change |
The difference between the last traded price and the previous close. |
double |
close |
The last price the instrument traded. |
double |
contract |
The symbol for the futures contract. |
string |
contractMonth |
The month code for this option's contracrt. |
string |
contractName |
The name of the futures contract. |
string |
date |
The price date. |
date |
delta |
The option's delta value. |
double |
exchange |
The name of the exchange the instrument belongs to. |
string |
expirationDate |
The expiration date. |
date |
flag |
The option's settled flag) |
string |
gamma |
The option's gamma value. |
double |
high |
The highest traded price for the session. |
double |
impliedVolatility |
The estimated volatility of a security's price. |
double |
last |
The last price the instrument traded. |
double |
low |
The lowest traded price for the session. |
double |
open |
The opening (first) price for the session. |
double |
openInterest |
Open interest of the option |
int |
percentChange |
The percent difference between the last traded price and the previous close. |
double |
premium |
The option's premium |
double |
root |
The root symbol for the future. |
string |
strike |
The options's strike price. |
double |
symbol |
A symbol or code that identifies the futures contract. |
string |
theta |
The option's theta value. |
double |
type |
Either Call or Put. |
string |
vega |
The option's vega value. |
double |
volume |
The trade volume of the option. |
integer |