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
|
Country Code | US |
|
localcode
|
Local code unique at Market level - a ticker or number | CLF |
|
underlying_price
|
Underlying Price | 14.96 |
|
strike
|
Strike Price | 15 |
|
days_to_expiration
|
Number of trading days remaining before an contract expires. | 308 |
|
delta
|
Sensitivity of the option price to the changes in the underlying price. A delta of 0.5 means that for every $1.00 change in the underlying (parent) price, the option price change by $0.50 | -0.37046086 |
|
contract_name
|
Name of the Contract | CLF 240621P00015000 |
|
expiration_date
|
Contract expiry date | 06/21/2024 |
|
underlying_isin
|
Underlying ISIN | US1858991011 |
|
theta
|
Sensitivity of the option price to time. If nothing changes, theta is the decay rate of the option value. | -2.17424512 |
|
exchange_name
|
Name of the exchange | Cboe Options Exchange (Cboe Options) |
|
option_premium
|
2.4 | |
|
contract_code
|
Exchange symbol or ticker for the Contract | CLF24RLB01500 |
|
root_symbol
|
Root Symbol or ticker | CLF |
|
rho
|
Is the sensitivity of the option price to changes in interest rates. It is like the duration of the option. | 6.69737444 |
|
currency
|
ISO standard Currency Identification Code | USD |
|
contract_size
|
The number of units for the contract expressed in the unit of measure. | 100 |
|
put_call_indicator
|
p | |
|
security_type
|
Security type | Equity |
|
gamma
|
Is the second order sensitivity of the option price to changes in the price of underlying. | 0.08958542 |
|
vega
|
Is the sensitivity of the option price to changes in the volatility | 8.64846619 |
|
market_close_date
|
market close date for the exchange | 08/18/2023 |
|
exercise_style
|
Is American (A) for continuously optionable securities or European (E) for options that can be exercised only at expiration date. | A |