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OptionPriceEod.md

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OptionPriceEod

Properties

Name Type Description
date Character The date of the price, in the format YYYY-MM-DD  
close Numeric The closing price of the options contract.  
close_bid Numeric The closing bid price of the options contract.  
close_ask Numeric The closing ask price of the options contract.  
volume Integer The cumulative volume of this options contract that traded that day.  
open Numeric The price at the beginning of the period  
open_ask Numeric The ask at the beginning of the period  
open_bid Numeric The bid at the beginning of the period  
open_interest Integer The total number of this options contract that are still open.  
high Numeric The highest price over the span of the period  
low Numeric The highest price over the span of the period  
mark Numeric The mid price between the latest bid and ask spread  
ask_high Numeric The highest ask over the span of the period  
ask_low Numeric The lowest ask over the span of the period  
bid_high Numeric The highest bid over the span of the period  
bid_low Numeric The lowest bid over the span of the period  
implied_volatility Numeric The implied volatility of the contract calculated using the Black-Scholes Model.  
delta Numeric Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
gamma Numeric Gamma represents the rate of change between an option's delta and the underlying asset's price.  
theta Numeric Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
vega Numeric Vega represents the rate of change between an option's value and the underlying asset's implied volatility.  
close_time POSIXlt The time of the last trade before close.  
close_size Integer The size of the last trade before close.  
close_bid_time POSIXlt The time of the last bid before close.  
close_bid_size Integer The size of the last bid before close.  
close_ask_time POSIXlt The time of the last ask before close.  
close_ask_size Integer The size of the last ask before close.  
exercise_style Character The exercise style.  

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