| Name | Type | Description |
|---|---|---|
| implied_volatility | float | The implied volatility of the contract calculated using the Black-Scholes Model. |
| delta | float | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price. |
| gamma | float | Gamma represents the rate of change between an option's delta and the underlying asset's price. |
| theta | float | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay. |
| vega | float | Vega represents the rate of change between an option's value and the underlying asset's implied volatility. |
| synthetic_price | float | The derived synthetic price of the contract. |