File: WebAPI/market_data_2.proto
Calculated values.
Type: uint32
Description: Server side contract ID.
Source: metadata_2.ContractMetadata.contract_id.
scaled_coherent_underlying_price
Type: sint64
Description: The most recent price of the underlying instrument at the time of the option contract price used in calculations.
Type: double
Description: Calculated Implied Volatility in percents.
Type: double
Description: Calculated Theoretical Price in correct price format.
Type: double
Description: Calculated Delta Greek value in percents.
Note: Represents the ratio of the change in the correct theoretical price over the change in the correct underlying price.
Type: double
Description: Calculated Gamma Greek value in percents.
Note: Represents Delta Greek change which occurs if correct underlying price increases by 1. Correct underlying price can be calculated by multiplying OptionCalculationReport.scaled_underlying_price by correct_price_scale of the underlying contract.
Type: double
Description: Calculated Vega Greek value.
Note: Represents correct theoretical price change which occurs if Implied Volatility increases by 1%.
Type: double
Description: Calculated Theta Greek value.
Note: Represents correct theoretical price change which occurs if number of days to expiration decreases by one day.
Type: double
Description: Calculated Rho Greek value.
Note: Represents correct theoretical price change which occurs if the Interest Rate increases by 1%.
Type: bool
Description: Deleted flag is used in updates when entity is removed.
Note: Only strike_contract_id will be provided in this case.