| Name | Description | Type | Additional information |
|---|---|---|---|
| earnings_date |
Earnings date represented as YYYY-MM-DD |
string |
None |
| quote_date |
Quote date represented as YYYY-MM-DD |
string |
None |
| underlying_price |
Underlying Price |
decimal number |
None |
| root1 |
Root1 |
string |
None |
| expiry1 |
Expiry1 date represented as YYYY-MM-DD |
string |
None |
| strike1 |
Strike1 |
decimal number |
None |
| call_bid1 |
Call Bid1 |
decimal number |
None |
| call_ask1 |
Call Ask1 |
decimal number |
None |
| put_bid1 |
Put Bid1 |
decimal number |
None |
| put_ask1 |
Put Ask1 |
decimal number |
None |
| sigma1 |
Sigma1 |
decimal number |
None |
| extrinsic1 |
Extrinsic1 |
decimal number |
None |
| root2 |
Root2 |
string |
None |
| expiry2 |
Expiry2 date represented as YYYY-MM-DD |
string |
None |
| strike2 |
Strike2 |
decimal number |
None |
| call_bid2 |
Call Bid2 |
decimal number |
None |
| call_ask2 |
Call Ask2 |
decimal number |
None |
| put_bid2 |
Put Bid2 |
decimal number |
None |
| put_ask2 |
Put Ask2 |
decimal number |
None |
| sigma2 |
Sigma2 |
decimal number |
None |
| extrinsic2 |
Extrinsic2 |
decimal number |
None |
| open |
Open |
decimal number |
None |
| high |
High |
decimal number |
None |
| low |
Low |
decimal number |
None |
| close |
Close |
decimal number |
None |
| volume |
Volume |
integer |
None |