Name | Description | Type | Additional information |
---|---|---|---|

underlying_mid |
Midpoint of underlying price used for calculations |
decimal number |
None. |

mid_iv |
Option volatility used for calculations |
decimal number |
None. |

theo_price |
Calculated theoretical price of option |
decimal number |
None. |

delta |
Calculated delta for option |
decimal number |
None. |

gamma |
Calculated gamma for option |
decimal number |
None. |

vega |
Calculated vega for option |
decimal number |
None. |

rho |
Calculated rho for option |
decimal number |
None. |

theta |
Calculated theta for option |
decimal number |
None. |