[//]: # (CLASS:Intrinio::OptionStatsRealtime)

[//]: # (KIND:object)

### Intrinio::OptionStatsRealtime

#### Properties

[//]: # (START_DEFINITION)

Name | Type | Description
------------ | ------------- | -------------
**implied_volatility** | Float | The implied volatility of the contract calculated using the Black-Scholes Model.  
**delta** | Float | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
**gamma** | Float | Gamma represents the rate of change between an option's delta and the underlying asset's price.  
**theta** | Float | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
**vega** | Float | Vega represents the rate of change between an option's value and the underlying asset's implied volatility.  

[//]: # (END_DEFINITION)