Field | Definition | Example |
QUOTE_UNIXTIME | Time of quote as a Unix Timestamp | 1622520046 |
QUOTE_READTIME | Time of quote in a readable form (year-month-day hour:minute) [yyyy-mm-dd hh:MM) (EDT) | 2021-06-01 00:00 |
QUOTE_DATE | Date of quote in a readable form (year-month-day) [yyyy-mm-dd] | 2021-06-01 |
QUOTE_TIME_HOURS | Time of quoted day in hours (EDT) | 0 |
INSTRUMENT NAME | Name of options contract | BTC-2JUN21-40000-C |
BASE CURRENCY | Base currency of contract | BTC |
CONTRACT_SIZE | Number of BTC represented by one contract | 1 |
UNDERLYING INDEX | Name of underlying index | SYN.BTC-2JUN21 |
UNDERLYING PRICE | Price of underlying index in USD | 36692.74 |
EXPIRY_UNIX | Expiry date of contract as a Unix Timestamp | 1622620800 |
EXPIRY_DATE | Expiry date of contract in a readable form (year-month-day) [yyyy-mm-dd] | 2021-06-02 |
EXPIRY_TIME | Expiry time (hour of day) in EDT | 4 |
DTE | Days till Expiry in hours | 1.16613 |
RIGHT | Option right | call |
STRIKE | Option strike price | 40000 |
BID_SIZE | Current best bid size | 0.5 |
BID_PRICE | Current best bid price in BTC | 0.001 |
ASK_PRICE | Current best ask price in BTC | 0.0051 |
ASK_SIZE | Current best ask size | 6.9 |
OPEN_INTEREST | Total number of options contracts open | 88.3 |
VOLUME | Number of contracts traded | 92.2 |
DELTA | Derived Option Greek | 0.04912 |
GAMMA | Derived Option Greek | 0.00005 |
VEGA | Derived Option Greek | 2.109580 |
THETA | Derived Option Greek | -37.89719 |
RHO | Derived Option Greek | 0.05640 |
MARK_IV | Implied Volatility of Contract, based on the mark price | 90.91 |
STRIKE_DISTANCE_PCT | Distance as a percentage between strike price and current underlying price | 0.090670 |