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Messagefields31used byStockScreenerState

Fields

The number on the right of each row is the protobuf field number.
call_volumeint641
Call option contracts traded on the parent state date.
put_volumeint642
Put option contracts traded on the parent state date.
call_premiumDecimal3
Total call option premium in US dollars on the parent state date.
put_premiumDecimal4
Total put option premium in US dollars on the parent state date.
bearish_premiumDecimal5
Bearish premium in US dollars. This is call bid-side premium plus put ask-side premium. Mid-side and unclassified trades are excluded.
bullish_premiumDecimal6
Bullish premium in US dollars. This is call ask-side premium plus put bid-side premium. Mid-side and unclassified trades are excluded.
avg_3_day_call_volumeDecimal7
Arithmetic mean call contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
avg_3_day_put_volumeDecimal8
Arithmetic mean put contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
avg_7_day_call_volumeDecimal9
Arithmetic mean call contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
avg_7_day_put_volumeDecimal10
Arithmetic mean put contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
avg_30_day_call_volumeDecimal11
Arithmetic mean call contract volume over up to the 30 most recent earlier stored state dates. The parent state date is excluded.
avg_30_day_put_volumeDecimal12
Arithmetic mean put contract volume over up to the 30 most recent earlier stored state dates. The parent state date is excluded.
call_volume_ask_sideint6413
Call option contracts classified on the ask side.
call_volume_bid_sideint6414
Call option contracts classified on the bid side.
put_volume_ask_sideint6415
Put option contracts classified on the ask side.
put_volume_bid_sideint6416
Put option contracts classified on the bid side.
call_volume_mid_sideint6417
Call option contracts classified between the bid and ask.
put_volume_mid_sideint6418
Put option contracts classified between the bid and ask.
call_premium_mid_sideDecimal19
Call premium in US dollars classified between the bid and ask.
put_premium_mid_sideDecimal20
Put premium in US dollars classified between the bid and ask.
cum_dir_gammasint6421
Sum of floor(sign * abs(gamma * contracts * 100)) by trade. Ask-side trades are positive, bid-side trades are negative, and other trades contribute zero.
cum_dir_vegasint6422
Sum of floor(sign * abs(vega * contracts * 100)) by trade. Ask-side trades are positive, bid-side trades are negative, and other trades contribute zero.
cum_dir_deltasint6423
Sum of floor(sign * abs(delta * contracts * 100)) by trade. Call ask and put bid trades are positive. Call bid and put ask trades are negative. Other trades contribute zero.
net_call_premiumDecimal25
Net call premium in US dollars. Each contributing trade is capped at 2000000 dollars before ask-side premium is added and bid-side premium is subtracted.
net_put_premiumDecimal26
Net put premium in US dollars. Each contributing trade is capped at 2000000 dollars before ask-side premium is added and bid-side premium is subtracted.
call_premium_bid_sideDecimal28
Call premium in US dollars classified on the bid side.
put_premium_bid_sideDecimal29
Put premium in US dollars classified on the bid side.
call_premium_ask_sideDecimal30
Call premium in US dollars classified on the ask side.
put_premium_ask_sideDecimal31
Put premium in US dollars classified on the ask side.
prev_call_volumeint64optional32
Call contract volume from the prior available screener state. Absent when no prior option-flow state is available.
prev_put_volumeint64optional33
Put contract volume from the prior available screener state. Absent when no prior option-flow state is available.
Last modified on September 23, 2026