pkey | Parent | Copied from parent. | None | Unique identifier for the object |
ticker | Parent | Copied from parent. | None | Stock or option ticker |
uprc | Adjusted | Updated to the new uPrc if available. | Bounded by limits, price change threshold | If adjustment fails, original price is retained. |
uPrcAdjResult | Adjusted | See "Possible Values of uPrcAdjResult" below. | See "Possible Values of uPrcAdjResult" below | Indicates if uprc was successfully adjusted. |
years | Parent | Copied from parent. | None | Represents time to expiration. |
sdiv | Parent | Copied from parent. | None | sdiv |
ddiv | Parent | Copied from parent. | None | Discrete dividend |
rate | Parent | Copied from parent. | None | Risk-free interest rate |
obid | Parent | Copied from parent. | None | Option bid price |
oask | Parent | Copied from parent. | None | Option ask price |
obiv | Adjusted | Adjusted for underlying price change. | Bounded to min and max volatility limits. | IV bounded to avoid out-of-range values. |
oaiv | Adjusted | Adjusted for underlying price change. | Bounded to min and max volatility limits. | IV bounded to avoid out-of-range values. |
svol | Parent | Copied from parent. | None | Surface volatility |
sprc | Adjusted | sprce = parent sprce + Δ * uPrc + Γ * dUPrc^2 | Bounded to be non-negative. | Represents surface price. |
smrk | Adjusted | Same adjustment as sprc, but bounded to bid/ask. | Bounded within bid/ask if applicable. | Surface mark price bounded |
veSlope | Parent | Copied from parent. | None | Volatility slope |
de | Adjusted | Delta + Gamma * dUPrc | Bounded to [-1. +1] range. | Adjustment depends on the change in uPrc. |
ve | Parent | Copied from parent. | Must be non-NaN. | Vega |
vo | Parent | Copied from parent. | None | |
va | Parent | copied from parent. | None | |
ga | Parent | Copied from parent. | Must be non-NaN. | |
ph | Parent | Copied from parent. | None | |
ro | Parent | Copied from parent. | None | |
th | Parent | Copied from parent. | None | |
deDecay | Parent | Copied from parent. | None | Decay of delta over time. |
calcErr | Parent | Copied as a string. | None | |
calcSource | Parent | Copied from parent. | None | Tick/Loop |
satm | Parent | Copied from parent. | None | ATM implied volatility |
smny | Parent | Copied from parent. | None | Surface moneyness |
up50 | Parent | Copied from parent. | None | |
dn50 | Parent | Copied from parent. | None | |
up15 | Parent | Copied from parent. | None | |
dn15 | Parent | Copied from parent. | None | |
up06 | Parent | Copied from parent. | None | |
dn08 | Parent | Copied from parent. | None | |
timestamp | Adjusted | Updated to current system time. | None | Reflects when the quote was adjusted. |
priceType | Parent | Copied from parent. | None | Source or type of price of underlier |
synSpot | Adjusted | synSpot = LIQAdj.uPrc * LIQ.synSpot / LIQ.uPrc | None | Synthetic spot price |