| Name | Description | Type | Additional information |
|---|---|---|---|
| symbol |
Symbol |
string |
None |
| calls_on_bid |
Number of calls traded on bid |
integer |
None |
| calls_on_ask |
Number of calls traded on ask |
integer |
None |
| otm_calls_on_bid |
Number of out-of-the-money calls traded on the bid |
integer |
None |
| otm_calls_on_ask |
Number of out-of-the-money calls traded on the ask |
integer |
None |
| calls_between_bid_ask |
Number of calls traded in between the NBBO |
integer |
None |
| puts_on_bid |
Number of puts traded on the bid |
integer |
None |
| puts_on_ask |
Number of puts traded on the ask |
integer |
None |
| otm_puts_on_bid |
Number of out-of-the-money puts traded on the bid |
integer |
None |
| otm_puts_on_ask |
Number of out-of-the-money puts traded on the ask |
integer |
None |
| puts_between_bid_ask |
Number of puts traded in between the NBBO |
integer |
None |
| call_premium |
Total (net) call premium traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| put_premium |
Total (net) put premium traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| call_delta |
Total (net) call delta traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| put_delta |
Total (net) put delta traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| call_gamma |
Total (net) call gamma traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| put_gamma |
Total (net) put gamma traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| call_vega |
Total (net) call vega traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| put_vega |
Total (net) put vega traded. The number is credited for trades on the ask, and debited for trades on the bid. |
decimal number |
None |
| call_trade_count |
Number of calls traded |
integer |
None |
| put_trade_count |
Number of puts traded |
integer |
None |
| call_oi |
Call open interest |
integer |
None |
| put_oi |
Put open interest |
integer |
None |
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