Option Analytics Service
Parameters
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
LocalCode
|
The Local code unique at Market level - a ticker or number. | AAPL |
|
UnderlyingIsin
|
The Underlying ISIN. | |
|
Format
|
The format the data will be returned in (for example, PSV for pipe-separated values). | json |
Output Fields
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
country
|
US | |
|
localcode
|
CLF | |
|
underlying_price
|
14.96 | |
|
strike
|
15 | |
|
days_to_expiration
|
308 | |
|
delta
|
-0.37046086 | |
|
contract_name
|
CLF 240621P00015000 | |
|
expiration_date
|
06/21/2024 | |
|
underlying_isin
|
US1858991011 | |
|
theta
|
-2.17424512 | |
|
exchange_name
|
Cboe Options Exchange (Cboe Options) | |
|
option_premium
|
2.4 | |
|
contract_code
|
CLF24RLB01500 | |
|
root_symbol
|
CLF | |
|
rho
|
6.69737444 | |
|
currency
|
USD | |
|
contract_size
|
100 | |
|
put_call_indicator
|
p | |
|
security_type
|
Equity | |
|
gamma
|
0.08958542 | |
|
vega
|
8.64846619 | |
|
market_close_date
|
08/18/2023 | |
|
exercise_style
|
A |