
17.84
15.4
17.87
24.48
19.93
34.95
116
11.577
11.916
13.671
66.398
61.976
57.515
54.224
55.914
14.57
35
ACIW
2019-10-14
14.48
12
20
669
42
2
39.86
32.53
33.23
31.72
35.11
31.72
39.24
32
25.904
30.457
32.165
30.757
28.781
29.877
27.237
30.988
14.57
36
ACLS
2019-10-14
30.29
71
149
583
629
2
45.79
45.79
40.68
40.68
42.69
44.67
45.79
38
39.301
40.23
37.496
35.467
36.418
43.379
38.049
42.073
14.57
37
ACM
2019-10-14
7.96
232
84
5,200
805
2
23.5
26.75
27.99
26.87
28.91
27.19
29.24
44
16.175
23.024
24.591
22.918
23.236
22.77
21.848
25.747
14.57
38
ACN
2019-10-14
3.09
1,046
1,158
24,900
25,754
7
24.42
23.37
21.53
21.06
21.48
22.81
25.73
440
17.988
20.337
21.759
20.258
19.052
18.017
17.073
20.09
14.57
39
ACOR
2019-10-14
18.67
397
154
2,697
3,057
2
113.74
133.04
123.39
113.74
120.62
127.5
133.04
52
71.835
107.652
139.477
127.151
118.324
106.465
90.686
83.919
14.57
40
ACRE
2019-10-14
30.29
33
4
96
12
2
11.5
28.08
19.79
15.91
12.695
13.89
23.55
44
8.257
10.416
12.394
11.77
11.429
11.532
13.297
15.75
14.57
41
ACRX
2019-10-14
75
427
476
21,572
7,630
3
92.22
92.22
86.89
81.56
81.56
81.56
92.22
18
47.765
47.46
51.139
65.346
63.387
64.247
63.989
80.581
14.57
42
ACTG
2019-10-14
75
34
15
110
125
2
50.08
48.04
48.04
48.04
49.06
50.08
50.08
12
42.241
47.748
47.178
43.697
41.986
37.587
33.807
36.115
14.57
43
ACWI
2019-10-14
2.47
1,044
6,557
8,983
15,257
7
31.44
17.83
14.98
14.52
14.56
19.62
26.91
396
12.424
12.769
15.171
13.909
13.325
13.458
12.303
14.354
14.57
44
ACWV
2019-10-14
1.11
23
1
55
1
2
17.59
15.84
12.15
9.57
11.19
17.59
17.59
84
7.79
8.015
10.437
9.739
9.29
9.144
8.241
9.485
14.57
45
ACWX
2019-10-14
2.18
2
0
0
0
2
22.42
16.66
12.94
17.71
22.42
15.87
22.42
30
12.027
11.474
13.983
12.856
12.718
12.976
12.104
13.942
14.57
46
ADBE
2019-10-14
2.3
2,744
3,185
43,252
76,256
6
32.87
30.96
30.09
29.69
30.18
30.62
31.66
600
24.169
22.742
24.641
23.168
25.001
26.337
24
32.705
14.57
47
ADC
2019-10-14
7.46
3
0
39
0
2
20.92
16.55
18.82
18.64
19.04
25.12
34.7
20
10.319
14.866
19.722
18.858
18.884
19.308
18.837
20.371
14.57
48
ADI
2019-10-14
2.7
889
624
30,820
36,403
6
29.92
30.88
31.57
31.16
31.52
31.58
34.47
338
27.385
27.862
30.468
28.617
29.693
31.45
28.233
30.212
14.57
49
ADM
2019-10-14
2.64
1,504
1,303
50,521
35,621
6
31.74
28.02
24.46
24.35
24.52
25.9
28.77
312
23.285
21.524
24.182
22.428
21.259
23.297
21.387
20.474
14.57
50
ADNT
2019-10-14
7.95
713
4,324
33,257
40,162
4
74.08
73.47
74.43
73.36
74.19
73.71
74.3
212
63.679
76.111
98.995
89.814
83.865
80.245
79.915
75.628
14.57
51
ADP
2019-10-14
3.28
1,061
1,399
11,738
9,734
7
25.14
24.9
23.7
23.86
24.24
25.03
25.79
384
17.031
20.266
21.991
20.853
20.06
20.288
18.665
21.295
14.57
52
ADS
2019-10-14
2.67
734
719
5,339
4,770
5
39.4
39.58
39.09
38.07
38.77
39.29
39.82
292
22.888
38.632
34.609
33.652
32.205
32.506
33.504
32.58
14.57
53
ADSK
2019-10-14
3.06
836
1,879
19,181
21,525
5
39.55
38.52
38.59
38.49
37.95
38.47
39.35
326
26.96
31.833
33.728
31.797
31.224
31.729
29.295
37.793
14.57
54
ADSW
2019-10-14
14.48
0
2
0
33
2
44.35
24.4
24.08
24.08
42.9
28.12
59.05
32
0.74
1.247
2.162
2.646
2.49
3.354
23.259
23.991
14.57
55
ADTN
2019-10-14
9.25
859
1,375
1,790
6,675
2
38.95
41.3
40.125
40.63
39.91
40.87
41.85
72
71.38
58.288
50.394
61.962
57.417
51.019
47.429
47.504
14.57
56
ADUS
2019-10-14
7.55
47
5
235
19
2
38.24
36.7
36.15
35.62
35.62
36.91
37.92
64
21.84
34.194
33.528
30.419
30.716
30.34
31.352
35.35
14.57
57
ADVM
2019-10-14
30.29
3,882
383
12,466
4,731
4
91.08
91.08
91.08
76.84
76.84
91.08
91.08
72
70.26
144.291
125.299
123.874
114.64
109.8
101.665
92.392
14.57
58
AEE
2019-10-14
7.32
133
66
1,597
466
2
36.84
22.36
18.67
18.67
19.41
24.31
39.92
60
12.354
15.219
14.555
13.398
13.613
14.549
14.039
15.94
14.57
59
AEG
2019-10-14
75
127
54
6,857
2,153
2
38.55
38.55
31.765
24.98
31.765
38.55
24.98
12
23.201
27.131
32.371
30.087
28.64
28.646
27.783
27.501
14.57
60
AEGN
2019-10-14
29.05
77
76
222
161
2
33.06
43.85
36.8
33.06
37.36
41.54
33.55
46
23.788
28.524
28.335
27.476
30.036
38.395
39.691
39.83
14.57
61
AEIS
2019-10-14
11.23
59
22
172
177
2
39.04
44
40.77
39.42
41.58
42.04
38.77
42
29.183
32.6
37.003
37.464
37.095
41.796
38.022
41.006
14.57
62
AEL
2019-10-14
15.69
45
25
101
35
2
41.13
36.4
36.245
36.85
36.09
36.09
43.08
32
33.261
34.721
36.757
34.325
36.201
37.497
34.489
33.182
14.57
63
AEM
2019-10-14
4.49
1,927
2,395
45,320
32,264
5
32.74
33.53
33.52
32.74
33.6
34.5
35.02
188
33.809
33.428
32.187
30.264
29.412
28.732
26.839
31.387
14.57
64
AEO
2019-10-14
6.94
2,462
487
17,898
9,174
6
53.25
48.06
51.3
47.86
47.25
47.27
47.44
242
32.44
59.061
57.514
53.549
51.316
49.026
43.761
43.064
14.57
65
AEP
2019-10-14
4.3
519
615
28,824
23,966
5
29.64
18.69
17.83
18.32
18.33
20
21.82
184
10.316
12.187
13.695
13.11
13.304
14.336
13.484
15.119
14.57
66
AER
2019-10-14
6.31
252
3,923
5,919
17,965
3
30.48
28.05
25.94
25.54
25.83
29.1
29.57
96
19.569
21.635
26.975
25.663
24.466
26.517
26.103
28.226
14.57
67
AERI
2019-10-14
13.43
315
234
8,415
2,624
3
90.91
93.45
91.6
92.98
91.615
93.48
89.75
80
82.823
80.287
70.444
66.029
63.617
61.201
58.208
54.116
14.57
68
AES
2019-10-14
6.96
69
59
1,359
1,355
2
28.97
19.12
23.55
18.68
22.95
23.21
22.84
68
19.651
21.264
23.916
22.675
22.984
22.099
20.115
22.8
14.57
69
AFG
2019-10-14
2.71
167
111
473
274
2
31.41
24.31
19.42
17.65
21.03
27.46
50.11
102
18.645
16.783
19.083
17.761
17.099
16.638
15.255
17.41
14.57
70
AFI
2019-10-14
40.83
9
39
57
53
2
53.84
53.84
53.19
52.54
53.19
53.84
52.54
24
31.686
40.262
48.921
46.5
46.685
50.276
46.521
49.258
14.57
71
AFL
2019-10-14
2.85
969
939
21,323
21,781
6
22.8
22.95
20.56
19.69
19.57
22.66
24.42
308
15.864
20.592
20.813
19.469
18.359
17.466
15.372
17.722
14.57
72
AFMD
2019-10-14
75
138
36
2,694
329
2
85.06
85.06
84.945
84.83
84.83
84.83
85.06
12
59.397
53.536
55.656
53.43
65.556
60.21
56.809
235.129
14.57
73
AFTY
2019-10-14
6.86
20
511
40
676
2
41.45
32.8
22.12
22.12
23.01
24.4
31.9
84
13.385
13.827
20.478
19.62
20.625
23.008
25.159
26.758
14.57
74
AG
2019-10-14
11.24
2,671
1,175
117,433
33,549
6
62.47
62.28
60.08
59.01
60.08
65.34
61.29
220
47.258
52.294
51.825
55.673
54.179
51.851
48.241
51.969
14.57
75
AGCO
2019-10-14
7.32
118
153
167
415
2
32.8
31.68
29.75
30.72
33.32
30.48
32.48
62
23.395
27.464
36.046
33.349
31.348
31.958
28.004
29.138
14.57
76
AGEN
2019-10-14
45.67
306
11
4,910
141
2
78.38
72.53
70.705
68.88
72.265
75.65
68.88
24
34.966
35.433
58.906
55.278
53.768
52.116
53.578
68.683
14.57
77
AGFS
2019-10-14
75
8
7
984
12
2
86.47
77.27
77.27
77.27
81.87
86.47
86.47
12
99.654
87.896
79.328
79.42
83.206
81.967
74.969
68.209
14.57
78
AGG
2019-10-14
0.92
549
128
1,569
1,154
2
11.9
11.9
11.81
5.54
6.62
11.9
11.9
74
3.557
4.068
4.104
3.931
3.795
3.5
3.266
2.968
14.57
79
AGI
2019-10-14
45.67
212
165
13,729
1,536
4
52.37
52.37
51.6
50.83
50.83
50.83
52.37
42
40.749
42.684
47.642
45.284
44.712
45.113
42.93
48.153
14.57
80
AGIO
2019-10-14
11.32
207
53
1,450
3,838
2
56.1
56.85
56.66
56.1
56.38
58.84
57.23
46
45.7
46.714
50.636
49.192
48.026
48.721
48
53.015
14.57
81
AGLE
2019-10-14
45.67
5
21
68
24
2
62.94
62.94
54.83
54.83
62.94
62.94
62.94
22
37.058
41.778
58.515
55.468
51.721
50.141
51.743
56.09
14.57
82
AGM
2019-10-14
7.52
7
38
27
53
2
37.06
35.51
35.83
33.61
32.13
34.39
35.86
52
18.965
27.551
31.619
30.551
28.76
30.389
33.418
34.972
14.57
83
AGN
2019-10-14
2.99
1,886
13,089
61,738
120,524
8
25.34
22.32
19.42
18.9
17.96
23.08
24.25
478
8.848
9.898
9.982
10.847
45.996
43.019
39.275
35.109
14.57
84
AGNC
2019-10-14
7.02
3,569
2,457
58,358
62,776
6
50.42
39.12
32.39
16.42
11.01
23.97
29.89
226
12.496
17.263
17.642
16.113
15.077
15.091
12.919
12.583
14.57
85
AGO
2019-10-14
3.91
1,086
3,000
5,937
16,178
3
28.74
22.45
22.69
21.63
22.11
26.1
32.84
154
14.365
17.966
22.642
21.858
20.591
20.769
19.029
20.69
14.57
86
AGQ
2019-10-14
3.58
1,031
644
12,511
5,321
4
53.21
52.47
52.43
52.11
51.12
51.51
51.37
294
57.994
63.859
56.637
53.548
50.484
45.837
41.01
38.213
14.57
87
AGR
2019-10-14
10.76
50
2
97
3
2
25.81
22.58
21.035
19.49
21.885
24.28
33.64
40
9.426
13.07
15.511
14.815
14.403
15.039
15.091
16.63
14.57
88
AGRO
2019-10-14
52.08
72
30
149
32
2
45
70.54
57.77
45
57.7
70.4
64.82
20
38.013
35.382
47.783
43.798
41.137
38.594
35.721
33.407
14.57
89
AGTC
2019-10-14
75
45
13
468
14
2
112.32
112.32
112.32
112.32
112.32
112.32
112.32
12
62.886
81.102
73.547
67.137
63.135
58.484
55.821
76.467
14.57
90
AGX
2019-10-14
8.32
212
211
712
566
2
35.66
34.82
34.2
33.33
31.23
36.29
39.13
30
21.748
26.586
25.68
25.683
27.429
26.622
29.371
33.707
14.57
91
AGYS
2019-10-14
16.73
20
2
526
2
2
31.35
30.79
31.06
30.79
31.59
33
47.13
32
27.453
32.813
32.16
30.196
29.464
28.962
29.053
32.179
14.57
92
AHH
2019-10-14
29.05
11
30
22
36
2
26.19
25.76
4
4
23.18
22.77
22.98
46
6.833
10.583
12.913
12.761
13.599
16.059
15.621
17.802
14.57
93
AHT
2019-10-14
61.11
58
116
1,552
2,229
2
61.22
42.59
42.59
42.59
51.905
61.22
61.22
14
46.901
60.636
56.702
57.143
61.839
55.587
51.257
47.139
14.57
94
AI
2019-10-14
45.67
196
379
761
942
2
44.48
23.33
23.33
23.33
33.905
44.48
44.48
20
21.521
26.14
27.341
25.907
26.18
25.326
23.976
23.269
14.57
95
AIA
2019-10-14
1.73
0
0
0
0
2
30.65
30.65
16.41
19.13
22.89
30.65
30.65
32
12.092
13.987
18.005
16.88
17.196
17.526
16.374
19.554
14.57
96
AIG
2019-10-14
3.69
2,984
4,020
129,288
101,465
8
27.82
26.84
26.55
26.35
26.79
28.06
27.92
308
20.583
21.327
25.444
23.665
22.234
23.685
25.111
26.326
14.57
97
AIMC
2019-10-14
3.61
1,123
223
1,267
2,354
3
46.52
43.52
42.45
42.17
42.17
42.74
44.39
202
40.888
42.982
59.829
54.175
50.756
49.504
43.944
41.974
14.57
98
AIMT
2019-10-14
29.05
468
154
10,036
2,889
2
56.56
57.63
57.095
56.59
57.25
57.94
56.95
48
60.127
72.987
64.333
61.94
57.686
51.884
48.27
53.824
14.57
99
AIN
2019-10-14
6.53
104
26
139
33
2
38.05
30.36
29.09
29.01
29.01
30.71
35.76
26
27.643
28.737
31.758
29.464
29.132
30.473
28.066
31.916
14.57

Downloading the Options IV SP500 Dataset

This document will guide you through the steps to download the Options IV SP500 dataset from Hugging Face Datasets. This dataset includes data on the options of the S&P 500, including implied volatility.

To start, you'll need to install Hugging Face's datasets library if you haven't done so already. You can do this using the following pip command:

!pip install datasets

Here's the Python code to load the Options IV SP500 dataset from Hugging Face Datasets and convert it into a pandas DataFrame:

from datasets import load_dataset
import pandas as pd

id = "gauss314/options-IV-SP500"
data_iv = load_dataset(id)
df_iv = pd.DataFrame(data_iv['train'][:])

The dataset provided includes a variety of features and targets. In machine learning and predictive modeling, features are the input variables used to predict target variables, or the outcomes we're interested in predicting.

The features in this dataset encompass all of the data columns except for DITM_IV, ITM_IV, sITM_IV, ATM_IV, sOTM_IV, OTM_IV, and DOTM_IV. These features include data on traded contracts, open interest, the spread of strike prices, and the number of different expiration dates, among others. These features can be used to understand the characteristics of the security's options and their trading activity.

The target variables in this dataset are DITM_IV, ITM_IV, sITM_IV, ATM_IV, sOTM_IV, OTM_IV, and DOTM_IV. These represent implied volatilities for different categories of options, which are what we would be interested in predicting in a regression or classification model. Implied volatility is a key concept in options trading as it reflects the market's expectation of future volatility of the underlying security's price.

This dataset can also be used in dimensionality reduction machine learning models. These models aim to reduce the number of input variables in a dataset, while preserving as much of the relevant information as possible.

This dataset has been shared specifically for the course "Applied Artificial Intelligence" at UCEMA. Students in this course can use this dataset to practice building and evaluating different types of predictive models, as well as working with real-world financial data.

Features

  • symbol: This represents the ticker symbol of the security, it is an unique series of letters representing a particular security listed on an exchange.

  • date: The date of the recorded data.

  • strikes_spread: The difference in strike prices for call and put options. Strike price is the set price at which an option contract can be bought or sold when it is exercised.

  • calls_contracts_traded: The total number of call option contracts that have been traded.

  • puts_contracts_traded: The total number of put option contracts that have been traded.

  • calls_open_interest: The number of outstanding call contracts that haven't been exercised or allowed to expire.

  • puts_open_interest: The number of outstanding put contracts that haven't been exercised or allowed to expire.

  • expirations_number: The number of different expiration dates for the options.

  • contracts_number: The total number of options contracts.

  • hv_20, hv_40, hv_60, hv_75, hv_90, hv_120, hv_180, hv_200: These represent historical volatility values over different periods of trading days (20, 40, 60, 75, 90, 120, 180, 200). Historical volatility measures the price changes of a security and is used to predict future price volatility.

  • VIX: The value of the VIX index for that day.

The VIX, also known as the Chicago Board Options Exchange's (CBOE) Volatility Index, is a real-time market index that represents the market's expectations for volatility over the coming 30 days. It is calculated from both calls and puts options prices and is commonly referred to as the "fear gauge" or "fear index" in the market, as it is used to gauge the market's anxiety or risk tolerance level.

Possible targets:

  • DITM_IV, ITM_IV, sITM_IV, ATM_IV, sOTM_IV, OTM_IV, DOTM_IV: These are implied volatilities (IV) for different categories of options: Deep-In-The-Money (DITM), In-The-Money (ITM), Slightly-In-The-Money (sITM), At-The-Money (ATM), Slightly-Out-Of-The-Money (sOTM), Out-Of-The-Money (OTM), Deep-Out-Of-The-Money (DOTM). Implied volatility is a metric that captures the market's view of the likelihood of changes in a given security's price.
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