OptionPriceEod.md

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.