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rnkhouse/gist:20cfa1de97f47e3897150a803f00a600

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test_options_data.json
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gistfile1.txt
[
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C10.00",
"symbolId": 29247369,
"bidPrice": 1.31,
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"askPrice": 1.35,
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"lastTradePriceTrHrs": 1.33,
"lastTradePrice": 1.33,
"lastTradeSize": 1,
"lastTradeTick": "Up",
"lastTradeTime": "2020-05-07T15:14:03.567000-04:00",
"volume": 808,
"openPrice": 1.43,
"highPrice": 1.55,
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"volatility": 119.064862,
"delta": 0.544705,
"gamma": 0.08968,
"theta": -0.019925,
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"rho": 0.004351,
"openInterest": 5258,
"delay": 0,
"isHalted": false,
"VWAP": 1.466522
},
{
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"symbolId": 29247370,
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"VWAP": 1.007086
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C12.00",
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},
{
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"symbol": "AAL19Jun20C13.00",
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},
{
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},
{
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},
{
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},
{
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"symbolId": 27356255,
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"rho": 0.001397,
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"VWAP": 0.156222
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C18.00",
"symbolId": 25681308,
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"rho": 0.001161,
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"VWAP": 0.13698
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C19.00",
"symbolId": 27356256,
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"rho": 0.000963,
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"VWAP": 0.094545
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C20.00",
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},
{
"underlying": "AAL",
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},
{
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"symbolId": 27356258,
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},
{
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"symbol": "AAL19Jun20C23.00",
"symbolId": 25681310,
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},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C24.00",
"symbolId": 27356259,
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"lastTradeTime": "2020-05-07T14:35:35.550000-04:00",
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},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C25.00",
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"VWAP": 0.032962
},
{
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"VWAP": 0.03
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C27.00",
"symbolId": 27356261,
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},
{
"underlying": "AAL",
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"lastTradeTime": "2020-05-07T13:31:30.132000-04:00",
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"delay": 0,
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"VWAP": 0.03
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C29.00",
"symbolId": 27356262,
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"lastTradeTick": "Down",
"lastTradeTime": "2020-05-07T12:09:49.187000-04:00",
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"delta": 0.015287,
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"VWAP": 0.01
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C3.00",
"symbolId": 29494155,
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"lastTradeTime": "2020-05-07T12:50:02.119000-04:00",
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"delta": 0.99637,
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"rho": 0.003568,
"openInterest": 36,
"delay": 0,
"isHalted": false,
"VWAP": 6.513793
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C30.00",
"symbolId": 25681313,
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"lastTradeTime": "2020-05-07T12:29:21.315000-04:00",
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"rho": 0.000124,
"openInterest": 10862,
"delay": 0,
"isHalted": false,
"VWAP": 0.029615
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C31.00",
"symbolId": 27356263,
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"lastTradeTime": "2020-05-07T12:43:41.683000-04:00",
"volume": 6,
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"gamma": 0.006334,
"theta": -0.001407,
"vega": 0.000918,
"rho": 0.000104,
"openInterest": 1839,
"delay": 0,
"isHalted": false,
"VWAP": 0.028333
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C32.00",
"symbolId": 25681314,
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"lastTradeTime": "2020-05-04T00:00:00.000000-04:00",
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"delta": 0.008824,
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"vega": 0.000783,
"rho": 0.000087,
"openInterest": 6601,
"delay": 0,
"isHalted": false,
"VWAP": 0
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C33.00",
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"lastTradeTime": "2020-05-04T00:00:00.000000-04:00",
"volume": 0,
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"volatility": 146.615366,
"delta": 0.007371,
"gamma": 0.004614,
"theta": -0.001025,
"vega": 0.000669,
"rho": 0.000073,
"openInterest": 1567,
"delay": 0,
"isHalted": false,
"VWAP": 0
},
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C34.00",
"symbolId": 27356265,
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"lastTradeTick": "Equal",
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"volume": 0,
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"delta": 0.006167,
"gamma": 0.003941,
"theta": -0.000875,
"vega": 0.000571,
"rho": 0.000061,
"openInterest": 986,
"delay": 0,
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"VWAP": 0
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C35.00",
"symbolId": 25681315,
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"lastTradeSize": 0,
"lastTradeTick": "Equal",
"lastTradeTime": "2020-05-04T00:00:00.000000-04:00",
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{
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{
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{
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{
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},
{
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}
]
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