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Option Chain Field Definitions for Deribit Options

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FieldDefinitionExample
QUOTE_UNIXTIMETime of quote as a Unix Timestamp1622520046
QUOTE_READTIMETime of quote in a readable form (year-month-day hour:minute) [yyyy-mm-dd hh:MM) (EDT)2021-06-01 00:00
QUOTE_DATEDate of quote in a readable form (year-month-day) [yyyy-mm-dd]2021-06-01
QUOTE_TIME_HOURSTime of quoted day in hours (EDT)0
INSTRUMENT NAMEName of options contractBTC-2JUN21-40000-C
BASE CURRENCYBase currency of contractBTC
CONTRACT_SIZENumber of BTC represented by one contract1
UNDERLYING INDEXName of underlying indexSYN.BTC-2JUN21
UNDERLYING PRICEPrice of underlying index in USD36692.74
EXPIRY_UNIXExpiry date of contract as a Unix Timestamp1622620800
EXPIRY_DATEExpiry date of contract in a readable form (year-month-day) [yyyy-mm-dd]2021-06-02
EXPIRY_TIMEExpiry time (hour of day) in EDT4
DTEDays till Expiry in hours1.16613
RIGHTOption rightcall
STRIKEOption strike price40000
BID_SIZECurrent best bid size0.5
BID_PRICECurrent best bid price in BTC0.001
ASK_PRICECurrent best ask price in BTC0.0051
ASK_SIZECurrent best ask size6.9
OPEN_INTERESTTotal number of options contracts open88.3
VOLUMENumber of contracts traded92.2
DELTADerived Option Greek0.04912
GAMMADerived Option Greek 0.00005
VEGADerived Option Greek 2.109580
THETADerived Option Greek -37.89719
RHODerived Option Greek 0.05640
MARK_IVImplied Volatility of Contract, based on the mark price90.91
STRIKE_DISTANCE_PCTDistance as a percentage between strike price and current underlying price0.090670