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OptionPriceEod.md

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Intrinio::OptionPriceEod

Properties

Name Type Description
date String The date of the price, in the format YYYY-MM-DD  
close Float The closing price of the options contract.  
close_bid Float The closing bid price of the options contract.  
close_ask Float The closing ask price of the options contract.  
volume Integer The cumulative volume of this options contract that traded that day.  
open Float The price at the beginning of the period  
open_ask Float The ask at the beginning of the period  
open_bid Float The bid at the beginning of the period  
open_interest Integer The total number of this options contract that are still open.  
high Float The highest price over the span of the period  
low Float The highest price over the span of the period  
mark Float The mid price between the latest bid and ask spread  
ask_high Float The highest ask over the span of the period  
ask_low Float The lowest ask over the span of the period  
bid_high Float The highest bid over the span of the period  
bid_low Float The lowest bid over the span of the period  
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.  
close_time DateTime The time of the last trade before close.  
close_size Integer The size of the last trade before close.  
close_bid_time DateTime The time of the last bid before close.  
close_bid_size Integer The size of the last bid before close.  
close_ask_time DateTime The time of the last ask before close.  
close_ask_size Integer The size of the last ask before close.  
exercise_style String The exercise style.