call_volumeint641
Call option contracts traded on the parent state date.
put_volumeint642
Put option contracts traded on the parent state date.
Total call option premium in US dollars on the parent state date.
Total put option premium in US dollars on the parent state date.
Bearish premium in US dollars. This is call bid-side premium plus put ask-side premium. Mid-side and unclassified trades are excluded.
Bullish premium in US dollars. This is call ask-side premium plus put bid-side premium. Mid-side and unclassified trades are excluded.
Arithmetic mean call contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
Arithmetic mean put contract volume over up to the three most recent earlier stored state dates. The parent state date is excluded.
Arithmetic mean call contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
Arithmetic mean put contract volume over up to the seven most recent earlier stored state dates. The parent state date is excluded.
Arithmetic mean call contract volume over up to the 30 most recent earlier stored state dates. The parent state date is excluded.
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 in US dollars classified between the bid and ask.
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 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 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 in US dollars classified on the bid side.
Put premium in US dollars classified on the bid side.
Call premium in US dollars classified on the ask side.
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.