docs/OptionStatsRealtime.md in intrinio-sdk-5.20.0 vs docs/OptionStatsRealtime.md in intrinio-sdk-5.21.0

@@ -15,9 +15,10 @@
 **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)