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