Quote
in package
Represents a single option quote with associated data.
Table of Contents
Properties
- $ask : float
- $ask_size : int
- $bid : float
- $bid_size : int
- $delta : float
- $extrinsic_value : float
- $gamma : float
- $implied_volatility : float
- $in_the_money : bool
- $intrinsic_value : float
- $last : float
- $mid : float
- $open_interest : int
- $option_symbol : string
- $rho : float|null
- $theta : float
- $underlying_price : float
- $updated : Carbon
- $vega : float
- $volume : int
Methods
- __construct() : mixed
- Constructs a new Quote instance.
Properties
$ask
public
float
$ask
$ask_size
public
int
$ask_size
$bid
public
float
$bid
$bid_size
public
int
$bid_size
$delta
public
float
$delta
$extrinsic_value
public
float
$extrinsic_value
$gamma
public
float
$gamma
$implied_volatility
public
float
$implied_volatility
$in_the_money
public
bool
$in_the_money
$intrinsic_value
public
float
$intrinsic_value
$last
public
float
$last
$mid
public
float
$mid
$open_interest
public
int
$open_interest
$option_symbol
public
string
$option_symbol
$rho
public
float|null
$rho
$theta
public
float
$theta
$underlying_price
public
float
$underlying_price
$updated
public
Carbon
$updated
$vega
public
float
$vega
$volume
public
int
$volume
Methods
__construct()
Constructs a new Quote instance.
public
__construct(string $option_symbol, float $ask, int $ask_size, float $bid, int $bid_size, float $mid, float $last, int $volume, int $open_interest, float $underlying_price, bool $in_the_money, float $intrinsic_value, float $extrinsic_value, float $implied_volatility, float $delta, float $gamma, float $theta, float $vega, float|null $rho, Carbon $updated) : mixed
Parameters
- $option_symbol : string
-
The option symbol according to OCC symbology.
- $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
-
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
-
The implied volatility of the option.
- $delta : float
-
The delta of the option.
- $gamma : float
-
The gamma of the option.
- $theta : float
-
The theta of the option.
- $vega : float
-
The vega of the option.
- $rho : float|null
-
The rho of the option.
- $updated : Carbon
-
The date and time of this quote snapshot in Unix time.