symbol | option symbol |
kind | call or put |
strike | strike price |
exp_date | expiration date |
expiration | expiration index |
multiplier | contract multiplier |
und | underlying |
root | root underlying (in case of futures) |
theo | theoretical price |
volatility | |
delta | |
gamma | |
theta | |
rho | |
vega | |
day_open_price | |
day_high_price | |
day_low_price | |
day_close_price | |
day_close_price_type | |
prev_day_close_price | |
prev_day_close_price_type | |
prev_day_volume | |
oi | open interest |
price | |
change | |
size | size of last trade |
day_volume | |
day_turnover | |
tick_direction | |
extended_trading_hours | |
bid_time | |
bid_exchange_code | |
bid_price | |
bid_size | |
ask_time | |
ask_exchange_code | |
ask_price | |
ask_size | |
description | |
short_sale_restriction | |
trading_status | |
status_reason | |
halt_start_time | |
halt_end_time | |
high_limit_price | |
low_limit_price | |
high_52_week_price | |
low_52_week_price | |
value | sum of premium traded |
volm | volume |
deltas | sum of deltas traded |
gammas | sum of gammas traded |
vegas | sum of vegas traded |
thetas | sum of thetas traded |
rhos | sum of rhos traded |
value_buy | sum of buy value |
volm_buy | sum of buy volume |
deltas_buy | sum of deltas bought |
gammas_buy | sum of gammas bought |
vegas_buy | sum of vegas bought |
thetas_buy | sum of deltas bought |
rhos_buy | sum of rhos bought |
value_sell | sum of sell value |
volm_sell | sum of sell volume |
deltas_sell | sum of deltas sold |
gammas_sell | sum of gammas sold |
vegas_sell | sum of vegas sold |
thetas_sell | sum of thetas sold |
rhos_sell | sum of rhos sold |
value_und | sum of undefined (not buy nor sell) value |
volm_und | sum of undefined volume |
deltas_und | sum of deltas undefined |
gammas_und | sum of gammas undefined |
vegas_und | sum of vegas undefined |
thetas_und | sum of thetas undefined |
rhos_und | sum of rhos undefined |
prev_oi | previous day open interest |
value_bs | premium bought minus sold |
volm_bs | volume bought minus sold |
gxoi | gamma multiplied by open interest |
vxoi | vega multiplied by open interest |
txoi | theta multiplied by open interest |
dxoi | delta multiplied by open interest |
oi_ch | change in open interest |
oi_ch_pct | percent change in open interest |
charm | |
vanna | |
vomma | |
charmxoi | charm multiplied by open interest |
vannaxoi | vanna multiplied by open interest |
vommaxoi | vomma multiplied by open interest |
value_5m | premium traded in last 5 minutes |
value_10m | premium traded in last 10 minutes |
value_15m | premium traded in last 15 minutes |
value_30m | premium traded in last 30 minutes |
value_60m | premium traded in last 60 minutes |
volm_5m | volume traded in last 5 minutes |
volm_10m | volume traded in last 10 minutes |
volm_15m | volume traded in last 15 minutes |
volm_30m | volume traded in last 30 minutes |
volm_60m | volume traded in last 60 minutes |
volmbs_5m | volume of buys minus sells in the last 5 minutes |
volmbs_10m | volume of buys minus sells in the last 10 minutes |
volmbs_15m | volume of buys minus sells in the last 15 minutes |
volmbs_30m | volume of buys minus sells in the last 30 minutes |
volmbs_60m | volume of buys minus sells in the last 60 minutes |
valuebs_5m | premium of buys minus sells in the last 5 minutes |
valuebs_10m | premium of buys minus sells in the last 10 minutes |
valuebs_15m | premium of buys minus sells in the last 15 minutes |
valuebs_30m | premium of buys minus sells in the last 30 minutes |
valuebs_60m | premium of buys minus sells in the last 60 minutes |