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samchaaa/gist:4ba43aaf52edc3ce9acf4028a05c3ac2

Created April 11, 2019 14:51
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gistfile1.txt
import pandas as pd
oc = pd.DataFrame([line.strip('\n').split(',') for line in open('../../Downloads/quotedata.dat')])
oc.head()
oc.columns = oc.loc[2, :]
oc = oc.loc[3:]
oc['Calls K'] = oc.apply(lambda x: float(x['Calls'][-6:-2])/10, axis=1)
oc['Puts K'] = oc.apply(lambda x: float(x['Puts'][-6:-2])/10, axis=1)
sorted(oc['Calls K'].unique())
sorted(oc['Puts K'].unique())
oc
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