{
  "options": [
    {
      "root": "AAPL",
      "expiry": "2018-04-20",
      "strike": 250.0,
      "option_type": "C",
      "timestamp": "09:30:00.001",
      "option": "AAPL180420C00250000",
      "option_mid": 0.21,
      "option_trade_count": 0,
      "option_bid": 0.21,
      "option_bid_size": 553,
      "option_ask": 0.32,
      "option_ask_size": 1148,
      "option_open": 0.32,
      "option_high": 0.32,
      "option_low": 0.32,
      "option_close": 0.32,
      "option_last_trade_price": 0.32,
      "cboe_theo": 0.32,
      "option_prev_day_close": 0.32,
      "iv": 0.27,
      "mid_iv": 0.27,
      "open_interest": 632,
      "option_volume": 0,
      "delta": 0.0226,
      "gamma": 0.0017,
      "vega": 0.0599,
      "theta": -0.0054,
      "rho": 1.5409
    },
    {
      "root": "AAPL",
      "expiry": "2018-04-20",
      "strike": 250.0,
      "option_type": "P",
      "timestamp": "15:39:58.123",
      "option": "AAPL180420P00250000",
      "option_mid": 77.0,
      "option_trade_count": 77,
      "option_bid": 77.0,
      "option_bid_size": 1,
      "option_ask": 80.7,
      "option_ask_size": 101,
      "option_open": 80.7,
      "option_high": 80.7,
      "option_low": 80.7,
      "option_close": 80.7,
      "option_last_trade_price": 80.7,
      "cboe_theo": 80.7,
      "option_prev_day_close": 80.7,
      "iv": 0.05,
      "mid_iv": 0.05,
      "open_interest": 0,
      "option_volume": 0,
      "delta": -1.0,
      "gamma": 2.6439,
      "vega": 1.6733,
      "theta": -0.0111,
      "rho": -105.5401
    }
  ],
  "timestamp": "09:30:00.001",
  "symbol": "A",
  "implied_underlying_bid": 43.52,
  "implied_underlying_ask": 44.92,
  "implied_underlying_bid_size": 2,
  "implied_underlying_ask_size": 2,
  "implied_underlying_mid": 44.92,
  "implied_underlying_indicator": "red",
  "underlying_mid": 44.92,
  "underlying_last_trade_price": 45.0399,
  "underlying_last_trade_size": 100,
  "underlying_bid": 43.52,
  "underlying_ask": 44.92,
  "underlying_bid_size": 2,
  "underlying_ask_size": 2,
  "underlying_open": 45.22,
  "underlying_high": 45.52,
  "underlying_low": 44.905,
  "underlying_close": 45.0,
  "underlying_prev_day_close": 44.92,
  "underlying_volume": 1272833,
  "iv30": 22.0862,
  "iv30_change": 0.0862,
  "iv30_change_percent": 0.1781,
  "seq_no": 30346861
}

<symbol xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <implied_underlying_ask>44.92</implied_underlying_ask>
  <implied_underlying_ask_size>2</implied_underlying_ask_size>
  <implied_underlying_bid>43.52</implied_underlying_bid>
  <implied_underlying_bid_size>2</implied_underlying_bid_size>
  <implied_underlying_indicator>red</implied_underlying_indicator>
  <implied_underlying_mid>44.92</implied_underlying_mid>
  <iv30>22.0862</iv30>
  <iv30_change>0.0862</iv30_change>
  <iv30_change_percent>0.1781</iv30_change_percent>
  <seq_no>30346861</seq_no>
  <symbol>A</symbol>
  <timestamp>09:30:00.001</timestamp>
  <underlying_ask>44.92</underlying_ask>
  <underlying_ask_size>2</underlying_ask_size>
  <underlying_bid>43.52</underlying_bid>
  <underlying_bid_size>2</underlying_bid_size>
  <underlying_close>45</underlying_close>
  <underlying_high>45.52</underlying_high>
  <underlying_last_trade_price>45.0399</underlying_last_trade_price>
  <underlying_last_trade_size>100</underlying_last_trade_size>
  <underlying_low>44.905</underlying_low>
  <underlying_mid>44.92</underlying_mid>
  <underlying_open>45.22</underlying_open>
  <underlying_prev_day_close>44.92</underlying_prev_day_close>
  <underlying_volume>1272833</underlying_volume>
  <options>
    <option>
      <cboe_theo>0.32</cboe_theo>
      <delta>0.0226</delta>
      <expiry>2018-04-20</expiry>
      <gamma>0.0017</gamma>
      <iv>0.27</iv>
      <mid_iv>0.27</mid_iv>
      <open_interest>632</open_interest>
      <option>AAPL180420C00250000</option>
      <option_ask>0.32</option_ask>
      <option_ask_size>1148</option_ask_size>
      <option_bid>0.21</option_bid>
      <option_bid_size>553</option_bid_size>
      <option_close>0.32</option_close>
      <option_high>0.32</option_high>
      <option_last_trade_price>0.32</option_last_trade_price>
      <option_low>0.32</option_low>
      <option_mid>0.21</option_mid>
      <option_open>0.32</option_open>
      <option_prev_day_close>0.32</option_prev_day_close>
      <option_trade_count>0</option_trade_count>
      <option_type>C</option_type>
      <option_volume>0</option_volume>
      <rho>1.5409</rho>
      <root>AAPL</root>
      <strike>250</strike>
      <theta>-0.0054</theta>
      <timestamp>09:30:00.001</timestamp>
      <vega>0.0599</vega>
    </option>
    <option>
      <cboe_theo>80.7</cboe_theo>
      <delta>-1</delta>
      <expiry>2018-04-20</expiry>
      <gamma>2.6439</gamma>
      <iv>0.05</iv>
      <mid_iv>0.05</mid_iv>
      <open_interest>0</open_interest>
      <option>AAPL180420P00250000</option>
      <option_ask>80.7</option_ask>
      <option_ask_size>101</option_ask_size>
      <option_bid>77</option_bid>
      <option_bid_size>1</option_bid_size>
      <option_close>80.7</option_close>
      <option_high>80.7</option_high>
      <option_last_trade_price>80.7</option_last_trade_price>
      <option_low>80.7</option_low>
      <option_mid>77</option_mid>
      <option_open>80.7</option_open>
      <option_prev_day_close>80.7</option_prev_day_close>
      <option_trade_count>77</option_trade_count>
      <option_type>P</option_type>
      <option_volume>0</option_volume>
      <rho>-105.5401</rho>
      <root>AAPL</root>
      <strike>250</strike>
      <theta>-0.0111</theta>
      <timestamp>15:39:58.123</timestamp>
      <vega>1.6733</vega>
    </option>
  </options>
</symbol>