Option Fields
FieldsTypeDescription
dateyyyy-mm-ddTrading date
soldintTotal volume trading on bid side
botintTotal volume trading on ask side
volumeintTotal volume for day
tradesintTotal trades for day
open_intintCurrent open interest
oichgintChange 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
usymbolstringUnderlying symbol
expiryyyyy-mm-ddExpiration date
strikerealStrike price
put_callP=Put, C=CallOption type
sharesintShares per contract
nonstdintNon-standard contract indicator
flexintFlex contract indicator
rootstringOption root
ex_styleA=American, E=EuropeanExercise style
am_pmA=AM, P=PMExercise time
settleC=Cash, P=PhysicalSettlement type
dtxintNumber of days until expiration
leapboolOption is a LEAP
weeklyboolExpiry is a weekly
quarterlyboolExpiry is a quarterly
putboolOption is a put
callboolOption is a call
amerboolAmerican exercise style
euroboolEuropean exercise style
asianboolAsian Flex
cliquetboolCliquet Flex
amboolAM settlent
pmboolPM settlent
cash_settledboolCash Settlement
physicalboolPhysical Settlement
optionstringOption type ("Put or "Call")
mktsidestringMarket NBBO side of trade ("AskSide", "BidSide", "MidMkt" )
symbolstringSecurity symbol
deltarealDelta at time of last trade
vegarealVega at time of last trade
gammarealGamma at time of last trade
ivolrealImplied volatility at time of last trade
ivolchgrealImplied volatility change on day
delta_buyrealNet delta impact for today's trades on buy side (contracts * delta * shares per contract)
delta_sellrealNet delta impact for today's trades on sell side (contracts * delta * shares per contract)
vega_dollarrealNet vega dollar for today's trades (contracts * vega * shares per contract)
next_day_oiintNext day open interest
on_bid_histintLife-to-date total volume trading on bid side
on_mid_histintLife-to-date total volume trading on mid
on_ask_histintLife-to-date total volume trading on ask side
commentsstringComments on trading context (Pre-Earnings, ExDiv, 52WeekHigh, etc)
janboolExpiry is 3rd Friday in Jan
febboolExpiry is 3rd Friday in Feb
marboolExpiry is 3rd Friday in Mar
aprboolExpiry is 3rd Friday in Apr
mayboolExpiry is 3rd Friday in May
junboolExpiry is 3rd Friday in Jun
julboolExpiry is 3rd Friday in Jul
augboolExpiry is 3rd Friday in Aug
sepboolExpiry is 3rd Friday in Sep
octboolExpiry is 3rd Friday in Oct
novboolExpiry is 3rd Friday in Nov
decboolExpiry is 3rd Friday in Dec
itmboolSecurity is in-the-money
otmboolSecurity is out-of-the-money
on_midintTotal volume trading on mid
spot$Spot price
spot_chg$Spot price change
avg_volumerealAverage volume of underlying