| Date |
string |
The date of the price, in the format YYYY-MM-DD |
| Close |
decimal? |
The closing price of the options contract. |
| CloseBid |
decimal? |
The closing bid price of the options contract. |
| CloseAsk |
decimal? |
The closing ask price of the options contract. |
| Volume |
int? |
The cumulative volume of this options contract that traded that day. |
| Open |
decimal? |
The price at the beginning of the period |
| OpenAsk |
decimal? |
The ask at the beginning of the period |
| OpenBid |
decimal? |
The bid at the beginning of the period |
| OpenInterest |
int? |
The total number of this options contract that are still open. |
| High |
decimal? |
The highest price over the span of the period |
| Low |
decimal? |
The highest price over the span of the period |
| Mark |
decimal? |
The mid price between the latest bid and ask spread |
| AskHigh |
decimal? |
The highest ask over the span of the period |
| AskLow |
decimal? |
The lowest ask over the span of the period |
| BidHigh |
decimal? |
The highest bid over the span of the period |
| BidLow |
decimal? |
The lowest bid over the span of the period |
| ImpliedVolatility |
decimal? |
The implied volatility of the contract calculated using the Black-Scholes Model. |
| Delta |
decimal? |
Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
| Gamma |
decimal? |
Gamma represents the rate of change between an option's delta and the underlying asset's price. |
| Theta |
decimal? |
Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
| Vega |
decimal? |
Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
| CloseTime |
DateTime? |
The time of the last trade before close. |
| CloseSize |
int? |
The size of the last trade before close. |
| CloseBidTime |
DateTime? |
The time of the last bid before close. |
| CloseBidSize |
int? |
The size of the last bid before close. |
| CloseAskTime |
DateTime? |
The time of the last ask before close. |
| CloseAskSize |
int? |
The size of the last ask before close. |
| ExerciseStyle |
string |
The exercise style. |