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