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[//]: # (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. **underlying_price** | Float | The most recent trade price of the underlying asset. [//]: # (END_DEFINITION)
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35 entries across 35 versions & 1 rubygems