Option Fields| Fields | Type | Description |
|---|
| date | yyyy-mm-dd | Trading date |
| sold | int | Total volume trading on bid side |
| bot | int | Total volume trading on ask side |
| volume | int | Total volume for day |
| trades | int | Total trades for day |
| open_int | int | Current open interest |
| oichg | int | Change in open interest from previous day |
| bid_pct | % | Percent traded on bid side |
| mid_pct | % | Percent traded at mid |
| ask_pct | % | Percent traded on ask side |
| usymbol | string | Underlying symbol |
| expiry | yyyy-mm-dd | Expiration date |
| strike | real | Strike price |
| put_call | P=Put, C=Call | Option type |
| shares | int | Shares per contract |
| nonstd | int | Non-standard contract indicator |
| flex | int | Flex contract indicator |
| root | string | Option root |
| ex_style | A=American, E=European | Exercise style |
| am_pm | A=AM, P=PM | Exercise time |
| settle | C=Cash, P=Physical | Settlement type |
| dtx | int | Number of days until expiration |
| leap | bool | Option is a LEAP |
| weekly | bool | Expiry is a weekly |
| quarterly | bool | Expiry is a quarterly |
| put | bool | Option is a put |
| call | bool | Option is a call |
| amer | bool | American exercise style |
| euro | bool | European exercise style |
| asian | bool | Asian Flex |
| cliquet | bool | Cliquet Flex |
| am | bool | AM settlent |
| pm | bool | PM settlent |
| cash_settled | bool | Cash Settlement |
| physical | bool | Physical Settlement |
| option | string | Option type ("Put or "Call") |
| mktside | string | Market NBBO side of trade ("AskSide", "BidSide", "MidMkt" ) |
| symbol | string | Security symbol |
| delta | real | Delta at time of last trade |
| vega | real | Vega at time of last trade |
| gamma | real | Gamma at time of last trade |
| ivol | real | Implied volatility at time of last trade |
| ivolchg | real | Implied volatility change on day |
| vwap_total | real | Total volume weighted average price on day |
| delta_buy | real | Net delta impact for today's trades on buy side (contracts * delta * shares per contract) |
| delta_sell | real | Net delta impact for today's trades on sell side (contracts * delta * shares per contract) |
| vega_dollar | real | Net vega dollar for today's trades (contracts * vega * shares per contract) |
| next_day_oi | int | Next day open interest |
| on_bid_hist | int | Life-to-date total volume trading on bid side |
| on_mid_hist | int | Life-to-date total volume trading on mid |
| on_ask_hist | int | Life-to-date total volume trading on ask side |
| comments | string | Comments on trading context (Pre-Earnings, ExDiv, 52WeekHigh, etc) |
| jan | bool | Expiry is 3rd Friday in Jan |
| feb | bool | Expiry is 3rd Friday in Feb |
| mar | bool | Expiry is 3rd Friday in Mar |
| apr | bool | Expiry is 3rd Friday in Apr |
| may | bool | Expiry is 3rd Friday in May |
| jun | bool | Expiry is 3rd Friday in Jun |
| jul | bool | Expiry is 3rd Friday in Jul |
| aug | bool | Expiry is 3rd Friday in Aug |
| sep | bool | Expiry is 3rd Friday in Sep |
| oct | bool | Expiry is 3rd Friday in Oct |
| nov | bool | Expiry is 3rd Friday in Nov |
| dec | bool | Expiry is 3rd Friday in Dec |
| itm | bool | Security is in-the-money |
| otm | bool | Security is out-of-the-money |
| on_mid | int | Total volume trading on mid |
| spot | $ | Spot price |
| spot_chg | $ | Spot price change |
| avg_volume | real | Average volume of underlying |