Fields
The number on the right of each row is the protobuf field number.Return from the latest regular close on or before seven calendar days before the parent state date.
Return from the latest regular close on or before one calendar month before the parent state date.
Return from the latest regular close on or before three calendar months before the parent state date.
Return from the latest regular close on or before six calendar months before the parent state date.
Return from the latest regular close on or before January 1 of the parent state year.
Return from the latest regular close on or before one calendar year before the parent state date.
Return from the latest regular close on or before five calendar years before the parent state date.
Return from the regular close immediately before the latest earnings reaction window.
Latest known earnings report date. Absent when unknown.
Latest regular close on or before one calendar month before the parent state date. Absent when unavailable.
Latest regular close on or before one calendar year before the parent state date. Absent when unavailable.
Latest regular close on or before seven calendar days before the parent state date. Absent when unavailable.
Latest regular close on or before three calendar months before the parent state date. Absent when unavailable.
Latest regular close on or before six calendar months before the parent state date. Absent when unavailable.
Latest regular close on or before five calendar years before the parent state date. Absent when unavailable.
Latest regular close on or before January 1 of the parent state year. Absent when unavailable.
Regular close immediately before the latest earnings reaction window. Absent when unavailable.
Daily return in approximate IV-implied standard deviations. A value of 1.50 means the price increased by 1.50 times the expected daily move, estimated from 30-day ATM IV recorded on the previous trading day. Returns are signed. A minimum of 1.50 selects values at least 1.50, and a maximum of 0.75 selects values at most 0.75, including negative returns. Calculated as (latest_price / previous_regular_close - 1) * 16 / IV, using annualized IV as a decimal fraction. Values are not percentages.
Weekly return in approximate IV-implied standard deviations. A value of 2.25 means the price increased by 2.25 times the expected weekly move, estimated from 30-day ATM IV recorded on the reference date. The reference is the latest regular close on or before seven calendar days before the parent date. Returns are signed. A minimum of 2.25 selects values at least 2.25, and a maximum of 1.25 selects values at most 1.25, including negative returns. Calculated as (latest_price / reference_close - 1) * 7.2 / IV. IV is annualized and expressed as a decimal fraction. Values are not percentages.
Monthly return in approximate IV-implied standard deviations. A value of 1.75 means the price increased by 1.75 times the expected monthly move, estimated from 30-day ATM IV recorded on the reference date. The reference is the latest regular close on or before one calendar month before the parent date. Returns are signed. A minimum of 1.75 selects values at least 1.75, and a maximum of 1.00 selects values at most 1.00, including negative returns. Calculated as (latest_price / reference_close - 1) * 3.5 / IV. IV is annualized and expressed as a decimal fraction. Values are not percentages.
