| 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. |