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A History link can contain any of the following fields:
Field | Description |
---|---|
High | The highest price paid during the current trading session. |
Last | The last price paid during the current trading session. |
Low | The lowest price paid during the current trading session. |
Open | The first price paid during the current trading session. |
Open Interest | The total number of futures contracts traded that have not yet been liquidated either by an offsetting futures transaction or by delivery. |
Symbol | The ticker symbol. |
Volume | The total number of contracts traded during the current trading session. |
Volatility | Implied Volatility is the estimated volatility of the underlying stock over the term of the option (only available for equity options). |
Theoretical Value | The hypothetical value of the options, calculated by the Black-Scholes Option Pricing Model (only available for equity options). |
Delta | Measures the sensitivity of an option’s theoretical value to a change in the underlying price (only available for equity options). |
Gamma | Measures the rate of change in the delta for every one point move in the underlying (only available for equity options). |
Theta | The measure of the time decay of an option, the dollar amount that an option will lose each day due to the passage of time (only available for equity options). |
Vega | Measures the sensitivity of the price of an option to changes in volatility (only available for equity options). |
Rho | The rate at which the price of an option changes relative to a change in the risk-free rate of interest (only available for equity options). |
History aggregations
History aggregation / Period
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