MarketData SDK

OptionChainStrike
in package

Represents a single option chain strike with associated data.

Table of Contents

Properties

$ask  : float
$ask_size  : int
$bid  : float
$bid_size  : int
$delta  : float|null
$dte  : int
$expiration  : Carbon
$extrinsic_value  : float
$first_traded  : Carbon
$gamma  : float|null
$implied_volatility  : float|null
$in_the_money  : bool
$intrinsic_value  : float
$last  : float|null
$mid  : float
$open_interest  : int
$option_symbol  : string
$rho  : float|null
$side  : Side
$strike  : float
$theta  : float|null
$underlying  : string
$underlying_price  : float
$updated  : Carbon
$vega  : float|null
$volume  : int

Methods

__construct()  : mixed
Constructs a new OptionChainStrike instance.

Properties

Methods

__construct()

Constructs a new OptionChainStrike instance.

public __construct(string $option_symbol, string $underlying, Carbon $expiration, Side $side, float $strike, Carbon $first_traded, int $dte, float $ask, int $ask_size, float $bid, int $bid_size, float $mid, float|null $last, int $volume, int $open_interest, float $underlying_price, bool $in_the_money, float $intrinsic_value, float $extrinsic_value, float|null $implied_volatility, float|null $delta, float|null $gamma, float|null $theta, float|null $vega, float|null $rho, Carbon $updated) : mixed
Parameters
$option_symbol : string

The option symbol according to OCC symbology.

$underlying : string

The ticker symbol of the underlying security.

$expiration : Carbon

The option's expiration date in Unix time.

$side : Side

The response will be call or put.

$strike : float

The exercise price of the option.

$first_traded : Carbon

The date the option was first traded.

$dte : int

The number of days until the option expires.

$ask : float

The ask price.

$ask_size : int

The number of contracts offered at the ask price.

$bid : float

The bid price.

$bid_size : int

The number of contracts offered at the bid price.

$mid : float

The midpoint price between the ask and the bid, also known as the mark price.

$last : float|null

The last price negotiated for this option contract at the time of this quote.

$volume : int

The number of contracts negotiated during the trading day at the time of this quote.

$open_interest : int

The total number of contracts that have not yet been settled at the time of this quote.

$underlying_price : float

The last price of the underlying security at the time of this quote.

$in_the_money : bool

Specifies whether the option contract was in the money true or false at the time of this quote.

$intrinsic_value : float

The intrinsic value of the option.

$extrinsic_value : float

The extrinsic value of the option.

$implied_volatility : float|null

The implied volatility of the option.

$delta : float|null

The delta of the option.

$gamma : float|null

The gamma of the option.

$theta : float|null

The theta of the option.

$vega : float|null

The vega of the option.

$rho : float|null

The rho of the option.

$updated : Carbon

The date/time of the quote.


        

        
    




    

    

                                

                

                                
    

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