Fields
The number on the right of each row is the protobuf field number.Trading date represented by this snapshot.
call_open_interestint64optional2
Total call option open interest.
put_open_interestint64optional3
Total put option open interest.
Average call option volume over the previous three trading days.
Average put option volume over the previous three trading days.
Average call option open interest over the previous 30 trading days.
Average put option open interest over the previous 30 trading days.
new_chainsint64optional8
Number of option chains that did not exist on the previous trading date.
Average call option volume over the previous seven trading days.
Average put option volume over the previous seven trading days.
