Option Chain Field Definitions

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FieldDefinitionExample
QUOTE_UNIXTIMETime of quote as a Unix Timestamp1583508900
QUOTE_READTIMETime of quote in a readable form (year-month-day hour:minute) [yyyy-mm-dd hh:MM)2020-03-06 10:35
QUOTE_DATEDate of quote in a readable form (year-month-day) [yyyy-mm-dd]2020-03-06
QUOTE_TIME_HOURSTime of quoted day in hours10.58333
UNDERLYING_LASTLast price of underlying asset296.38
EXPIRE_DATEExpiry date of contract in a readable form (year-month-day) [yyyy-mm-dd]2020-09-18
EXPIRE_UNIXExpiry date of contract as a Unix Timestamp1600459200
DTEDays till Expiry in hours (assumes options expire on expiry date at 16:00)196.18
C_DELTADerived Option Greek: Delta of Call option0.12682
C_GAMMADerived Option Greek: Gamma of Call option0.00508
C_VEGADerived Option Greek: Vega of Call option0.45103
C_THETADerived Option Greek: Theta of Call option-0.01843
C_RHODerived Option Greek: Rho of Call option0.184
C_IVImplied Volatility of Call option0.18953
C_VOLUMEDays traded volume of Call option1
C_LASTLast traded price of Call option2.25
C_SIZECurrent size of Call option113 x 100
C_BIDBid price of Call option2.05
C_ASKAsk price of Call option2.82
STRIKEOption strike price345
P_BIDBid price of Put option52.58
P_ASKAsk price of Put option54.68
P_SIZECurrent size of Put option113 x 113
P_LASTLast traded price of Put option43
P_DELTADerived Option Greek: Delta of Put option-0.95081
P_GAMMADerived Option Greek: Gamma of Put option0.00277
P_VEGADerived Option Greek: Vega of Put option0.16209
P_THETADerived Option Greek: Theta of Put option-0.02739
P_RHODerived Option Greek: Rho of Put option-1.80885
P_IVImplied Volatility of Put option0.12222
P_VOLUMEDays traded volume of Put option6
STRIKE_DISTANCEDistance between strike price and current underlying price48.6
STRIKE_DISTANCE_PCTDistance as a percentage between strike price and current underlying price0.164