| 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. |
| underlying_price | Float | The most recent trade price of the underlying asset. |