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OptionPriceEod.md

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OptionPriceEod

Properties

Name Type Description
date String The date of the price, in the format YYYY-MM-DD  
close BigDecimal The closing price of the options contract.  
closeBid BigDecimal The closing bid price of the options contract.  
closeAsk BigDecimal The closing ask price of the options contract.  
volume Integer The cumulative volume of this options contract that traded that day.  
open BigDecimal The price at the beginning of the period  
openAsk BigDecimal The ask at the beginning of the period  
openBid BigDecimal The bid at the beginning of the period  
openInterest Integer The total number of this options contract that are still open.  
high BigDecimal The highest price over the span of the period  
low BigDecimal The highest price over the span of the period  
mark BigDecimal The mid price between the latest bid and ask spread  
askHigh BigDecimal The highest ask over the span of the period  
askLow BigDecimal The lowest ask over the span of the period  
bidHigh BigDecimal The highest bid over the span of the period  
bidLow BigDecimal The lowest bid over the span of the period  
impliedVolatility BigDecimal The implied volatility of the contract calculated using the Black-Scholes Model.  
delta BigDecimal Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gamma BigDecimal Gamma represents the rate of change between an option's delta and the underlying asset's price.  
theta BigDecimal Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vega BigDecimal Vega represents the rate of change between an option's value and the underlying asset's implied volatility.  
closeTime OffsetDateTime The time of the last trade before close.  
closeSize Integer The size of the last trade before close.  
closeBidTime OffsetDateTime The time of the last bid before close.  
closeBidSize Integer The size of the last bid before close.  
closeAskTime OffsetDateTime The time of the last ask before close.  
closeAskSize Integer The size of the last ask before close.  
exerciseStyle String The exercise style.