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OptionSurfaceDatum

Properties

Name Type Description
strikePrice Number The actual strike price. Present when the requesting surface type is raw.  
unixTimestamp Number The expiration DateTime. Present when the requesting surface type is raw.  
forwardNaturalLogMoneyness Number The natural logarithm of forward moneyness, calculated as ln(F / K), where F is the forward underlying price adjusted for risk-free rate and dividend yield over time to expiration, and K is the option strike. Present when the requesting surface type is something other than raw.  
squareRootTau Number The square root of tau, where tau is the option’s time to expiration in years using a 365.25-day year basis. Present when the requesting surface type is something other than raw.  
impliedVolatility Number The implied volatility of the contract calculated using the Black-Scholes Model, and smoothed if the requesting surface type was logarithmic_smoothed. Always present.