Name | Description | Type | Additional information |
---|---|---|---|
strike |
Option strike |
decimal number |
None |
option_type |
Option type |
string |
None |
mid_iv |
Calculated option mid volatility |
decimal number |
None |
theo_iv |
Calculated option theo volatility |
decimal number |
None |
bid |
Option bid price |
decimal number |
None |
ask |
Option ask price |
decimal number |
None |
theo |
Option theo price |
decimal number |
None |
delta |
Option delta |
decimal number |
None |
time_stamp |
Date time of this snapshot in yyyy-MM-dd HH:mm:ss.fff format (Eastern Standard Time) |
string |
None |
stock |
Stock price used for IV calculations |
decimal number |
None |