OptionTrade

Name	Description	Type	Additional information	SIP Provider
root	Option root	string	None	None
expiry	Option expiration date	string	None	None
strike	Option strike	decimal number	None	None
option_type	Option type	string	'C' for Call, 'P' for Put	None
condition_id	Trade Condition ID	byte	None	None
exchange_id	Trade Exchange ID	byte	None	None
exchange_seq_no	Exchange sequence number	integer	None	None
cancel_flag	Cancel flag	integer	0=normal, 1=canceled trade, 2=cancel trade message	None
option_ask	NBBO ask	decimal number	SIP subscription is required; otherwise, returns `null`	OPRA
option_ask_size	NBBO ask size	integer	SIP subscription is required; otherwise, returns `null`	OPRA
option_bid	NBBO bid	decimal number	SIP subscription is required; otherwise, returns `null`	OPRA
option_bid_size	NBBO bid size	integer	SIP subscription is required; otherwise, returns `null`	OPRA
option_trade_price	Option trade price	decimal number	SIP subscription is required; otherwise, returns `null`	OPRA
cboe_theo	Theoretical price at the computed theoretical implied volatility	decimal number	None	None
option	Option OSI Symbol	string	None	None
seq_no	Sequence number	integer	None	None
option_trade_size	Option trade size	integer	None	None
timestamp	Timestamp	string	None	None
option_trade_at	Trade price in relation to options market	string	Possible values are [Below Bid, On Bid, Mid Market, On Ask, Above Ask, Crossed Market, No Market]	None
delta	Trade Delta	decimal number	None	None
gamma	Trade Gamma	decimal number	None	None
vega	Trade Vega	decimal number	None	None
theta	Trade Theta	decimal number	None	None
rho	Trade Rho	decimal number	None	None
iv	Theoretical implied volatility of the option, computed utilizing the volatility surface of the option chain	decimal number	None	None
trade_iv	Implied volatility at the option trade price	decimal number	None	None
underlying_bid	Underlying bid	decimal number	SIP subscription is required; otherwise, returns `null`	CTA & UTP CSMI
underlying_ask	Underlying ask	decimal number	SIP subscription is required; otherwise, returns `null`	CTA & UTP CSMI
implied_underlying_bid	Option Implied Underlying Bid	decimal number	None	None
implied_underlying_ask	Option Implied Underlying Ask	decimal number	None	None
implied_underlying_bid_size	Option Implied Underlying Bid Size	integer	None	None
implied_underlying_ask_size	Option Implied Underlying Ask Size	integer	None	None
implied_underlying_mid	Option Implied Underlying Mid-point	decimal number	None	None
implied_underlying_indicator	Implied Underlying Indicator: green/yellow/red	string	Indicates the width of the implied bid ask spread relative to implied price. If the implied bid-ask spread < 0.01, returns 'green'; If between 0.01 and 0.02, returns ‘yellow’; If > 0.02, returns ‘red’.	None