NameDescriptionTypeAdditional 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.