OptionState

message OptionState {
  string option_symbol = 1;
  int32 channel_id = 2;
  string nbbo_ask = 3;
  int64 nbbo_ask_size = 4;
  string nbbo_bid = 5;
  int64 nbbo_bid_size = 6;
  int64 last_tape_time = 7;
  string date = 8;
  int32 open_interest = 9;
  int64 volume = 10;
  string expires = 11;
  string option_type = 12;
  string underlying_symbol = 13;
  string strike = 14;
  string high_price = 15;
  string low_price = 16;
  string last_price = 17;
  string implied_volatility = 18;
  string delta = 19;
  string theta = 20;
  string gamma = 21;
  string vega = 22;
  string rho = 23;
  string theo = 24;
  string iv_low = 25;
  string iv_high = 26;
  int64 floor_volume = 27;
  int64 multi_leg_volume = 28;
  int64 stock_multi_leg_volume = 29;
  int64 cross_volume = 30;
  int64 sweep_volume = 31;
  int64 trades = 32;
  int64 ask_volume = 33;
  int64 bid_volume = 34;
  int64 mid_volume = 35;
  int64 neutral_volume = 36;
  int64 total_bid_changes = 37;
  int64 total_ask_changes = 38;
  int64 canceled_volume = 39;
  string total_premium = 40;
  string avg_price = 41;
  string open_price = 42;
  int32 option_symbol_id = 43;
  int32 ticker_id = 44;
  int32 root_ticker_id = 45;
  optional OptionExchange nbbo_bid_exchange = 46;
  optional OptionExchange nbbo_ask_exchange = 47;
  optional OptionContractQuote nbbo_bid_quote = 48;
  optional OptionContractQuote nbbo_ask_quote = 49;
}