Fields
The number on the right of each row is the protobuf field number.tickerstring1
The ticker of the underlying
datestring2
The trading date in YYYY-MM-DD format
volatilitystring3
The ATM implied volatility for this expiry as a decimal string, taken as the average of the ATM call and put implied volatilities.
expirystring4
The expiry of the chain in YYYY-MM-DD
implied_movestring5
The expected absolute move of the underlying in dollars by this expiry as a decimal string.
implied_move_percstring6
The expected move as a fraction of the underlying price by this expiry as a decimal string.