Message: ImpliedVolReport

File: cqg_api/quant/quant.proto

Description

A report with implied volatility data for single option expiration.

Options

      report_type_id = 251

Fields

instrument_group_name

Type: string

Description: Instrument group of options in this expiration.

expiration

Type: google.protobuf.Timestamp

Description: Options expiration timestamp.

option_vars

Type: OptionVars

Description: Variables used in option computations.

call_vols

Type: StrikeVol

Description: Call options volatility data.

put_vols

Type: StrikeVol

Description: Put options volatility data.

update_time

Type: google.protobuf.Timestamp

Description: Time of report generation.

valid_till

Type: google.protobuf.Timestamp

Description: The report is considered valid till this time.