Fields
The number on the right of each row is the protobuf field number.datestring1
The trading date in YYYY-MM-DD format
daysint322
The number of days to the horizon this entry is interpolated to. One of the standard horizons: 1, 5, 7, 14, 30, 60, 90, 180, 365.
volatilityint323
The interpolated implied volatility at this horizon, scaled by 1000. Divide by 1000 to get the decimal IV (e.g. 152000 means 0.152).
implied_moveint324
The expected absolute move of the underlying in dollars by this horizon, scaled by 1000. Divide by 1000 to get the dollar value.
implied_move_percint325
The expected move as a fraction of the underlying price by this horizon, scaled by 1000. Divide by 1000 to get the fractional value.
is_exactbool6
True if an actual option expiry matched this horizon exactly. False if the value was interpolated between two surrounding expirations.