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| O P T I O N C H A I N | |
| {'callExpDateMap': {'2021-03-05:2': {'21.5': [{'ask': 11.75, | |
| 'askSize': 36, | |
| 'bid': 7.95, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 10.47, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.968, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '21.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.011, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 9.85, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -5.94, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805194925, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 21.5, | |
| 'symbol': 'GDX_030521C21.5', | |
| 'theoreticalOptionValue': 9.92, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.082, | |
| 'timeValue': 0.0, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.002, | |
| 'volatility': 251.357}], | |
| '22.5': [{'ask': 10.05, | |
| 'askSize': 36, | |
| 'bid': 7.6, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 9.47, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.964, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '22.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.013, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 8.82, | |
| 'markChange': -0.65, | |
| 'markPercentChange': -6.83, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805187478, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 22.5, | |
| 'symbol': 'GDX_030521C22.5', | |
| 'theoreticalOptionValue': 8.92, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.08, | |
| 'timeValue': -0.03, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.002, | |
| 'volatility': 225.461}], | |
| '23.5': [{'ask': 9.4, | |
| 'askSize': 36, | |
| 'bid': 5.9, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 8.47, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '23.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 7.65, | |
| 'markChange': -0.82, | |
| 'markPercentChange': -9.7, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199235, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 23.5, | |
| 'symbol': 'GDX_030521C23.5', | |
| 'theoreticalOptionValue': 7.85, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': -0.2, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.0, | |
| 'volatility': 149.748}], | |
| '25.0': [{'ask': 6.85, | |
| 'askSize': 36, | |
| 'bid': 6.25, | |
| 'bidAskSize': '12X36', | |
| 'bidSize': 12, | |
| 'closePrice': 6.97, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.98, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '25 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.013, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.55, | |
| 'markChange': -0.42, | |
| 'markPercentChange': -6.05, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178903, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_030521C25', | |
| 'theoreticalOptionValue': 6.355, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.001, | |
| 'volatility': 130.406}], | |
| '26.0': [{'ask': 5.45, | |
| 'askSize': 36, | |
| 'bid': 5.25, | |
| 'bidAskSize': '12X36', | |
| 'bidSize': 12, | |
| 'closePrice': 5.97, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.977, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '26 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.35, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -10.41, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199403, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_030521C26', | |
| 'theoreticalOptionValue': 5.355, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 0.0, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.001, | |
| 'volatility': 110.691}], | |
| '27.0': [{'ask': 4.4, | |
| 'askSize': 21, | |
| 'bid': 4.3, | |
| 'bidAskSize': '10X21', | |
| 'bidSize': 10, | |
| 'closePrice': 4.97, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.97, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '27 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.027, | |
| 'highPrice': 4.41, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.7, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 3.7, | |
| 'mark': 4.35, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -12.52, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -1.27, | |
| 'nonStandard': False, | |
| 'openInterest': 4, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -25.59, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199600, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_030521C27', | |
| 'theoreticalOptionValue': 4.36, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.025, | |
| 'timeValue': -0.65, | |
| 'totalVolume': 42, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786296108, | |
| 'vega': 0.002, | |
| 'volatility': 94.252}], | |
| '27.5': [{'ask': 3.95, | |
| 'askSize': 36, | |
| 'bid': 3.75, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 4.47, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.966, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '27.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.032, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 5.85, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.85, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -13.93, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 2.4, | |
| 'nonStandard': False, | |
| 'openInterest': 58, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 53.69, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199228, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_030521C27.5', | |
| 'theoreticalOptionValue': 3.86, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 2.0, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614265195219, | |
| 'vega': 0.002, | |
| 'volatility': 84.442}], | |
| '28.0': [{'ask': 3.45, | |
| 'askSize': 37, | |
| 'bid': 3.3, | |
| 'bidAskSize': '12X37', | |
| 'bidSize': 12, | |
| 'closePrice': 3.98, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '28 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.91, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.38, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -15.12, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 44, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -1.21, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199969, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_030521C28', | |
| 'theoreticalOptionValue': 3.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': -0.44, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614624370476, | |
| 'vega': 0.0, | |
| 'volatility': 66.256}], | |
| '29.0': [{'ask': 2.81, | |
| 'askSize': 37, | |
| 'bid': 2.31, | |
| 'bidAskSize': '12X37', | |
| 'bidSize': 12, | |
| 'closePrice': 3.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.948, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '29 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.59, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 2.56, | |
| 'markChange': -0.44, | |
| 'markPercentChange': -14.58, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 3, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -13.57, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199374, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_030521C29', | |
| 'theoreticalOptionValue': 2.364, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.025, | |
| 'timeValue': 0.24, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614702429146, | |
| 'vega': 0.003, | |
| 'volatility': 55.036}], | |
| '29.5': [{'ask': 1.94, | |
| 'askSize': 21, | |
| 'bid': 1.83, | |
| 'bidAskSize': '12X21', | |
| 'bidSize': 12, | |
| 'closePrice': 2.51, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.917, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '29.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.105, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 1.89, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -24.95, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.31, | |
| 'nonStandard': False, | |
| 'openInterest': 288, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -12.41, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199256, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_030521C29.5', | |
| 'theoreticalOptionValue': 1.889, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.035, | |
| 'timeValue': 0.35, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614703084450, | |
| 'vega': 0.004, | |
| 'volatility': 51.974}], | |
| '30.0': [{'ask': 1.47, | |
| 'askSize': 31, | |
| 'bid': 1.31, | |
| 'bidAskSize': '36X31', | |
| 'bidSize': 36, | |
| 'closePrice': 2.04, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.862, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '30 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.174, | |
| 'highPrice': 1.62, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.53, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 1.0, | |
| 'mark': 1.39, | |
| 'markChange': -0.65, | |
| 'markPercentChange': -31.92, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.51, | |
| 'nonStandard': False, | |
| 'openInterest': 445, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -25.07, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199790, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_030521C30', | |
| 'theoreticalOptionValue': 1.428, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.048, | |
| 'timeValue': 0.18, | |
| 'totalVolume': 388, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614799055488, | |
| 'vega': 0.006, | |
| 'volatility': 48.117}], | |
| '30.5': [{'ask': 1.05, | |
| 'askSize': 27, | |
| 'bid': 0.92, | |
| 'bidAskSize': '36X27', | |
| 'bidSize': 36, | |
| 'closePrice': 1.58, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.76, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '30.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.255, | |
| 'highPrice': 1.19, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.03, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.66, | |
| 'mark': 0.99, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -37.53, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.55, | |
| 'nonStandard': False, | |
| 'openInterest': 639, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -34.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199532, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_030521C30.5', | |
| 'theoreticalOptionValue': 1.012, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.067, | |
| 'timeValue': 0.18, | |
| 'totalVolume': 86, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805077805, | |
| 'vega': 0.008, | |
| 'volatility': 46.078}], | |
| '31.0': [{'ask': 0.69, | |
| 'askSize': 61, | |
| 'bid': 0.61, | |
| 'bidAskSize': '45X61', | |
| 'bidSize': 45, | |
| 'closePrice': 1.15, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.618, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '31 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.323, | |
| 'highPrice': 0.83, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.64, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.34, | |
| 'mark': 0.65, | |
| 'markChange': -0.5, | |
| 'markPercentChange': -43.31, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.51, | |
| 'nonStandard': False, | |
| 'openInterest': 820, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -44.18, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199873, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_030521C31', | |
| 'theoreticalOptionValue': 0.656, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.08, | |
| 'timeValue': 0.29, | |
| 'totalVolume': 426, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804077599, | |
| 'vega': 0.01, | |
| 'volatility': 44.323}], | |
| '31.5': [{'ask': 0.4, | |
| 'askSize': 50, | |
| 'bid': 0.36, | |
| 'bidAskSize': '12X50', | |
| 'bidSize': 12, | |
| 'closePrice': 0.78, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.449, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '31.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.345, | |
| 'highPrice': 0.54, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.38, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.2, | |
| 'mark': 0.38, | |
| 'markChange': -0.4, | |
| 'markPercentChange': -51.06, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.4, | |
| 'nonStandard': False, | |
| 'openInterest': 2513, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -51.06, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199627, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_030521C31.5', | |
| 'theoreticalOptionValue': 0.38, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.082, | |
| 'timeValue': 0.38, | |
| 'totalVolume': 8041, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805140831, | |
| 'vega': 0.011, | |
| 'volatility': 42.854}], | |
| '32.0': [{'ask': 0.23, | |
| 'askSize': 30, | |
| 'bid': 0.19, | |
| 'bidAskSize': '60X30', | |
| 'bidSize': 60, | |
| 'closePrice': 0.47, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.292, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '32 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.294, | |
| 'highPrice': 0.34, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.09, | |
| 'mark': 0.21, | |
| 'markChange': -0.26, | |
| 'markPercentChange': -55.79, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.28, | |
| 'nonStandard': False, | |
| 'openInterest': 3767, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -57.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199255, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_030521C32', | |
| 'theoreticalOptionValue': 0.21, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.073, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 11564, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805130780, | |
| 'vega': 0.009, | |
| 'volatility': 43.562}], | |
| '32.5': [{'ask': 0.12, | |
| 'askSize': 2, | |
| 'bid': 0.1, | |
| 'bidAskSize': '16X2', | |
| 'bidSize': 16, | |
| 'closePrice': 0.28, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.174, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '32.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.214, | |
| 'highPrice': 0.18, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.11, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.03, | |
| 'mark': 0.11, | |
| 'markChange': -0.17, | |
| 'markPercentChange': -61.4, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 4228, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -61.4, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199152, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_030521C32.5', | |
| 'theoreticalOptionValue': 0.11, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.056, | |
| 'timeValue': 0.11, | |
| 'totalVolume': 8114, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805171708, | |
| 'vega': 0.007, | |
| 'volatility': 44.681}], | |
| '33.0': [{'ask': 0.08, | |
| 'askSize': 75, | |
| 'bid': 0.06, | |
| 'bidAskSize': '12X75', | |
| 'bidSize': 12, | |
| 'closePrice': 0.14, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.112, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '33 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.145, | |
| 'highPrice': 0.09, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.02, | |
| 'mark': 0.07, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -51.72, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.09, | |
| 'nonStandard': False, | |
| 'openInterest': 3836, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -65.52, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192540, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_030521C33', | |
| 'theoreticalOptionValue': 0.07, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.046, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 4421, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803247842, | |
| 'vega': 0.005, | |
| 'volatility': 49.006}], | |
| '33.5': [{'ask': 0.05, | |
| 'askSize': 42, | |
| 'bid': 0.02, | |
| 'bidAskSize': '38X42', | |
| 'bidSize': 38, | |
| 'closePrice': 0.08, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.061, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '33.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.09, | |
| 'highPrice': 0.05, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.04, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.02, | |
| 'mark': 0.04, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -56.25, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 5444, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -50.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192540, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_030521C33.5', | |
| 'theoreticalOptionValue': 0.035, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.03, | |
| 'timeValue': 0.04, | |
| 'totalVolume': 226, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804930405, | |
| 'vega': 0.003, | |
| 'volatility': 49.992}], | |
| '34.0': [{'ask': 0.02, | |
| 'askSize': 450, | |
| 'bid': 0.01, | |
| 'bidAskSize': '20X450', | |
| 'bidSize': 20, | |
| 'closePrice': 0.05, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.029, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '34 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.03, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.02, | |
| 'markChange': -0.03, | |
| 'markPercentChange': -66.67, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 3364, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -55.56, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805198819, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_030521C34', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 347, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805198650, | |
| 'vega': 0.002, | |
| 'volatility': 49.987}], | |
| '34.5': [{'ask': 0.02, | |
| 'askSize': 2, | |
| 'bid': 0.01, | |
| 'bidAskSize': '4X2', | |
| 'bidSize': 4, | |
| 'closePrice': 0.02, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.026, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '34.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.039, | |
| 'highPrice': 0.02, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.02, | |
| 'markChange': -0.01, | |
| 'markPercentChange': -25.37, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 2928, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -50.25, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199209, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_030521C34.5', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 139, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797688485, | |
| 'vega': 0.002, | |
| 'volatility': 57.276}], | |
| '35.0': [{'ask': 0.02, | |
| 'askSize': 10, | |
| 'bid': 0.01, | |
| 'bidAskSize': '20X10', | |
| 'bidSize': 20, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.024, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '35 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.032, | |
| 'highPrice': 0.02, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.02, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 82.93, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 3180, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 143.9, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192540, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_030521C35', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 83, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802024206, | |
| 'vega': 0.001, | |
| 'volatility': 64.318}], | |
| '35.5': [{'ask': 0.02, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.016, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '35.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.022, | |
| 'highPrice': 0.02, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.02, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 222.58, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 709, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 545.16, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_030521C35.5', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 173, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614795738691, | |
| 'vega': 0.001, | |
| 'volatility': 67.061}], | |
| '36.0': [{'ask': 0.01, | |
| 'askSize': 30, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X30', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '36 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.01, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 354.55, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 2631, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 809.09, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614782707076, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_030521C36', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.01, | |
| 'totalVolume': 14, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804395891, | |
| 'vega': 0.001, | |
| 'volatility': 'NaN'}], | |
| '36.5': [{'ask': 0.02, | |
| 'askSize': 10, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X10', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.014, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '36.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.016, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 3233.33, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 351, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 6566.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.5, | |
| 'symbol': 'GDX_030521C36.5', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614698074118, | |
| 'vega': 0.001, | |
| 'volatility': 79.596}], | |
| '37.0': [{'ask': 0.01, | |
| 'askSize': 56, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X56', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '37 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 3461, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9800.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614798754847, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_030521C37', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614704820775, | |
| 'vega': 0.001, | |
| 'volatility': 'NaN'}], | |
| '37.5': [{'ask': 0.01, | |
| 'askSize': 28, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X28', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '37.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 3028, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805079262, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.5, | |
| 'symbol': 'GDX_030521C37.5', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614703783582, | |
| 'vega': 0.001, | |
| 'volatility': 'NaN'}], | |
| '38.0': [{'ask': 0.02, | |
| 'askSize': 10, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X10', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.011, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '38 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.011, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 284, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.0, | |
| 'symbol': 'GDX_030521C38', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614612735334, | |
| 'vega': 0.001, | |
| 'volatility': 97.295}], | |
| '38.5': [{'ask': 0.01, | |
| 'askSize': 1, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X1', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '38.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.01, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 164, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614782442992, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.5, | |
| 'symbol': 'GDX_030521C38.5', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.01, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802822285, | |
| 'vega': 0.0, | |
| 'volatility': 'NaN'}], | |
| '39.0': [{'ask': 0.01, | |
| 'askSize': 1, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X1', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '39 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 185, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805118275, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.0, | |
| 'symbol': 'GDX_030521C39', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614267998259, | |
| 'vega': 0.0, | |
| 'volatility': 'NaN'}], | |
| '39.5': [{'ask': 0.18, | |
| 'askSize': 39, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X39', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.052, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '39.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.025, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.09, | |
| 'markChange': 0.09, | |
| 'markPercentChange': 89900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 22, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192556, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.5, | |
| 'symbol': 'GDX_030521C39.5', | |
| 'theoreticalOptionValue': 0.09, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.085, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614351572461, | |
| 'vega': 0.003, | |
| 'volatility': 160.079}], | |
| '40.0': [{'ask': 0.02, | |
| 'askSize': 7, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X7', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.01, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '40 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.008, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 328, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614782003280, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.0, | |
| 'symbol': 'GDX_030521C40', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614013900828, | |
| 'vega': 0.001, | |
| 'volatility': 119.204}], | |
| '40.5': [{'ask': 0.05, | |
| 'askSize': 32, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X32', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.019, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '40.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.012, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 24900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 13, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199207, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.5, | |
| 'symbol': 'GDX_030521C40.5', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.032, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614014540966, | |
| 'vega': 0.001, | |
| 'volatility': 140.371}], | |
| '41.0': [{'ask': 0.01, | |
| 'askSize': 10, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X10', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '41 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 1886, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614804990217, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.0, | |
| 'symbol': 'GDX_030521C41', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614609773372, | |
| 'vega': 0.0, | |
| 'volatility': 'NaN'}], | |
| '41.5': [{'ask': 0.18, | |
| 'askSize': 71, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X71', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.046, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '41.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.019, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.69, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.09, | |
| 'markChange': 0.09, | |
| 'markPercentChange': 89900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.69, | |
| 'nonStandard': False, | |
| 'openInterest': 57, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 689900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805195033, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.5, | |
| 'symbol': 'GDX_030521C41.5', | |
| 'theoreticalOptionValue': 0.09, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.09, | |
| 'timeValue': 0.69, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612794601012, | |
| 'vega': 0.003, | |
| 'volatility': 186.319}], | |
| '42.0': [{'ask': 0.18, | |
| 'askSize': 39, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X39', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.045, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '42 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.09, | |
| 'markChange': 0.09, | |
| 'markPercentChange': 89900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 27, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805180420, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.0, | |
| 'symbol': 'GDX_030521C42', | |
| 'theoreticalOptionValue': 0.09, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.091, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614622507935, | |
| 'vega': 0.003, | |
| 'volatility': 192.558}], | |
| '42.5': [{'ask': 0.05, | |
| 'askSize': 23, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X23', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.017, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '42.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.01, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 24900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 7, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805195061, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.5, | |
| 'symbol': 'GDX_030521C42.5', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.034, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614021271367, | |
| 'vega': 0.001, | |
| 'volatility': 162.195}], | |
| '43.0': [{'ask': 0.18, | |
| 'askSize': 39, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X39', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.043, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '43 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.017, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.09, | |
| 'markChange': 0.09, | |
| 'markPercentChange': 89900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192556, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 43.0, | |
| 'symbol': 'GDX_030521C43', | |
| 'theoreticalOptionValue': 0.09, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.093, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613662749154, | |
| 'vega': 0.002, | |
| 'volatility': 204.691}], | |
| '45.0': [{'ask': 0.01, | |
| 'askSize': 1, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X1', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 'NaN', | |
| 'description': 'GDX Mar 5 2021 ' | |
| '45 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 'NaN', | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.06, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.0, | |
| 'markPercentChange': 4900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 59900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614781930176, | |
| 'rho': 'NaN', | |
| 'settlementType': ' ', | |
| 'strikePrice': 45.0, | |
| 'symbol': 'GDX_030521C45', | |
| 'theoreticalOptionValue': 'NaN', | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 'NaN', | |
| 'timeValue': 0.06, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1611778670391, | |
| 'vega': 0.0, | |
| 'volatility': 'NaN'}], | |
| '50.0': [{'ask': 0.03, | |
| 'askSize': 22, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X22', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 2, | |
| 'deliverableNote': '', | |
| 'delta': 0.008, | |
| 'description': 'GDX Mar 5 2021 ' | |
| '50 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1614978000000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.004, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1614992400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 14900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614782080241, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 50.0, | |
| 'symbol': 'GDX_030521C50', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612903354945, | |
| 'vega': 0.001, | |
| 'volatility': 218.776}]}, | |
| '2021-03-12:9': {'25.0': [{'ask': 6.45, | |
| 'askSize': 12, | |
| 'bid': 5.95, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 7.02, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '25 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 7.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.2, | |
| 'markChange': -0.82, | |
| 'markPercentChange': -11.72, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 1.24, | |
| 'nonStandard': False, | |
| 'openInterest': 17, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 17.62, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199507, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_031221C25', | |
| 'theoreticalOptionValue': 6.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': 0.85, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614711352917, | |
| 'vega': 0.0, | |
| 'volatility': 68.469}], | |
| '26.0': [{'ask': 5.45, | |
| 'askSize': 12, | |
| 'bid': 5.1, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 6.03, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '26 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.28, | |
| 'markChange': -0.76, | |
| 'markPercentChange': -12.58, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199403, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_031221C26', | |
| 'theoreticalOptionValue': 5.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': -0.07, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.0, | |
| 'volatility': 56.095}], | |
| '27.0': [{'ask': 5.2, | |
| 'askSize': 39, | |
| 'bid': 4.3, | |
| 'bidAskSize': '12X39', | |
| 'bidSize': 12, | |
| 'closePrice': 5.04, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.959, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '27 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.032, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 6.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.75, | |
| 'markChange': -0.29, | |
| 'markPercentChange': -5.83, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 1.16, | |
| 'nonStandard': False, | |
| 'openInterest': 30, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 22.91, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199759, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_031221C27', | |
| 'theoreticalOptionValue': 4.36, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 1.85, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614091208305, | |
| 'vega': 0.004, | |
| 'volatility': 53.275}], | |
| '27.5': [{'ask': 4.0, | |
| 'askSize': 37, | |
| 'bid': 3.85, | |
| 'bidAskSize': '12X37', | |
| 'bidSize': 12, | |
| 'closePrice': 4.55, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.94, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '27.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.03, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.9, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.93, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -13.72, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.65, | |
| 'nonStandard': False, | |
| 'openInterest': 37, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -14.27, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199970, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_031221C27.5', | |
| 'theoreticalOptionValue': 3.879, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614352560533, | |
| 'vega': 0.005, | |
| 'volatility': 50.744}], | |
| '28.0': [{'ask': 3.5, | |
| 'askSize': 13, | |
| 'bid': 3.35, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 4.06, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.927, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '28 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.048, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.43, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -15.63, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.14, | |
| 'nonStandard': False, | |
| 'openInterest': 30, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 3.47, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199236, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_031221C28', | |
| 'theoreticalOptionValue': 3.401, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.85, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614710613556, | |
| 'vega': 0.007, | |
| 'volatility': 48.151}], | |
| '28.5': [{'ask': 3.05, | |
| 'askSize': 39, | |
| 'bid': 2.83, | |
| 'bidAskSize': '36X39', | |
| 'bidSize': 36, | |
| 'closePrice': 3.59, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.899, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '28.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.071, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 2.94, | |
| 'markChange': -0.65, | |
| 'markPercentChange': -18.09, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.54, | |
| 'nonStandard': False, | |
| 'openInterest': 93, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.03, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199363, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.5, | |
| 'symbol': 'GDX_031221C28.5', | |
| 'theoreticalOptionValue': 2.941, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614358210479, | |
| 'vega': 0.009, | |
| 'volatility': 46.983}], | |
| '29.0': [{'ask': 2.55, | |
| 'askSize': 31, | |
| 'bid': 2.44, | |
| 'bidAskSize': '12X31', | |
| 'bidSize': 12, | |
| 'closePrice': 3.12, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.864, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '29 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.096, | |
| 'highPrice': 2.49, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.49, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 2.49, | |
| 'mark': 2.5, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -20.01, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.63, | |
| 'nonStandard': False, | |
| 'openInterest': 80, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.17, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199820, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_031221C29', | |
| 'theoreticalOptionValue': 2.485, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 0.14, | |
| 'totalVolume': 23, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614782324823, | |
| 'vega': 0.011, | |
| 'volatility': 44.782}], | |
| '29.5': [{'ask': 2.12, | |
| 'askSize': 31, | |
| 'bid': 2.02, | |
| 'bidAskSize': '12X31', | |
| 'bidSize': 12, | |
| 'closePrice': 2.67, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.81, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '29.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.123, | |
| 'highPrice': 2.14, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.14, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 1.61, | |
| 'mark': 2.07, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -22.45, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.53, | |
| 'nonStandard': False, | |
| 'openInterest': 13, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.82, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199790, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_031221C29.5', | |
| 'theoreticalOptionValue': 2.064, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.029, | |
| 'timeValue': 0.29, | |
| 'totalVolume': 72, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614787674877, | |
| 'vega': 0.014, | |
| 'volatility': 43.9}], | |
| '30.0': [{'ask': 1.73, | |
| 'askSize': 31, | |
| 'bid': 1.64, | |
| 'bidAskSize': '17X31', | |
| 'bidSize': 17, | |
| 'closePrice': 2.24, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.746, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '30 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.15, | |
| 'highPrice': 1.78, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.71, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 1.33, | |
| 'mark': 1.69, | |
| 'markChange': -0.56, | |
| 'markPercentChange': -24.91, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.53, | |
| 'nonStandard': False, | |
| 'openInterest': 173, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -23.8, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199756, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_031221C30', | |
| 'theoreticalOptionValue': 1.663, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.033, | |
| 'timeValue': 0.36, | |
| 'totalVolume': 65, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804694939, | |
| 'vega': 0.016, | |
| 'volatility': 42.442}], | |
| '30.5': [{'ask': 1.37, | |
| 'askSize': 43, | |
| 'bid': 1.29, | |
| 'bidAskSize': '12X43', | |
| 'bidSize': 12, | |
| 'closePrice': 1.84, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.666, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '30.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.174, | |
| 'highPrice': 1.47, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.36, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 1.05, | |
| 'mark': 1.33, | |
| 'markChange': -0.51, | |
| 'markPercentChange': -27.67, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.48, | |
| 'nonStandard': False, | |
| 'openInterest': 98, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -26.03, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199780, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_031221C30.5', | |
| 'theoreticalOptionValue': 1.302, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.037, | |
| 'timeValue': 0.51, | |
| 'totalVolume': 287, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804495038, | |
| 'vega': 0.019, | |
| 'volatility': 41.346}], | |
| '31.0': [{'ask': 1.05, | |
| 'askSize': 25, | |
| 'bid': 0.98, | |
| 'bidAskSize': '82X25', | |
| 'bidSize': 82, | |
| 'closePrice': 1.48, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.573, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '31 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.183, | |
| 'highPrice': 1.21, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.04, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.73, | |
| 'mark': 1.02, | |
| 'markChange': -0.47, | |
| 'markPercentChange': -31.58, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.44, | |
| 'nonStandard': False, | |
| 'openInterest': 298, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -29.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199996, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_031221C31', | |
| 'theoreticalOptionValue': 1.021, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.042, | |
| 'timeValue': 0.69, | |
| 'totalVolume': 628, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804495038, | |
| 'vega': 0.02, | |
| 'volatility': 42.183}], | |
| '31.5': [{'ask': 0.79, | |
| 'askSize': 40, | |
| 'bid': 0.73, | |
| 'bidAskSize': '33X40', | |
| 'bidSize': 33, | |
| 'closePrice': 1.14, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.479, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '31.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.188, | |
| 'highPrice': 0.9, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.76, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.55, | |
| 'mark': 0.76, | |
| 'markChange': -0.38, | |
| 'markPercentChange': -33.5, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.38, | |
| 'nonStandard': False, | |
| 'openInterest': 383, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -33.5, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199713, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_031221C31.5', | |
| 'theoreticalOptionValue': 0.76, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.042, | |
| 'timeValue': 0.76, | |
| 'totalVolume': 1122, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805199200, | |
| 'vega': 0.02, | |
| 'volatility': 41.625}], | |
| '32.0': [{'ask': 0.58, | |
| 'askSize': 47, | |
| 'bid': 0.52, | |
| 'bidAskSize': '92X47', | |
| 'bidSize': 92, | |
| 'closePrice': 0.88, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.386, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '32 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.182, | |
| 'highPrice': 0.66, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.57, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.39, | |
| 'mark': 0.55, | |
| 'markChange': -0.33, | |
| 'markPercentChange': -37.5, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.31, | |
| 'nonStandard': False, | |
| 'openInterest': 1105, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -35.23, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199873, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_031221C32', | |
| 'theoreticalOptionValue': 0.55, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.04, | |
| 'timeValue': 0.57, | |
| 'totalVolume': 596, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805178801, | |
| 'vega': 0.02, | |
| 'volatility': 41.289}], | |
| '32.5': [{'ask': 0.41, | |
| 'askSize': 28, | |
| 'bid': 0.37, | |
| 'bidAskSize': '90X28', | |
| 'bidSize': 90, | |
| 'closePrice': 0.64, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.302, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '32.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.166, | |
| 'highPrice': 0.51, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.41, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.27, | |
| 'mark': 0.39, | |
| 'markChange': -0.25, | |
| 'markPercentChange': -39.53, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.23, | |
| 'nonStandard': False, | |
| 'openInterest': 727, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -36.43, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199645, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_031221C32.5', | |
| 'theoreticalOptionValue': 0.39, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.037, | |
| 'timeValue': 0.41, | |
| 'totalVolume': 1434, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804987196, | |
| 'vega': 0.018, | |
| 'volatility': 41.272}], | |
| '33.0': [{'ask': 0.29, | |
| 'askSize': 98, | |
| 'bid': 0.25, | |
| 'bidAskSize': '116X98', | |
| 'bidSize': 116, | |
| 'closePrice': 0.46, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.228, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '33 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.143, | |
| 'highPrice': 0.37, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.27, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.18, | |
| 'mark': 0.27, | |
| 'markChange': -0.19, | |
| 'markPercentChange': -41.3, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.19, | |
| 'nonStandard': False, | |
| 'openInterest': 868, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -41.3, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199280, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_031221C33', | |
| 'theoreticalOptionValue': 0.27, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.032, | |
| 'timeValue': 0.27, | |
| 'totalVolume': 1411, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804065033, | |
| 'vega': 0.015, | |
| 'volatility': 41.352}], | |
| '33.5': [{'ask': 0.2, | |
| 'askSize': 119, | |
| 'bid': 0.17, | |
| 'bidAskSize': '118X119', | |
| 'bidSize': 118, | |
| 'closePrice': 0.32, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.168, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '33.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.118, | |
| 'highPrice': 0.25, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.17, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.13, | |
| 'mark': 0.19, | |
| 'markChange': -0.13, | |
| 'markPercentChange': -42.19, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.15, | |
| 'nonStandard': False, | |
| 'openInterest': 2644, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -46.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199304, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_031221C33.5', | |
| 'theoreticalOptionValue': 0.185, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.027, | |
| 'timeValue': 0.17, | |
| 'totalVolume': 279, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803092183, | |
| 'vega': 0.013, | |
| 'volatility': 41.674}], | |
| '34.0': [{'ask': 0.13, | |
| 'askSize': 1, | |
| 'bid': 0.11, | |
| 'bidAskSize': '158X1', | |
| 'bidSize': 158, | |
| 'closePrice': 0.22, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.119, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '34 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.093, | |
| 'highPrice': 0.16, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.16, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.09, | |
| 'mark': 0.12, | |
| 'markChange': -0.1, | |
| 'markPercentChange': -46.67, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 2029, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -28.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199203, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_031221C34', | |
| 'theoreticalOptionValue': 0.12, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.16, | |
| 'totalVolume': 580, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614799497836, | |
| 'vega': 0.01, | |
| 'volatility': 41.582}], | |
| '34.5': [{'ask': 0.1, | |
| 'askSize': 24, | |
| 'bid': 0.07, | |
| 'bidAskSize': '62X24', | |
| 'bidSize': 62, | |
| 'closePrice': 0.15, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.087, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '34.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.073, | |
| 'highPrice': 0.12, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.06, | |
| 'mark': 0.09, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -43.33, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 303, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199617, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_031221C34.5', | |
| 'theoreticalOptionValue': 0.085, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 107, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797741126, | |
| 'vega': 0.008, | |
| 'volatility': 42.71}], | |
| '35.0': [{'ask': 0.07, | |
| 'askSize': 29, | |
| 'bid': 0.05, | |
| 'bidAskSize': '1X29', | |
| 'bidSize': 1, | |
| 'closePrice': 0.1, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.063, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '35 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.056, | |
| 'highPrice': 0.07, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.04, | |
| 'mark': 0.06, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -42.86, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 1146, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -52.38, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199256, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_031221C35', | |
| 'theoreticalOptionValue': 0.06, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 199, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802024206, | |
| 'vega': 0.006, | |
| 'volatility': 43.775}], | |
| '35.5': [{'ask': 0.05, | |
| 'askSize': 13, | |
| 'bid': 0.01, | |
| 'bidAskSize': '185X13', | |
| 'bidSize': 185, | |
| 'closePrice': 0.07, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.036, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '35.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.037, | |
| 'highPrice': 0.04, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.03, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.03, | |
| 'mark': 0.03, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -57.14, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 322, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -57.14, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_031221C35.5', | |
| 'theoreticalOptionValue': 0.03, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.03, | |
| 'totalVolume': 14, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614796467307, | |
| 'vega': 0.004, | |
| 'volatility': 42.054}], | |
| '36.0': [{'ask': 0.03, | |
| 'askSize': 75, | |
| 'bid': 0.02, | |
| 'bidAskSize': '20X75', | |
| 'bidSize': 20, | |
| 'closePrice': 0.05, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.029, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '36 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.029, | |
| 'highPrice': 0.04, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.03, | |
| 'markChange': -0.02, | |
| 'markPercentChange': -44.44, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 345, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -55.56, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199218, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_031221C36', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 16, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786588213, | |
| 'vega': 0.003, | |
| 'volatility': 44.445}], | |
| '36.5': [{'ask': 0.03, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.03, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.019, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '36.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.02, | |
| 'highPrice': 0.01, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.02, | |
| 'markChange': -0.01, | |
| 'markPercentChange': -50.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 156, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -66.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178687, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.5, | |
| 'symbol': 'GDX_031221C36.5', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 17, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614788446282, | |
| 'vega': 0.002, | |
| 'volatility': 44.424}], | |
| '37.0': [{'ask': 0.03, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.02, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.017, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '37 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': -0.01, | |
| 'markPercentChange': -39.52, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 239, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 48.39, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178688, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_031221C37', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614623759373, | |
| 'vega': 0.002, | |
| 'volatility': 47.734}], | |
| '37.5': [{'ask': 0.03, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.02, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.017, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '37.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.016, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.0, | |
| 'markPercentChange': -23.86, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 64, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1.52, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178687, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.5, | |
| 'symbol': 'GDX_031221C37.5', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614700910574, | |
| 'vega': 0.002, | |
| 'volatility': 50.966}], | |
| '38.0': [{'ask': 0.05, | |
| 'askSize': 10, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X10', | |
| 'bidSize': 0, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.023, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '38 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 72.41, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 148, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 119.31, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199223, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.0, | |
| 'symbol': 'GDX_031221C38', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614615148213, | |
| 'vega': 0.003, | |
| 'volatility': 58.3}], | |
| '38.5': [{'ask': 0.04, | |
| 'askSize': 30, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X30', | |
| 'bidSize': 0, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.019, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '38.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.015, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 115.05, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 510, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 197.85, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.5, | |
| 'symbol': 'GDX_031221C38.5', | |
| 'theoreticalOptionValue': 0.02, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614613349763, | |
| 'vega': 0.002, | |
| 'volatility': 59.569}], | |
| '39.0': [{'ask': 0.06, | |
| 'askSize': 36, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X36', | |
| 'bidSize': 0, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.024, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '39 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.017, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 417.24, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 124, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 244.83, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199373, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.0, | |
| 'symbol': 'GDX_031221C39', | |
| 'theoreticalOptionValue': 0.03, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614714623932, | |
| 'vega': 0.003, | |
| 'volatility': 66.572}], | |
| '39.5': [{'ask': 0.05, | |
| 'askSize': 44, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X44', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.02, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '39.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.014, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 614.29, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 181, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 557.14, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199316, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.5, | |
| 'symbol': 'GDX_031221C39.5', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614617390775, | |
| 'vega': 0.003, | |
| 'volatility': 67.882}], | |
| '40.0': [{'ask': 0.05, | |
| 'askSize': 120, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X120', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.02, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '40 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.013, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 1090.48, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 282, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 376.19, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199311, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.0, | |
| 'symbol': 'GDX_031221C40', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614366014327, | |
| 'vega': 0.002, | |
| 'volatility': 70.946}], | |
| '40.5': [{'ask': 0.05, | |
| 'askSize': 54, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X54', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.019, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '40.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.012, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 1983.33, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 105, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1566.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199318, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.5, | |
| 'symbol': 'GDX_031221C40.5', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614623498619, | |
| 'vega': 0.002, | |
| 'volatility': 73.951}], | |
| '41.0': [{'ask': 0.05, | |
| 'askSize': 300, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X300', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.018, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '41 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.011, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 3471.43, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 324, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 2842.86, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199318, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.0, | |
| 'symbol': 'GDX_031221C41', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614356209132, | |
| 'vega': 0.002, | |
| 'volatility': 76.899}], | |
| '42.0': [{'ask': 0.17, | |
| 'askSize': 42, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X42', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.043, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '42 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.09, | |
| 'markChange': 0.08, | |
| 'markPercentChange': 42400.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178693, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.0, | |
| 'symbol': 'GDX_031221C42', | |
| 'theoreticalOptionValue': 0.085, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 0.09, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.005, | |
| 'volatility': 100.366}], | |
| '42.5': [{'ask': 0.06, | |
| 'askSize': 36, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X36', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.019, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '42.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.01, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.03, | |
| 'markPercentChange': 29900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805176427, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.5, | |
| 'symbol': 'GDX_031221C42.5', | |
| 'theoreticalOptionValue': 0.03, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.03, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.002, | |
| 'volatility': 87.647}], | |
| '45.0': [{'ask': 0.05, | |
| 'askSize': 31, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X31', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.015, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '45 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.007, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.09, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.03, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 24900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.09, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 89900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199697, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 45.0, | |
| 'symbol': 'GDX_031221C45', | |
| 'theoreticalOptionValue': 0.025, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.09, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612794609071, | |
| 'vega': 0.002, | |
| 'volatility': 98.713}], | |
| '50.0': [{'ask': 0.03, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 9, | |
| 'deliverableNote': '', | |
| 'delta': 0.008, | |
| 'description': 'GDX Mar 12 2021 ' | |
| '50 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1615582800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.004, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1615597200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 14900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805188494, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 50.0, | |
| 'symbol': 'GDX_031221C50', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.001, | |
| 'volatility': 115.177}]}, | |
| '2021-03-19:16': {'17.0': [{'ask': 15.85, | |
| 'askSize': 36, | |
| 'bid': 12.75, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 15.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.99, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 17 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.003, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 19.85, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 14.3, | |
| 'markChange': -0.7, | |
| 'markPercentChange': -4.66, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 4.85, | |
| 'nonStandard': False, | |
| 'openInterest': 12, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 32.34, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805191645, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 17.0, | |
| 'symbol': 'GDX_031921C17', | |
| 'theoreticalOptionValue': 14.364, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.006, | |
| 'timeValue': 5.5, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1610118314243, | |
| 'vega': 0.002, | |
| 'volatility': 129.437}], | |
| '18.0': [{'ask': 14.95, | |
| 'askSize': 36, | |
| 'bid': 12.0, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 14.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 18 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 16.78, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 13.48, | |
| 'markChange': -0.52, | |
| 'markPercentChange': -3.74, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 3.85, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 27.52, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199705, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 18.0, | |
| 'symbol': 'GDX_031921C18', | |
| 'theoreticalOptionValue': 13.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': 3.43, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1610740811375, | |
| 'vega': 0.0, | |
| 'volatility': 108.238}], | |
| '19.0': [{'ask': 14.85, | |
| 'askSize': 36, | |
| 'bid': 10.0, | |
| 'bidAskSize': '37X36', | |
| 'bidSize': 37, | |
| 'closePrice': 13.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 19 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 19.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 12.43, | |
| 'markChange': -0.57, | |
| 'markPercentChange': -4.42, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 6.0, | |
| 'nonStandard': False, | |
| 'openInterest': 5, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 46.16, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192997, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 19.0, | |
| 'symbol': 'GDX_031921C19', | |
| 'theoreticalOptionValue': 12.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': 6.65, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1610030587829, | |
| 'vega': 0.0, | |
| 'volatility': 98.579}], | |
| '20.0': [{'ask': 12.8, | |
| 'askSize': 36, | |
| 'bid': 10.0, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 12.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 1.0, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 20 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.0, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 10.95, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 11.4, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -5.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -1.05, | |
| 'nonStandard': False, | |
| 'openInterest': 308, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.75, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805191645, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 20.0, | |
| 'symbol': 'GDX_031921C20', | |
| 'theoreticalOptionValue': 11.35, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': 0.0, | |
| 'timeValue': -0.4, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614353200914, | |
| 'vega': 0.0, | |
| 'volatility': 78.855}], | |
| '24.0': [{'ask': 7.45, | |
| 'askSize': 12, | |
| 'bid': 7.0, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 8.02, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.981, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 24 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.011, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 9.6, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 7.23, | |
| 'markChange': -0.79, | |
| 'markPercentChange': -9.9, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 1.58, | |
| 'nonStandard': False, | |
| 'openInterest': 94, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19.72, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199507, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 24.0, | |
| 'symbol': 'GDX_031921C24', | |
| 'theoreticalOptionValue': 7.365, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 2.25, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614189823675, | |
| 'vega': 0.003, | |
| 'volatility': 62.085}], | |
| '25.0': [{'ask': 6.5, | |
| 'askSize': 36, | |
| 'bid': 6.3, | |
| 'bidAskSize': '12X36', | |
| 'bidSize': 12, | |
| 'closePrice': 7.03, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.975, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 25 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.015, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 7.15, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.4, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -8.94, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 254, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805177606, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_031921C25', | |
| 'theoreticalOptionValue': 6.37, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.8, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614710202733, | |
| 'vega': 0.004, | |
| 'volatility': 55.184}], | |
| '26.0': [{'ask': 5.5, | |
| 'askSize': 36, | |
| 'bid': 4.9, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 6.05, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.956, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 26 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.026, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 5.3, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.2, | |
| 'markChange': -0.85, | |
| 'markPercentChange': -14.1, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.75, | |
| 'nonStandard': False, | |
| 'openInterest': 172, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -12.45, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199453, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_031921C26', | |
| 'theoreticalOptionValue': 5.4, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': -0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614353662468, | |
| 'vega': 0.006, | |
| 'volatility': 52.686}], | |
| '26.5': [{'ask': 5.0, | |
| 'askSize': 13, | |
| 'bid': 4.85, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 5.57, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.946, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 26.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.032, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.93, | |
| 'markChange': -0.64, | |
| 'markPercentChange': -11.52, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199153, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.5, | |
| 'symbol': 'GDX_031921C26.5', | |
| 'theoreticalOptionValue': 4.915, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.007, | |
| 'volatility': 50.423}], | |
| '27.0': [{'ask': 4.55, | |
| 'askSize': 37, | |
| 'bid': 4.4, | |
| 'bidAskSize': '12X37', | |
| 'bidSize': 12, | |
| 'closePrice': 5.08, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.928, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 27 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.041, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.69, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.47, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -11.88, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.39, | |
| 'nonStandard': False, | |
| 'openInterest': 138, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -7.65, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199970, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_031921C27', | |
| 'theoreticalOptionValue': 4.445, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.34, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614611075466, | |
| 'vega': 0.009, | |
| 'volatility': 49.414}], | |
| '27.5': [{'ask': 4.1, | |
| 'askSize': 36, | |
| 'bid': 3.9, | |
| 'bidAskSize': '17X36', | |
| 'bidSize': 17, | |
| 'closePrice': 4.61, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.907, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 27.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.052, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.35, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.0, | |
| 'markChange': -0.61, | |
| 'markPercentChange': -13.2, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.71, | |
| 'nonStandard': False, | |
| 'openInterest': 6, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 15.33, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199759, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_031921C27.5', | |
| 'theoreticalOptionValue': 3.98, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.5, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614609052588, | |
| 'vega': 0.011, | |
| 'volatility': 47.995}], | |
| '28.0': [{'ask': 3.6, | |
| 'askSize': 36, | |
| 'bid': 3.45, | |
| 'bidAskSize': '53X36', | |
| 'bidSize': 53, | |
| 'closePrice': 4.14, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.881, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 28 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.064, | |
| 'highPrice': 3.8, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.8, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 3.6, | |
| 'mark': 3.53, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -14.92, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.34, | |
| 'nonStandard': False, | |
| 'openInterest': 667, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.28, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199931, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_031921C28', | |
| 'theoreticalOptionValue': 3.525, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.45, | |
| 'totalVolume': 4, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797691314, | |
| 'vega': 0.013, | |
| 'volatility': 46.565}], | |
| '28.5': [{'ask': 3.15, | |
| 'askSize': 43, | |
| 'bid': 3.05, | |
| 'bidAskSize': '18X43', | |
| 'bidSize': 18, | |
| 'closePrice': 3.69, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.849, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 28.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.077, | |
| 'highPrice': 3.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 2.7, | |
| 'mark': 3.1, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -16.06, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.69, | |
| 'nonStandard': False, | |
| 'openInterest': 25, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.76, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199994, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.5, | |
| 'symbol': 'GDX_031921C28.5', | |
| 'theoreticalOptionValue': 3.08, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 42, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614787386830, | |
| 'vega': 0.016, | |
| 'volatility': 44.964}], | |
| '29.0': [{'ask': 2.71, | |
| 'askSize': 31, | |
| 'bid': 2.6, | |
| 'bidAskSize': '12X31', | |
| 'bidSize': 12, | |
| 'closePrice': 3.26, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.809, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 29 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.091, | |
| 'highPrice': 2.55, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.55, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 2.55, | |
| 'mark': 2.66, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -18.5, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.71, | |
| 'nonStandard': False, | |
| 'openInterest': 354, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -21.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199790, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_031921C29', | |
| 'theoreticalOptionValue': 2.655, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 2, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614787218835, | |
| 'vega': 0.018, | |
| 'volatility': 43.644}], | |
| '29.5': [{'ask': 2.33, | |
| 'askSize': 21, | |
| 'bid': 2.21, | |
| 'bidAskSize': '13X21', | |
| 'bidSize': 13, | |
| 'closePrice': 2.84, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.756, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 29.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.107, | |
| 'highPrice': 2.29, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 1.95, | |
| 'mark': 2.27, | |
| 'markChange': -0.57, | |
| 'markPercentChange': -20.01, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.79, | |
| 'nonStandard': False, | |
| 'openInterest': 50, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -27.76, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199790, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_031921C29.5', | |
| 'theoreticalOptionValue': 2.275, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.027, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 11, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786910745, | |
| 'vega': 0.021, | |
| 'volatility': 43.53}], | |
| '30.0': [{'ask': 1.96, | |
| 'askSize': 43, | |
| 'bid': 1.88, | |
| 'bidAskSize': '12X43', | |
| 'bidSize': 12, | |
| 'closePrice': 2.45, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.7, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 30 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.122, | |
| 'highPrice': 2.08, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.95, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 1.59, | |
| 'mark': 1.92, | |
| 'markChange': -0.53, | |
| 'markPercentChange': -21.71, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.5, | |
| 'nonStandard': False, | |
| 'openInterest': 2189, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.49, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199873, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_031921C30', | |
| 'theoreticalOptionValue': 1.905, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.029, | |
| 'timeValue': 0.6, | |
| 'totalVolume': 474, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804480413, | |
| 'vega': 0.023, | |
| 'volatility': 42.573}], | |
| '30.5': [{'ask': 1.64, | |
| 'askSize': 31, | |
| 'bid': 1.56, | |
| 'bidAskSize': '24X31', | |
| 'bidSize': 24, | |
| 'closePrice': 2.09, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.635, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 30.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.133, | |
| 'highPrice': 1.77, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.77, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 1.29, | |
| 'mark': 1.6, | |
| 'markChange': -0.49, | |
| 'markPercentChange': -23.54, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.32, | |
| 'nonStandard': False, | |
| 'openInterest': 583, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.41, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199491, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_031921C30.5', | |
| 'theoreticalOptionValue': 1.575, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.031, | |
| 'timeValue': 0.92, | |
| 'totalVolume': 284, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614796920959, | |
| 'vega': 0.025, | |
| 'volatility': 42.05}], | |
| '31.0': [{'ask': 1.35, | |
| 'askSize': 34, | |
| 'bid': 1.27, | |
| 'bidAskSize': '36X34', | |
| 'bidSize': 36, | |
| 'closePrice': 1.77, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.565, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 31 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.138, | |
| 'highPrice': 1.51, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.31, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 1.04, | |
| 'mark': 1.31, | |
| 'markChange': -0.46, | |
| 'markPercentChange': -25.88, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.46, | |
| 'nonStandard': False, | |
| 'openInterest': 1644, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -25.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199591, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_031921C31', | |
| 'theoreticalOptionValue': 1.31, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.033, | |
| 'timeValue': 0.96, | |
| 'totalVolume': 348, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805111105, | |
| 'vega': 0.026, | |
| 'volatility': 42.722}], | |
| '31.5': [{'ask': 1.08, | |
| 'askSize': 28, | |
| 'bid': 1.03, | |
| 'bidAskSize': '12X28', | |
| 'bidSize': 12, | |
| 'closePrice': 1.46, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.495, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 31.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.14, | |
| 'highPrice': 1.25, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.94, | |
| 'mark': 1.06, | |
| 'markChange': -0.41, | |
| 'markPercentChange': -27.85, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 22318, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -28.2, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199277, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_031921C31.5', | |
| 'theoreticalOptionValue': 1.055, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.034, | |
| 'timeValue': 1.05, | |
| 'totalVolume': 1484, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805127166, | |
| 'vega': 0.027, | |
| 'volatility': 42.41}], | |
| '32.0': [{'ask': 0.87, | |
| 'askSize': 47, | |
| 'bid': 0.81, | |
| 'bidAskSize': '152X47', | |
| 'bidSize': 152, | |
| 'closePrice': 1.2, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.426, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 32 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.138, | |
| 'highPrice': 1.03, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.83, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.67, | |
| 'mark': 0.84, | |
| 'markChange': -0.36, | |
| 'markPercentChange': -29.71, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.37, | |
| 'nonStandard': False, | |
| 'openInterest': 6989, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -30.54, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199986, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_031921C32', | |
| 'theoreticalOptionValue': 0.84, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.033, | |
| 'timeValue': 0.83, | |
| 'totalVolume': 4941, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805135172, | |
| 'vega': 0.026, | |
| 'volatility': 42.309}], | |
| '32.5': [{'ask': 0.69, | |
| 'askSize': 36, | |
| 'bid': 0.63, | |
| 'bidAskSize': '50X36', | |
| 'bidSize': 50, | |
| 'closePrice': 0.96, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.36, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 32.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.132, | |
| 'highPrice': 0.93, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.66, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.51, | |
| 'mark': 0.66, | |
| 'markChange': -0.3, | |
| 'markPercentChange': -31.25, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.3, | |
| 'nonStandard': False, | |
| 'openInterest': 2271, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -31.25, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199884, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_031921C32.5', | |
| 'theoreticalOptionValue': 0.66, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.031, | |
| 'timeValue': 0.66, | |
| 'totalVolume': 824, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805143259, | |
| 'vega': 0.025, | |
| 'volatility': 42.277}], | |
| '33.0': [{'ask': 0.54, | |
| 'askSize': 37, | |
| 'bid': 0.48, | |
| 'bidAskSize': '161X37', | |
| 'bidSize': 161, | |
| 'closePrice': 0.76, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.298, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 33 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.123, | |
| 'highPrice': 0.74, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.52, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.28, | |
| 'mark': 0.51, | |
| 'markChange': -0.25, | |
| 'markPercentChange': -32.89, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.24, | |
| 'nonStandard': False, | |
| 'openInterest': 5624, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -31.58, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199630, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_031921C33', | |
| 'theoreticalOptionValue': 0.51, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.029, | |
| 'timeValue': 0.52, | |
| 'totalVolume': 2860, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805088061, | |
| 'vega': 0.023, | |
| 'volatility': 42.211}], | |
| '33.5': [{'ask': 0.41, | |
| 'askSize': 36, | |
| 'bid': 0.37, | |
| 'bidAskSize': '85X36', | |
| 'bidSize': 85, | |
| 'closePrice': 0.6, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.243, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 33.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.111, | |
| 'highPrice': 0.5, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.42, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.35, | |
| 'mark': 0.39, | |
| 'markChange': -0.21, | |
| 'markPercentChange': -35.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.18, | |
| 'nonStandard': False, | |
| 'openInterest': 1279, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -30.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199783, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_031921C33.5', | |
| 'theoreticalOptionValue': 0.39, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.026, | |
| 'timeValue': 0.42, | |
| 'totalVolume': 392, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804568111, | |
| 'vega': 0.021, | |
| 'volatility': 42.245}], | |
| '34.0': [{'ask': 0.32, | |
| 'askSize': 49, | |
| 'bid': 0.29, | |
| 'bidAskSize': '42X49', | |
| 'bidSize': 42, | |
| 'closePrice': 0.47, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.199, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 34 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.097, | |
| 'highPrice': 0.4, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.3, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.23, | |
| 'mark': 0.31, | |
| 'markChange': -0.17, | |
| 'markPercentChange': -35.79, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 20884, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -36.84, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199208, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_031921C34', | |
| 'theoreticalOptionValue': 0.305, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 0.3, | |
| 'totalVolume': 3193, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805122772, | |
| 'vega': 0.019, | |
| 'volatility': 42.867}], | |
| '34.5': [{'ask': 0.25, | |
| 'askSize': 27, | |
| 'bid': 0.21, | |
| 'bidAskSize': '18X27', | |
| 'bidSize': 18, | |
| 'closePrice': 0.35, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.158, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 34.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.084, | |
| 'highPrice': 0.3, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.23, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.18, | |
| 'mark': 0.23, | |
| 'markChange': -0.12, | |
| 'markPercentChange': -35.21, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 3267, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -35.21, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199363, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_031921C34.5', | |
| 'theoreticalOptionValue': 0.23, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.23, | |
| 'totalVolume': 127, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614800877424, | |
| 'vega': 0.016, | |
| 'volatility': 43.018}], | |
| '35.0': [{'ask': 0.19, | |
| 'askSize': 65, | |
| 'bid': 0.17, | |
| 'bidAskSize': '60X65', | |
| 'bidSize': 60, | |
| 'closePrice': 0.26, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.128, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 35 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.071, | |
| 'highPrice': 0.22, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.19, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.13, | |
| 'mark': 0.18, | |
| 'markChange': -0.08, | |
| 'markPercentChange': -32.08, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 41731, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -28.3, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199057, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_031921C35', | |
| 'theoreticalOptionValue': 0.18, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.19, | |
| 'totalVolume': 3543, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805178547, | |
| 'vega': 0.014, | |
| 'volatility': 43.777}], | |
| '35.5': [{'ask': 0.15, | |
| 'askSize': 34, | |
| 'bid': 0.12, | |
| 'bidAskSize': '12X34', | |
| 'bidSize': 12, | |
| 'closePrice': 0.2, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.1, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 35.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.06, | |
| 'highPrice': 0.17, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.14, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.1, | |
| 'mark': 0.14, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -34.15, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 605, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -31.71, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199259, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_031921C35.5', | |
| 'theoreticalOptionValue': 0.135, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.14, | |
| 'totalVolume': 240, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614800776371, | |
| 'vega': 0.012, | |
| 'volatility': 44.038}], | |
| '36.0': [{'ask': 0.12, | |
| 'askSize': 45, | |
| 'bid': 0.09, | |
| 'bidAskSize': '45X45', | |
| 'bidSize': 45, | |
| 'closePrice': 0.16, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.08, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 36 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.13, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.08, | |
| 'mark': 0.11, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -34.37, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 33968, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -25.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178713, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_031921C36', | |
| 'theoreticalOptionValue': 0.105, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 907, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805047754, | |
| 'vega': 0.01, | |
| 'volatility': 44.753}], | |
| '36.5': [{'ask': 0.1, | |
| 'askSize': 29, | |
| 'bid': 0.06, | |
| 'bidAskSize': '7X29', | |
| 'bidSize': 7, | |
| 'closePrice': 0.12, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.063, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 36.5 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.041, | |
| 'highPrice': 0.11, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.11, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.07, | |
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| 'markChange': -0.04, | |
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| 'netChange': -0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 1611, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.33, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199986, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
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| 'symbol': 'GDX_031921C36.5', | |
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| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.11, | |
| 'totalVolume': 18, | |
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| 'volatility': 45.254}], | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 37 Call', | |
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| 'netChange': -0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 26077, | |
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| 'putCall': 'CALL', | |
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| 'theoreticalVolatility': 29.0, | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 37.5 Call', | |
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| 'nonStandard': False, | |
| 'openInterest': 333, | |
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| 'putCall': 'CALL', | |
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| '38.0': [{'ask': 0.04, | |
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| 'description': 'GDX Mar 19 ' | |
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| 'lastTradingDay': 1616198400000, | |
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| 'netChange': -0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 50469, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': -27.54, | |
| 'putCall': 'CALL', | |
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| 'theoreticalVolatility': 29.0, | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 38.5 Call', | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 220, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 24.44, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805185788, | |
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| 'symbol': 'GDX_031921C38.5', | |
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| '39.0': [{'ask': 0.04, | |
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| 'delta': 0.024, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 39 Call', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'netChange': -0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 15138, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': -42.86, | |
| 'putCall': 'CALL', | |
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| 'description': 'GDX Mar 19 ' | |
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| 'nonStandard': False, | |
| 'openInterest': 59894, | |
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| 'putCall': 'CALL', | |
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| 'description': 'GDX Mar 19 ' | |
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| 'percentChange': 53.06, | |
| 'putCall': 'CALL', | |
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| 'description': 'GDX Mar 19 ' | |
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| 'openInterest': 7304, | |
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| 'putCall': 'CALL', | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 12478, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1328.57, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192679, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 47.0, | |
| 'symbol': 'GDX_031921C47', | |
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| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.004, | |
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| 'totalVolume': 10, | |
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| '48.0': [{'ask': 0.04, | |
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| 'delta': 0.011, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 48 Call', | |
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| 'nonStandard': False, | |
| 'openInterest': 18480, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 3233.33, | |
| 'putCall': 'CALL', | |
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| 'settlementType': ' ', | |
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| '49.0': [{'ask': 0.02, | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 49 Call', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'nonStandard': False, | |
| 'openInterest': 6338, | |
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| 'percentChange': 9950.0, | |
| 'putCall': 'CALL', | |
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| 'rho': 0.0, | |
| 'settlementType': ' ', | |
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| 'symbol': 'GDX_031921C49', | |
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| '50.0': [{'ask': 0.01, | |
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| 'delta': 0.003, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 50 Call', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 29265, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614781930179, | |
| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C50', | |
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| '51.0': [{'ask': 0.03, | |
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| 'delta': 0.008, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 51 Call', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'markPercentChange': 14900.0, | |
| 'mini': False, | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 639, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199251, | |
| 'rho': 0.0, | |
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| 'strikePrice': 51.0, | |
| 'symbol': 'GDX_031921C51', | |
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| 'theoreticalVolatility': 29.0, | |
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| 'vega': 0.001, | |
| 'volatility': 90.809}], | |
| '52.0': [{'ask': 0.02, | |
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| 'deliverableNote': '', | |
| 'delta': 0.006, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 52 Call', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 30314, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
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| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C52', | |
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| 'theoreticalVolatility': 29.0, | |
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| 'volatility': 89.849}], | |
| '53.0': [{'ask': 0.03, | |
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| 'delta': 0.007, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 53 Call', | |
| 'exchangeName': 'OPR', | |
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| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
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| 'mini': False, | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 791, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199679, | |
| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C53', | |
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| 'volatility': 96.94}], | |
| '54.0': [{'ask': 0.01, | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 54 Call', | |
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| 'nonStandard': False, | |
| 'openInterest': 2436, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 39900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614791725781, | |
| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C54', | |
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| 'theoreticalVolatility': 29.0, | |
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| '55.0': [{'ask': 0.01, | |
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| 'deliverableNote': '', | |
| 'delta': 0.003, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 55 Call', | |
| 'exchangeName': 'OPR', | |
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| 'lastTradingDay': 1616198400000, | |
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| 'mini': False, | |
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| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 8232, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805120773, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 55.0, | |
| 'symbol': 'GDX_031921C55', | |
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| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.002, | |
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| 'tradeTimeInLong': 1614180530857, | |
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| 'volatility': 91.972}], | |
| '56.0': [{'ask': 0.03, | |
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| 'deliverableNote': '', | |
| 'delta': 0.007, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 56 Call', | |
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| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
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| 'netChange': 0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 518, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 79900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199630, | |
| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C56', | |
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| '57.0': [{'ask': 0.02, | |
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| 'deliverableNote': '', | |
| 'delta': 0.005, | |
| 'description': 'GDX Mar 19 ' | |
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| 'netChange': 0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 521, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 39900.0, | |
| 'putCall': 'CALL', | |
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| 'symbol': 'GDX_031921C57', | |
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| '58.0': [{'ask': 0.02, | |
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| 'deliverableNote': '', | |
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| 'description': 'GDX Mar 19 ' | |
| '2021 58 Call', | |
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| 'nonStandard': False, | |
| 'openInterest': 380, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
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| '59.0': [{'ask': 0.02, | |
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| 'deliverableNote': '', | |
| 'delta': 0.005, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 59 Call', | |
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| 'expirationDate': 1616184000000, | |
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| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
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| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
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| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 1919, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
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| 'rho': 0.0, | |
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| 'symbol': 'GDX_031921C59', | |
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| 'volatility': 109.016}], | |
| '60.0': [{'ask': 0.04, | |
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| 'deliverableNote': '', | |
| 'delta': 0.008, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 60 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.003, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.02, | |
| 'markPercentChange': 19900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 4386, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614781930179, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 60.0, | |
| 'symbol': 'GDX_031921C60', | |
| 'theoreticalOptionValue': 0.02, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612804445035, | |
| 'vega': 0.001, | |
| 'volatility': 120.039}], | |
| '61.0': [{'ask': 0.02, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.004, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 61 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.002, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 229, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 49900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175806, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 61.0, | |
| 'symbol': 'GDX_031921C61', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1609960112830, | |
| 'vega': 0.001, | |
| 'volatility': 113.985}], | |
| '62.0': [{'ask': 0.02, | |
| 'askSize': 30, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X30', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.004, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 62 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.002, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 800, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 49900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192580, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 62.0, | |
| 'symbol': 'GDX_031921C62', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1609954182664, | |
| 'vega': 0.001, | |
| 'volatility': 116.397}], | |
| '63.0': [{'ask': 0.02, | |
| 'askSize': 28, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X28', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.004, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 63 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.002, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.03, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 2803, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 29900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192580, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 63.0, | |
| 'symbol': 'GDX_031921C63', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.03, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612198153128, | |
| 'vega': 0.001, | |
| 'volatility': 118.762}], | |
| '64.0': [{'ask': 0.02, | |
| 'askSize': 12, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X12', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.004, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 64 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.002, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 68, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175802, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 64.0, | |
| 'symbol': 'GDX_031921C64', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1610468205779, | |
| 'vega': 0.001, | |
| 'volatility': 121.083}], | |
| '65.0': [{'ask': 0.03, | |
| 'askSize': 22, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X22', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.006, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 65 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.002, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.02, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 14900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 428, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614782003016, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 65.0, | |
| 'symbol': 'GDX_031921C65', | |
| 'theoreticalOptionValue': 0.015, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.004, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613069641182, | |
| 'vega': 0.001, | |
| 'volatility': 128.525}], | |
| '66.0': [{'ask': 0.02, | |
| 'askSize': 27, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X27', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 16, | |
| 'deliverableNote': '', | |
| 'delta': 0.004, | |
| 'description': 'GDX Mar 19 ' | |
| '2021 66 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616184000000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.001, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616198400000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.01, | |
| 'markChange': 0.01, | |
| 'markPercentChange': 9900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 16219, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805192580, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 66.0, | |
| 'symbol': 'GDX_031921C66', | |
| 'theoreticalOptionValue': 0.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612798247135, | |
| 'vega': 0.001, | |
| 'volatility': 125.597}]}, | |
| '2021-03-26:23': {'25.0': [{'ask': 6.5, | |
| 'askSize': 12, | |
| 'bid': 6.0, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 7.07, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.967, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 25 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.019, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 6.75, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.25, | |
| 'markChange': -0.82, | |
| 'markPercentChange': -11.62, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.72, | |
| 'nonStandard': False, | |
| 'openInterest': 3, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 10.11, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199453, | |
| 'rho': 0.015, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_032621C25', | |
| 'theoreticalOptionValue': 6.47, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.4, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614703521354, | |
| 'vega': 0.006, | |
| 'volatility': 51.387}], | |
| '26.0': [{'ask': 5.55, | |
| 'askSize': 13, | |
| 'bid': 5.4, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 6.1, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.945, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 26 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.029, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.48, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -10.27, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805198735, | |
| 'rho': 0.016, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_032621C26', | |
| 'theoreticalOptionValue': 5.51, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.012, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.009, | |
| 'volatility': 48.915}], | |
| '26.5': [{'ask': 5.1, | |
| 'askSize': 36, | |
| 'bid': 4.9, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 5.63, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.929, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 26.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.036, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.0, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -11.14, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199211, | |
| 'rho': 0.016, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.5, | |
| 'symbol': 'GDX_032621C26.5', | |
| 'theoreticalOptionValue': 5.04, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.011, | |
| 'volatility': 47.843}], | |
| '27.5': [{'ask': 4.15, | |
| 'askSize': 13, | |
| 'bid': 4.0, | |
| 'bidAskSize': '20X13', | |
| 'bidSize': 20, | |
| 'closePrice': 4.7, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.885, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 27.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.053, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.08, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -13.24, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199825, | |
| 'rho': 0.015, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_032621C27.5', | |
| 'theoreticalOptionValue': 4.13, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.22, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.016, | |
| 'volatility': 45.998}], | |
| '28.0': [{'ask': 3.7, | |
| 'askSize': 12, | |
| 'bid': 3.6, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 4.24, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.856, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 28 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.063, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.75, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.65, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -13.95, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.42, | |
| 'nonStandard': False, | |
| 'openInterest': 9, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9.9, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199987, | |
| 'rho': 0.015, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_032621C28', | |
| 'theoreticalOptionValue': 3.695, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 0.4, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614358897713, | |
| 'vega': 0.018, | |
| 'volatility': 45.209}], | |
| '28.5': [{'ask': 3.3, | |
| 'askSize': 13, | |
| 'bid': 3.15, | |
| 'bidAskSize': '18X13', | |
| 'bidSize': 18, | |
| 'closePrice': 3.81, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.825, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 28.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.074, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 5.4, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.22, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -15.39, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 2.47, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 64.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199491, | |
| 'rho': 0.015, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.5, | |
| 'symbol': 'GDX_032621C28.5', | |
| 'theoreticalOptionValue': 3.26, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 2.55, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1612450492261, | |
| 'vega': 0.021, | |
| 'volatility': 43.68}], | |
| '29.0': [{'ask': 2.89, | |
| 'askSize': 16, | |
| 'bid': 2.71, | |
| 'bidAskSize': '36X16', | |
| 'bidSize': 36, | |
| 'closePrice': 3.4, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.786, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 29 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.086, | |
| 'highPrice': 2.86, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.86, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 2.78, | |
| 'mark': 2.8, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -17.56, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.54, | |
| 'nonStandard': False, | |
| 'openInterest': 22, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.8, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199622, | |
| 'rho': 0.014, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_032621C29', | |
| 'theoreticalOptionValue': 2.855, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 0.51, | |
| 'totalVolume': 7, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804943701, | |
| 'vega': 0.023, | |
| 'volatility': 42.833}], | |
| '29.5': [{'ask': 2.5, | |
| 'askSize': 12, | |
| 'bid': 2.35, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 3.0, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.733, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 29.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.094, | |
| 'highPrice': 2.43, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.42, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 2.4, | |
| 'mark': 2.42, | |
| 'markChange': -0.58, | |
| 'markPercentChange': -19.17, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.58, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.33, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199519, | |
| 'rho': 0.013, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_032621C29.5', | |
| 'theoreticalOptionValue': 2.52, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.026, | |
| 'timeValue': 0.57, | |
| 'totalVolume': 6, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802109037, | |
| 'vega': 0.026, | |
| 'volatility': 43.88}], | |
| '30.0': [{'ask': 2.16, | |
| 'askSize': 15, | |
| 'bid': 2.03, | |
| 'bidAskSize': '36X15', | |
| 'bidSize': 36, | |
| 'closePrice': 2.61, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.688, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 30 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.107, | |
| 'highPrice': 2.2, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 1.84, | |
| 'mark': 2.09, | |
| 'markChange': -0.52, | |
| 'markPercentChange': -19.77, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 120, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.75, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199759, | |
| 'rho': 0.013, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_032621C30', | |
| 'theoreticalOptionValue': 2.125, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.027, | |
| 'timeValue': 0.85, | |
| 'totalVolume': 110, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614789702147, | |
| 'vega': 0.028, | |
| 'volatility': 41.706}], | |
| '30.5': [{'ask': 1.85, | |
| 'askSize': 12, | |
| 'bid': 1.74, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 2.28, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.628, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 30.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.11, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 1.8, | |
| 'markChange': -0.48, | |
| 'markPercentChange': -21.13, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199299, | |
| 'rho': 0.012, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_032621C30.5', | |
| 'theoreticalOptionValue': 1.859, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.029, | |
| 'timeValue': 0.94, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.03, | |
| 'volatility': 43.16}], | |
| '31.0': [{'ask': 1.56, | |
| 'askSize': 12, | |
| 'bid': 1.47, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.94, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.57, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 31 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.114, | |
| 'highPrice': 1.6, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.56, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 1.45, | |
| 'mark': 1.52, | |
| 'markChange': -0.43, | |
| 'markPercentChange': -21.93, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.38, | |
| 'nonStandard': False, | |
| 'openInterest': 75, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.61, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199242, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_032621C31', | |
| 'theoreticalOptionValue': 1.579, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.03, | |
| 'timeValue': 1.21, | |
| 'totalVolume': 19, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614795837210, | |
| 'vega': 0.031, | |
| 'volatility': 43.073}], | |
| '31.5': [{'ask': 1.32, | |
| 'askSize': 12, | |
| 'bid': 1.22, | |
| 'bidAskSize': '3X12', | |
| 'bidSize': 3, | |
| 'closePrice': 1.65, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.511, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 31.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.122, | |
| 'highPrice': 1.38, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.28, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 1.2, | |
| 'mark': 1.27, | |
| 'markChange': -0.38, | |
| 'markPercentChange': -22.81, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.37, | |
| 'nonStandard': False, | |
| 'openInterest': 102, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -22.2, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199308, | |
| 'rho': 0.01, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_032621C31.5', | |
| 'theoreticalOptionValue': 1.27, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.029, | |
| 'timeValue': 1.28, | |
| 'totalVolume': 69, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804880994, | |
| 'vega': 0.032, | |
| 'volatility': 41.165}], | |
| '32.0': [{'ask': 1.11, | |
| 'askSize': 12, | |
| 'bid': 0.61, | |
| 'bidAskSize': '333X12', | |
| 'bidSize': 333, | |
| 'closePrice': 1.38, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.436, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 32 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.141, | |
| 'highPrice': 1.12, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.91, | |
| 'mark': 0.86, | |
| 'markChange': -0.52, | |
| 'markPercentChange': -37.9, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.26, | |
| 'nonStandard': False, | |
| 'openInterest': 48, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.12, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199211, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_032621C32', | |
| 'theoreticalOptionValue': 0.86, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 1.12, | |
| 'totalVolume': 32, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614793821957, | |
| 'vega': 0.031, | |
| 'volatility': 35.122}], | |
| '32.5': [{'ask': 0.92, | |
| 'askSize': 18, | |
| 'bid': 0.46, | |
| 'bidAskSize': '333X18', | |
| 'bidSize': 333, | |
| 'closePrice': 1.15, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.371, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 32.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.133, | |
| 'highPrice': 0.74, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.74, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.74, | |
| 'mark': 0.69, | |
| 'markChange': -0.46, | |
| 'markPercentChange': -40.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 118, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -35.65, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199787, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_032621C32.5', | |
| 'theoreticalOptionValue': 0.69, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 0.74, | |
| 'totalVolume': 20, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786145696, | |
| 'vega': 0.03, | |
| 'volatility': 35.573}], | |
| '33.0': [{'ask': 0.75, | |
| 'askSize': 12, | |
| 'bid': 0.51, | |
| 'bidAskSize': '874X12', | |
| 'bidSize': 874, | |
| 'closePrice': 0.95, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.327, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 33 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.117, | |
| 'highPrice': 0.77, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.7, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.6, | |
| 'mark': 0.63, | |
| 'markChange': -0.32, | |
| 'markPercentChange': -34.03, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.25, | |
| 'nonStandard': False, | |
| 'openInterest': 202, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -26.7, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199223, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_032621C33', | |
| 'theoreticalOptionValue': 0.63, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 0.7, | |
| 'totalVolume': 600, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805175793, | |
| 'vega': 0.029, | |
| 'volatility': 38.843}], | |
| '33.5': [{'ask': 0.63, | |
| 'askSize': 26, | |
| 'bid': 0.38, | |
| 'bidAskSize': '961X26', | |
| 'bidSize': 961, | |
| 'closePrice': 0.76, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.276, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 33.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.107, | |
| 'highPrice': 0.63, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.56, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.53, | |
| 'mark': 0.51, | |
| 'markChange': -0.26, | |
| 'markPercentChange': -33.99, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.2, | |
| 'nonStandard': False, | |
| 'openInterest': 712, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -26.8, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199376, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_032621C33.5', | |
| 'theoreticalOptionValue': 0.505, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 0.56, | |
| 'totalVolume': 1229, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805175790, | |
| 'vega': 0.027, | |
| 'volatility': 39.146}], | |
| '34.0': [{'ask': 0.5, | |
| 'askSize': 12, | |
| 'bid': 0.31, | |
| 'bidAskSize': '552X12', | |
| 'bidSize': 552, | |
| 'closePrice': 0.63, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.231, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 34 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.097, | |
| 'highPrice': 0.52, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.46, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.43, | |
| 'mark': 0.41, | |
| 'markChange': -0.22, | |
| 'markPercentChange': -35.71, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 246, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -26.98, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199632, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_032621C34', | |
| 'theoreticalOptionValue': 0.405, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.46, | |
| 'totalVolume': 53, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803840962, | |
| 'vega': 0.024, | |
| 'volatility': 39.572}], | |
| '34.5': [{'ask': 0.42, | |
| 'askSize': 15, | |
| 'bid': 0.24, | |
| 'bidAskSize': '408X15', | |
| 'bidSize': 408, | |
| 'closePrice': 0.52, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.194, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 34.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.086, | |
| 'highPrice': 0.43, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.39, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.33, | |
| 'mark': 0.33, | |
| 'markChange': -0.19, | |
| 'markPercentChange': -36.54, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.13, | |
| 'nonStandard': False, | |
| 'openInterest': 320, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -25.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199632, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_032621C34.5', | |
| 'theoreticalOptionValue': 0.33, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.39, | |
| 'totalVolume': 60, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614795532510, | |
| 'vega': 0.022, | |
| 'volatility': 40.3}], | |
| '35.0': [{'ask': 0.34, | |
| 'askSize': 12, | |
| 'bid': 0.25, | |
| 'bidAskSize': '292X12', | |
| 'bidSize': 292, | |
| 'closePrice': 0.43, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.171, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 35 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.075, | |
| 'highPrice': 0.32, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.3, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.25, | |
| 'mark': 0.3, | |
| 'markChange': -0.13, | |
| 'markPercentChange': -30.59, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 368, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -29.41, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199223, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_032621C35', | |
| 'theoreticalOptionValue': 0.295, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.3, | |
| 'totalVolume': 185, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802526201, | |
| 'vega': 0.02, | |
| 'volatility': 42.326}], | |
| '35.5': [{'ask': 0.28, | |
| 'askSize': 18, | |
| 'bid': 0.2, | |
| 'bidAskSize': '73X18', | |
| 'bidSize': 73, | |
| 'closePrice': 0.34, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.143, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 35.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.066, | |
| 'highPrice': 0.27, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.27, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.23, | |
| 'mark': 0.24, | |
| 'markChange': -0.1, | |
| 'markPercentChange': -30.43, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 134, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -21.74, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199402, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_032621C35.5', | |
| 'theoreticalOptionValue': 0.24, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.27, | |
| 'totalVolume': 43, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614792335250, | |
| 'vega': 0.018, | |
| 'volatility': 42.902}], | |
| '36.0': [{'ask': 0.23, | |
| 'askSize': 12, | |
| 'bid': 0.17, | |
| 'bidAskSize': '146X12', | |
| 'bidSize': 146, | |
| 'closePrice': 0.28, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.122, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 36 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.058, | |
| 'highPrice': 0.23, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.23, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.2, | |
| 'mark': 0.2, | |
| 'markChange': -0.08, | |
| 'markPercentChange': -27.4, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 529, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.52, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199277, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_032621C36', | |
| 'theoreticalOptionValue': 0.2, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.23, | |
| 'totalVolume': 16, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797370709, | |
| 'vega': 0.016, | |
| 'volatility': 43.776}], | |
| '36.5': [{'ask': 0.18, | |
| 'askSize': 12, | |
| 'bid': 0.13, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.23, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.098, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 36.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.24, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.16, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -31.99, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 280, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 5.31, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199316, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.5, | |
| 'symbol': 'GDX_032621C36.5', | |
| 'theoreticalOptionValue': 0.155, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.24, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614717536671, | |
| 'vega': 0.014, | |
| 'volatility': 43.776}], | |
| '37.0': [{'ask': 0.16, | |
| 'askSize': 12, | |
| 'bid': 0.1, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.18, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.083, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 37 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.043, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.13, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -27.9, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 408, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -33.44, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199622, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_032621C37', | |
| 'theoreticalOptionValue': 0.13, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.012, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614626739540, | |
| 'vega': 0.012, | |
| 'volatility': 44.678}], | |
| '37.5': [{'ask': 0.13, | |
| 'askSize': 12, | |
| 'bid': 0.08, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.15, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.069, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 37.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.037, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.11, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.11, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -30.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 82, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 9.87, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199253, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.5, | |
| 'symbol': 'GDX_032621C37.5', | |
| 'theoreticalOptionValue': 0.105, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.11, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614695401150, | |
| 'vega': 0.011, | |
| 'volatility': 45.154}], | |
| '38.0': [{'ask': 0.1, | |
| 'askSize': 12, | |
| 'bid': 0.06, | |
| 'bidAskSize': '22X12', | |
| 'bidSize': 22, | |
| 'closePrice': 0.13, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.055, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 38 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.031, | |
| 'highPrice': 0.09, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.09, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.09, | |
| 'mark': 0.08, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -36.46, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 337, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -28.51, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199622, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.0, | |
| 'symbol': 'GDX_032621C38', | |
| 'theoreticalOptionValue': 0.08, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.09, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614782741650, | |
| 'vega': 0.009, | |
| 'volatility': 45.091}], | |
| '38.5': [{'ask': 0.09, | |
| 'askSize': 12, | |
| 'bid': 0.04, | |
| 'bidAskSize': '20X12', | |
| 'bidSize': 20, | |
| 'closePrice': 0.1, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.045, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 38.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.026, | |
| 'highPrice': 0.08, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.07, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.07, | |
| 'mark': 0.07, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -37.68, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 139, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -32.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199310, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.5, | |
| 'symbol': 'GDX_032621C38.5', | |
| 'theoreticalOptionValue': 0.065, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.07, | |
| 'totalVolume': 20, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614799431379, | |
| 'vega': 0.008, | |
| 'volatility': 45.637}], | |
| '39.0': [{'ask': 0.1, | |
| 'askSize': 41, | |
| 'bid': 0.01, | |
| 'bidAskSize': '89X41', | |
| 'bidSize': 89, | |
| 'closePrice': 0.08, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.039, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 39 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.023, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.06, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.06, | |
| 'markChange': -0.03, | |
| 'markPercentChange': -33.49, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 47, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -27.45, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199214, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.0, | |
| 'symbol': 'GDX_032621C39', | |
| 'theoreticalOptionValue': 0.055, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.06, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614631610793, | |
| 'vega': 0.007, | |
| 'volatility': 46.498}], | |
| '39.5': [{'ask': 0.07, | |
| 'askSize': 10, | |
| 'bid': 0.03, | |
| 'bidAskSize': '12X10', | |
| 'bidSize': 12, | |
| 'closePrice': 0.06, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.035, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 39.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.02, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.08, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.05, | |
| 'markChange': -0.01, | |
| 'markPercentChange': -18.03, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 43, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 38.36, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805185951, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.5, | |
| 'symbol': 'GDX_032621C39.5', | |
| 'theoreticalOptionValue': 0.05, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.006, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614712150899, | |
| 'vega': 0.006, | |
| 'volatility': 47.893}], | |
| '40.0': [{'ask': 0.06, | |
| 'askSize': 10, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X10', | |
| 'bidSize': 0, | |
| 'closePrice': 0.05, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.023, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 40 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.015, | |
| 'highPrice': 0.01, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.01, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.01, | |
| 'mark': 0.03, | |
| 'markChange': -0.02, | |
| 'markPercentChange': -40.48, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 617, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -80.16, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178688, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.0, | |
| 'symbol': 'GDX_032621C40', | |
| 'theoreticalOptionValue': 0.03, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.004, | |
| 'timeValue': 0.01, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614784726793, | |
| 'vega': 0.004, | |
| 'volatility': 46.097}], | |
| '40.5': [{'ask': 0.42, | |
| 'askSize': 50, | |
| 'bid': 0.01, | |
| 'bidAskSize': '27X50', | |
| 'bidSize': 27, | |
| 'closePrice': 0.04, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.09, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 40.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.029, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.16, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.22, | |
| 'markChange': 0.17, | |
| 'markPercentChange': 416.83, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 23, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 284.62, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199353, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.5, | |
| 'symbol': 'GDX_032621C40.5', | |
| 'theoreticalOptionValue': 0.215, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.16, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614018875962, | |
| 'vega': 0.013, | |
| 'volatility': 69.666}], | |
| '41.0': [{'ask': 0.41, | |
| 'askSize': 124, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X124', | |
| 'bidSize': 0, | |
| 'closePrice': 0.03, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.084, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 41 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.027, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.21, | |
| 'markChange': 0.17, | |
| 'markPercentChange': 523.1, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.09, | |
| 'nonStandard': False, | |
| 'openInterest': 143, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 265.96, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199203, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.0, | |
| 'symbol': 'GDX_032621C41', | |
| 'theoreticalOptionValue': 0.205, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614191182528, | |
| 'vega': 0.012, | |
| 'volatility': 71.318}], | |
| '41.5': [{'ask': 0.41, | |
| 'askSize': 64, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X64', | |
| 'bidSize': 0, | |
| 'closePrice': 0.03, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.082, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 41.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.026, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.08, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.21, | |
| 'markChange': 0.18, | |
| 'markPercentChange': 716.73, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 3, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 217.13, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178688, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.5, | |
| 'symbol': 'GDX_032621C41.5', | |
| 'theoreticalOptionValue': 0.205, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613767202067, | |
| 'vega': 0.012, | |
| 'volatility': 73.702}], | |
| '42.5': [{'ask': 0.1, | |
| 'askSize': 47, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X47', | |
| 'bidSize': 0, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.029, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 42.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.014, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.09, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.05, | |
| 'markChange': 0.04, | |
| 'markPercentChange': 247.22, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 525.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199176, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.5, | |
| 'symbol': 'GDX_032621C42.5', | |
| 'theoreticalOptionValue': 0.05, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.09, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614026125504, | |
| 'vega': 0.005, | |
| 'volatility': 60.009}], | |
| '45.0': [{'ask': 0.26, | |
| 'askSize': 72, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X72', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.051, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 45 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.016, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.13, | |
| 'markChange': 0.13, | |
| 'markPercentChange': 3839.39, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 6, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 3536.36, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199068, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 45.0, | |
| 'symbol': 'GDX_032621C45', | |
| 'theoreticalOptionValue': 0.13, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613075753138, | |
| 'vega': 0.008, | |
| 'volatility': 81.364}], | |
| '50.0': [{'ask': 0.09, | |
| 'askSize': 66, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X66', | |
| 'bidSize': 0, | |
| 'closePrice': 0.0, | |
| 'daysToExpiration': 23, | |
| 'deliverableNote': '', | |
| 'delta': 0.02, | |
| 'description': 'GDX Mar 26 ' | |
| '2021 50 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1616788800000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.007, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1616803200000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.05, | |
| 'markChange': 0.04, | |
| 'markPercentChange': 44900.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 5, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19900.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199211, | |
| 'rho': 0.0, | |
| 'settlementType': ' ', | |
| 'strikePrice': 50.0, | |
| 'symbol': 'GDX_032621C50', | |
| 'theoreticalOptionValue': 0.045, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.02, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614612075701, | |
| 'vega': 0.004, | |
| 'volatility': 84.155}]}, | |
| '2021-04-01:29': {'25.0': [{'ask': 6.55, | |
| 'askSize': 36, | |
| 'bid': 6.35, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 7.07, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.951, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '25 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.023, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 6.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.45, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -8.83, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.13, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1.81, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175803, | |
| 'rho': 0.019, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_040121C25', | |
| 'theoreticalOptionValue': 6.429, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': -0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614617699245, | |
| 'vega': 0.009, | |
| 'volatility': 49.898}], | |
| '26.0': [{'ask': 5.6, | |
| 'askSize': 14, | |
| 'bid': 5.4, | |
| 'bidAskSize': '39X14', | |
| 'bidSize': 39, | |
| 'closePrice': 6.14, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.928, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '26 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.033, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.5, | |
| 'markChange': -0.64, | |
| 'markPercentChange': -10.38, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199205, | |
| 'rho': 0.019, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_040121C26', | |
| 'theoreticalOptionValue': 5.475, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.012, | |
| 'volatility': 46.827}], | |
| '27.0': [{'ask': 4.65, | |
| 'askSize': 13, | |
| 'bid': 4.5, | |
| 'bidAskSize': '45X13', | |
| 'bidSize': 45, | |
| 'closePrice': 5.2, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.888, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '27 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.047, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.58, | |
| 'markChange': -0.62, | |
| 'markPercentChange': -12.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199259, | |
| 'rho': 0.019, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_040121C27', | |
| 'theoreticalOptionValue': 4.565, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.012, | |
| 'timeValue': 0.22, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.017, | |
| 'volatility': 45.215}], | |
| '27.5': [{'ask': 4.25, | |
| 'askSize': 13, | |
| 'bid': 4.1, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 4.75, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.862, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '27.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.055, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.75, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.18, | |
| 'markChange': -0.57, | |
| 'markPercentChange': -12.08, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 7, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.03, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199214, | |
| 'rho': 0.019, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_040121C27.5', | |
| 'theoreticalOptionValue': 4.13, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.9, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614707785434, | |
| 'vega': 0.02, | |
| 'volatility': 44.604}], | |
| '28.5': [{'ask': 3.4, | |
| 'askSize': 13, | |
| 'bid': 3.25, | |
| 'bidAskSize': '16X13', | |
| 'bidSize': 16, | |
| 'closePrice': 3.88, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.796, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '28.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.073, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.53, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.33, | |
| 'markChange': -0.56, | |
| 'markPercentChange': -14.37, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.5, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 12.84, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199290, | |
| 'rho': 0.018, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.5, | |
| 'symbol': 'GDX_040121C28.5', | |
| 'theoreticalOptionValue': 3.305, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.68, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614357969066, | |
| 'vega': 0.025, | |
| 'volatility': 43.375}], | |
| '29.0': [{'ask': 2.99, | |
| 'askSize': 12, | |
| 'bid': 2.84, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 3.48, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.756, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '29 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.082, | |
| 'highPrice': 3.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 3.0, | |
| 'mark': 2.92, | |
| 'markChange': -0.56, | |
| 'markPercentChange': -16.17, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.48, | |
| 'nonStandard': False, | |
| 'openInterest': 13, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -13.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199453, | |
| 'rho': 0.017, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_040121C29', | |
| 'theoreticalOptionValue': 2.925, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 0.65, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805045559, | |
| 'vega': 0.028, | |
| 'volatility': 42.966}], | |
| '29.5': [{'ask': 2.63, | |
| 'askSize': 12, | |
| 'bid': 2.54, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 3.09, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.712, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '29.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.09, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.15, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 2.59, | |
| 'markChange': -0.5, | |
| 'markPercentChange': -16.26, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.86, | |
| 'nonStandard': False, | |
| 'openInterest': 3, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 27.86, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199325, | |
| 'rho': 0.014, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_040121C29.5', | |
| 'theoreticalOptionValue': 2.56, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 1.3, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614716533963, | |
| 'vega': 0.03, | |
| 'volatility': 42.338}], | |
| '30.0': [{'ask': 2.33, | |
| 'askSize': 13, | |
| 'bid': 2.21, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 2.72, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.663, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '30 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.097, | |
| 'highPrice': 2.48, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.48, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 2.11, | |
| 'mark': 2.27, | |
| 'markChange': -0.45, | |
| 'markPercentChange': -16.59, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.24, | |
| 'nonStandard': False, | |
| 'openInterest': 73, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199201, | |
| 'rho': 0.014, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_040121C30', | |
| 'theoreticalOptionValue': 2.23, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 1.13, | |
| 'totalVolume': 13, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797668192, | |
| 'vega': 0.033, | |
| 'volatility': 42.096}], | |
| '30.5': [{'ask': 2.0, | |
| 'askSize': 12, | |
| 'bid': 1.87, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 2.39, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.612, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '30.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.102, | |
| 'highPrice': 2.08, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 2.0, | |
| 'mark': 1.94, | |
| 'markChange': -0.45, | |
| 'markPercentChange': -18.91, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.39, | |
| 'nonStandard': False, | |
| 'openInterest': 4, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.18, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199295, | |
| 'rho': 0.013, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_040121C30.5', | |
| 'theoreticalOptionValue': 1.925, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 1.15, | |
| 'totalVolume': 8, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614792564160, | |
| 'vega': 0.034, | |
| 'volatility': 41.838}], | |
| '31.0': [{'ask': 1.73, | |
| 'askSize': 12, | |
| 'bid': 1.58, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 2.07, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.559, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '31 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.105, | |
| 'highPrice': 1.7, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.7, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 1.7, | |
| 'mark': 1.66, | |
| 'markChange': -0.42, | |
| 'markPercentChange': -20.08, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.37, | |
| 'nonStandard': False, | |
| 'openInterest': 83, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -17.91, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199770, | |
| 'rho': 0.012, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_040121C31', | |
| 'theoreticalOptionValue': 1.655, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.025, | |
| 'timeValue': 1.35, | |
| 'totalVolume': 4, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614796499784, | |
| 'vega': 0.035, | |
| 'volatility': 41.827}], | |
| '31.5': [{'ask': 1.48, | |
| 'askSize': 12, | |
| 'bid': 1.33, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 1.78, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.506, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '31.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.107, | |
| 'highPrice': 1.44, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.44, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 1.25, | |
| 'mark': 1.41, | |
| 'markChange': -0.37, | |
| 'markPercentChange': -20.86, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.34, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199379, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_040121C31.5', | |
| 'theoreticalOptionValue': 1.405, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.025, | |
| 'timeValue': 1.44, | |
| 'totalVolume': 9, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614801293312, | |
| 'vega': 0.036, | |
| 'volatility': 41.617}], | |
| '32.0': [{'ask': 1.24, | |
| 'askSize': 12, | |
| 'bid': 1.13, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.53, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.453, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '32 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.107, | |
| 'highPrice': 1.27, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.18, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 1.09, | |
| 'mark': 1.19, | |
| 'markChange': -0.35, | |
| 'markPercentChange': -22.8, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.35, | |
| 'nonStandard': False, | |
| 'openInterest': 127, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -23.13, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199605, | |
| 'rho': 0.01, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_040121C32', | |
| 'theoreticalOptionValue': 1.185, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.025, | |
| 'timeValue': 1.18, | |
| 'totalVolume': 22, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803425471, | |
| 'vega': 0.035, | |
| 'volatility': 41.512}], | |
| '32.5': [{'ask': 1.06, | |
| 'askSize': 12, | |
| 'bid': 0.96, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.3, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.403, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '32.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.103, | |
| 'highPrice': 1.12, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.06, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.95, | |
| 'mark': 1.01, | |
| 'markChange': -0.29, | |
| 'markPercentChange': -22.31, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.24, | |
| 'nonStandard': False, | |
| 'openInterest': 78, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.46, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199253, | |
| 'rho': 0.009, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_040121C32.5', | |
| 'theoreticalOptionValue': 1.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.024, | |
| 'timeValue': 1.06, | |
| 'totalVolume': 92, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614800333413, | |
| 'vega': 0.035, | |
| 'volatility': 41.965}], | |
| '33.0': [{'ask': 0.9, | |
| 'askSize': 12, | |
| 'bid': 0.66, | |
| 'bidAskSize': '333X12', | |
| 'bidSize': 333, | |
| 'closePrice': 1.11, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.346, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '33 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.103, | |
| 'highPrice': 0.97, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.85, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.77, | |
| 'mark': 0.78, | |
| 'markChange': -0.33, | |
| 'markPercentChange': -29.41, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.25, | |
| 'nonStandard': False, | |
| 'openInterest': 184, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -23.08, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199213, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_040121C33', | |
| 'theoreticalOptionValue': 0.78, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 0.85, | |
| 'totalVolume': 37, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802555917, | |
| 'vega': 0.033, | |
| 'volatility': 40.063}], | |
| '33.5': [{'ask': 0.77, | |
| 'askSize': 12, | |
| 'bid': 0.53, | |
| 'bidAskSize': '333X12', | |
| 'bidSize': 333, | |
| 'closePrice': 0.93, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.301, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '33.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.096, | |
| 'highPrice': 0.61, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.61, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.6, | |
| 'mark': 0.65, | |
| 'markChange': -0.28, | |
| 'markPercentChange': -29.73, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.31, | |
| 'nonStandard': False, | |
| 'openInterest': 101, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -34.05, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199204, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_040121C33.5', | |
| 'theoreticalOptionValue': 0.65, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.61, | |
| 'totalVolume': 5, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786988112, | |
| 'vega': 0.031, | |
| 'volatility': 40.422}], | |
| '34.0': [{'ask': 0.63, | |
| 'askSize': 12, | |
| 'bid': 0.4, | |
| 'bidAskSize': '602X12', | |
| 'bidSize': 602, | |
| 'closePrice': 0.78, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.254, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '34 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.09, | |
| 'highPrice': 0.68, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.68, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.51, | |
| 'mark': 0.52, | |
| 'markChange': -0.26, | |
| 'markPercentChange': -33.97, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.1, | |
| 'nonStandard': False, | |
| 'openInterest': 431, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -12.82, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199375, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_040121C34', | |
| 'theoreticalOptionValue': 0.515, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.68, | |
| 'totalVolume': 39, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797668192, | |
| 'vega': 0.029, | |
| 'volatility': 39.927}], | |
| '34.5': [{'ask': 0.52, | |
| 'askSize': 12, | |
| 'bid': 0.33, | |
| 'bidAskSize': '352X12', | |
| 'bidSize': 352, | |
| 'closePrice': 0.65, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.218, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '34.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.082, | |
| 'highPrice': 0.44, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.44, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.44, | |
| 'mark': 0.43, | |
| 'markChange': -0.22, | |
| 'markPercentChange': -34.62, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.21, | |
| 'nonStandard': False, | |
| 'openInterest': 153, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -32.31, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805197300, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_040121C34.5', | |
| 'theoreticalOptionValue': 0.425, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.44, | |
| 'totalVolume': 13, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614784794889, | |
| 'vega': 0.026, | |
| 'volatility': 40.329}], | |
| '35.0': [{'ask': 0.45, | |
| 'askSize': 10, | |
| 'bid': 0.37, | |
| 'bidAskSize': '12X10', | |
| 'bidSize': 12, | |
| 'closePrice': 0.55, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.201, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '35 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.073, | |
| 'highPrice': 0.45, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.43, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.39, | |
| 'mark': 0.41, | |
| 'markChange': -0.14, | |
| 'markPercentChange': -24.77, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 539, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -21.1, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199251, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_040121C35', | |
| 'theoreticalOptionValue': 0.41, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.43, | |
| 'totalVolume': 17, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805042854, | |
| 'vega': 0.025, | |
| 'volatility': 43.185}], | |
| '35.5': [{'ask': 0.37, | |
| 'askSize': 12, | |
| 'bid': 0.31, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.46, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.172, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '35.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.066, | |
| 'highPrice': 0.36, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.36, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.28, | |
| 'mark': 0.34, | |
| 'markChange': -0.12, | |
| 'markPercentChange': -25.27, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.09, | |
| 'nonStandard': False, | |
| 'openInterest': 27, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199251, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_040121C35.5', | |
| 'theoreticalOptionValue': 0.34, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.36, | |
| 'totalVolume': 21, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614793143634, | |
| 'vega': 0.023, | |
| 'volatility': 43.504}], | |
| '36.0': [{'ask': 0.32, | |
| 'askSize': 12, | |
| 'bid': 0.25, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.38, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.148, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '36 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.059, | |
| 'highPrice': 0.3, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.3, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.25, | |
| 'mark': 0.29, | |
| 'markChange': -0.1, | |
| 'markPercentChange': -25.97, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.09, | |
| 'nonStandard': False, | |
| 'openInterest': 163, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -22.08, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199262, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_040121C36', | |
| 'theoreticalOptionValue': 0.285, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.3, | |
| 'totalVolume': 11, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614794094487, | |
| 'vega': 0.021, | |
| 'volatility': 44.002}], | |
| '36.5': [{'ask': 0.27, | |
| 'askSize': 12, | |
| 'bid': 0.21, | |
| 'bidAskSize': '48X12', | |
| 'bidSize': 48, | |
| 'closePrice': 0.32, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.128, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '36.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.052, | |
| 'highPrice': 0.26, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.26, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.26, | |
| 'mark': 0.24, | |
| 'markChange': -0.08, | |
| 'markPercentChange': -25.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 663, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.75, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199182, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.5, | |
| 'symbol': 'GDX_040121C36.5', | |
| 'theoreticalOptionValue': 0.24, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.26, | |
| 'totalVolume': 25, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614787725256, | |
| 'vega': 0.019, | |
| 'volatility': 44.558}], | |
| '37.0': [{'ask': 0.23, | |
| 'askSize': 12, | |
| 'bid': 0.17, | |
| 'bidAskSize': '55X12', | |
| 'bidSize': 55, | |
| 'closePrice': 0.27, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.109, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '37 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.046, | |
| 'highPrice': 0.2, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.2, | |
| 'mark': 0.2, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -26.06, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.07, | |
| 'nonStandard': False, | |
| 'openInterest': 368, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -26.06, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199503, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_040121C37', | |
| 'theoreticalOptionValue': 0.2, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 5, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614784028861, | |
| 'vega': 0.017, | |
| 'volatility': 44.974}], | |
| '37.5': [{'ask': 0.19, | |
| 'askSize': 12, | |
| 'bid': 0.14, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.23, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.092, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '37.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.041, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.17, | |
| 'markChange': -0.07, | |
| 'markPercentChange': -29.28, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 38, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 20.92, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805193910, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.5, | |
| 'symbol': 'GDX_040121C37.5', | |
| 'theoreticalOptionValue': 0.165, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614697970702, | |
| 'vega': 0.015, | |
| 'volatility': 45.278}], | |
| '38.0': [{'ask': 0.16, | |
| 'askSize': 12, | |
| 'bid': 0.12, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.2, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.079, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '38 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.036, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.15, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.14, | |
| 'markChange': -0.06, | |
| 'markPercentChange': -28.61, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.01, | |
| 'nonStandard': False, | |
| 'openInterest': 383, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 7.14, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175893, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.0, | |
| 'symbol': 'GDX_040121C38', | |
| 'theoreticalOptionValue': 0.14, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614696081744, | |
| 'vega': 0.013, | |
| 'volatility': 45.89}], | |
| '38.5': [{'ask': 0.14, | |
| 'askSize': 12, | |
| 'bid': 0.1, | |
| 'bidAskSize': '40X12', | |
| 'bidSize': 40, | |
| 'closePrice': 0.17, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.069, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '38.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.032, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.12, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.12, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -27.75, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 175, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -0.42, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199271, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.5, | |
| 'symbol': 'GDX_040121C38.5', | |
| 'theoreticalOptionValue': 0.12, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.12, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614617102535, | |
| 'vega': 0.012, | |
| 'volatility': 46.578}], | |
| '39.0': [{'ask': 0.12, | |
| 'askSize': 12, | |
| 'bid': 0.08, | |
| 'bidAskSize': '18X12', | |
| 'bidSize': 18, | |
| 'closePrice': 0.14, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.058, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '39 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.028, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.1, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -27.64, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.06, | |
| 'nonStandard': False, | |
| 'openInterest': 59, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 44.72, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805196603, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.0, | |
| 'symbol': 'GDX_040121C39', | |
| 'theoreticalOptionValue': 0.1, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614695489146, | |
| 'vega': 0.01, | |
| 'volatility': 46.962}], | |
| '39.5': [{'ask': 0.12, | |
| 'askSize': 12, | |
| 'bid': 0.07, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.11, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.054, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '39.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.025, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.27, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.1, | |
| 'markChange': -0.02, | |
| 'markPercentChange': -13.87, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 2, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 155.67, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175796, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.5, | |
| 'symbol': 'GDX_040121C39.5', | |
| 'theoreticalOptionValue': 0.095, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.27, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614005557815, | |
| 'vega': 0.01, | |
| 'volatility': 48.568}], | |
| '40.0': [{'ask': 0.11, | |
| 'askSize': 40, | |
| 'bid': 0.04, | |
| 'bidAskSize': '157X40', | |
| 'bidSize': 157, | |
| 'closePrice': 0.1, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.044, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '40 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.022, | |
| 'highPrice': 0.1, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.08, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.08, | |
| 'mark': 0.08, | |
| 'markChange': -0.03, | |
| 'markPercentChange': -27.61, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.02, | |
| 'nonStandard': False, | |
| 'openInterest': 1321, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -22.78, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199203, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.0, | |
| 'symbol': 'GDX_040121C40', | |
| 'theoreticalOptionValue': 0.075, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 101, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614784442928, | |
| 'vega': 0.008, | |
| 'volatility': 48.389}], | |
| '40.5': [{'ask': 0.24, | |
| 'askSize': 120, | |
| 'bid': 0.03, | |
| 'bidAskSize': '78X120', | |
| 'bidSize': 78, | |
| 'closePrice': 0.1, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.065, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '40.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.025, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.22, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.14, | |
| 'markChange': 0.04, | |
| 'markPercentChange': 37.9, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.14, | |
| 'nonStandard': False, | |
| 'openInterest': 860, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 138.92, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199328, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.5, | |
| 'symbol': 'GDX_040121C40.5', | |
| 'theoreticalOptionValue': 0.135, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.22, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614019357464, | |
| 'vega': 0.011, | |
| 'volatility': 56.482}], | |
| '41.0': [{'ask': 0.09, | |
| 'askSize': 29, | |
| 'bid': 0.03, | |
| 'bidAskSize': '22X29', | |
| 'bidSize': 22, | |
| 'closePrice': 0.09, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.035, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '41 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.017, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.06, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.06, | |
| 'markChange': -0.03, | |
| 'markPercentChange': -34.99, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 205, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -34.99, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199151, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.0, | |
| 'symbol': 'GDX_040121C41', | |
| 'theoreticalOptionValue': 0.06, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.006, | |
| 'timeValue': 0.06, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614706668866, | |
| 'vega': 0.007, | |
| 'volatility': 50.231}], | |
| '41.5': [{'ask': 0.41, | |
| 'askSize': 39, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X39', | |
| 'bidSize': 0, | |
| 'closePrice': 0.09, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.082, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '41.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.026, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.15, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.21, | |
| 'markChange': 0.12, | |
| 'markPercentChange': 136.45, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 92.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199213, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.5, | |
| 'symbol': 'GDX_040121C41.5', | |
| 'theoreticalOptionValue': 0.205, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613662825485, | |
| 'vega': 0.014, | |
| 'volatility': 66.285}], | |
| '42.0': [{'ask': 0.41, | |
| 'askSize': 123, | |
| 'bid': 0.01, | |
| 'bidAskSize': '172X123', | |
| 'bidSize': 172, | |
| 'closePrice': 0.08, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.081, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '42 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.024, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.11, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.21, | |
| 'markChange': 0.13, | |
| 'markPercentChange': 159.26, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 16, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 35.8, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199160, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.0, | |
| 'symbol': 'GDX_040121C42', | |
| 'theoreticalOptionValue': 0.21, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.016, | |
| 'timeValue': 0.11, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614264850098, | |
| 'vega': 0.013, | |
| 'volatility': 68.743}], | |
| '42.5': [{'ask': 0.41, | |
| 'askSize': 64, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X64', | |
| 'bidSize': 0, | |
| 'closePrice': 0.08, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.078, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '42.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.023, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.14, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.21, | |
| 'markChange': 0.13, | |
| 'markPercentChange': 171.88, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 112.33, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805179039, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 42.5, | |
| 'symbol': 'GDX_040121C42.5', | |
| 'theoreticalOptionValue': 0.205, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.14, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614021271367, | |
| 'vega': 0.013, | |
| 'volatility': 70.411}], | |
| '45.0': [{'ask': 0.5, | |
| 'askSize': 59, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X59', | |
| 'bidSize': 0, | |
| 'closePrice': 0.05, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.081, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '45 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.02, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.1, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.25, | |
| 'markChange': 0.2, | |
| 'markPercentChange': 428.54, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.05, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 111.42, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805198484, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 45.0, | |
| 'symbol': 'GDX_040121C45', | |
| 'theoreticalOptionValue': 0.25, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.1, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1613506138039, | |
| 'vega': 0.013, | |
| 'volatility': 83.607}], | |
| '50.0': [{'ask': 0.15, | |
| 'askSize': 75, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X75', | |
| 'bidSize': 0, | |
| 'closePrice': 0.01, | |
| 'daysToExpiration': 29, | |
| 'deliverableNote': '', | |
| 'delta': 0.029, | |
| 'description': 'GDX Apr 1 2021 ' | |
| '50 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617307200000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.009, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1617321600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.08, | |
| 'markChange': 0.07, | |
| 'markPercentChange': 886.84, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199272, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 50.0, | |
| 'symbol': 'GDX_040121C50', | |
| 'theoreticalOptionValue': 0.075, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.006, | |
| 'volatility': 81.449}]}, | |
| '2021-04-09:37': {'25.0': [{'ask': 6.55, | |
| 'askSize': 13, | |
| 'bid': 5.9, | |
| 'bidAskSize': '37X13', | |
| 'bidSize': 37, | |
| 'closePrice': 7.12, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.946, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '25 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.024, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 6.23, | |
| 'markChange': -0.9, | |
| 'markPercentChange': -12.59, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199409, | |
| 'rho': 0.024, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_040921C25', | |
| 'theoreticalOptionValue': 6.549, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': -0.13, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.011, | |
| 'volatility': 47.068}], | |
| '26.0': [{'ask': 5.65, | |
| 'askSize': 13, | |
| 'bid': 5.5, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 6.17, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.917, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '26 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.034, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 5.58, | |
| 'markChange': -0.6, | |
| 'markPercentChange': -9.65, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199204, | |
| 'rho': 0.024, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_040921C26', | |
| 'theoreticalOptionValue': 5.619, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.22, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.016, | |
| 'volatility': 45.455}], | |
| '27.0': [{'ask': 4.75, | |
| 'askSize': 13, | |
| 'bid': 4.6, | |
| 'bidAskSize': '14X13', | |
| 'bidSize': 14, | |
| 'closePrice': 5.25, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.876, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '27 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.047, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.68, | |
| 'markChange': -0.58, | |
| 'markPercentChange': -11.03, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199214, | |
| 'rho': 0.023, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_040921C27', | |
| 'theoreticalOptionValue': 4.724, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.33, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.021, | |
| 'volatility': 43.941}], | |
| '27.5': [{'ask': 4.3, | |
| 'askSize': 13, | |
| 'bid': 4.15, | |
| 'bidAskSize': '36X13', | |
| 'bidSize': 36, | |
| 'closePrice': 4.81, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.849, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '27.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.054, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.9, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.22, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -12.23, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.95, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 19.81, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199308, | |
| 'rho': 0.023, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.5, | |
| 'symbol': 'GDX_040921C27.5', | |
| 'theoreticalOptionValue': 4.304, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.016, | |
| 'timeValue': 1.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614706178031, | |
| 'vega': 0.024, | |
| 'volatility': 43.656}], | |
| '28.0': [{'ask': 3.9, | |
| 'askSize': 13, | |
| 'bid': 3.75, | |
| 'bidAskSize': '16X13', | |
| 'bidSize': 16, | |
| 'closePrice': 4.39, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.817, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '28 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.061, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.83, | |
| 'markChange': -0.57, | |
| 'markPercentChange': -12.93, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199400, | |
| 'rho': 0.022, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_040921C28', | |
| 'theoreticalOptionValue': 3.904, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.48, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.027, | |
| 'volatility': 43.529}], | |
| '28.5': [{'ask': 3.5, | |
| 'askSize': 13, | |
| 'bid': 3.35, | |
| 'bidAskSize': '127X13', | |
| 'bidSize': 127, | |
| 'closePrice': 3.97, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.784, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '28.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.068, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 3.43, | |
| 'markChange': -0.55, | |
| 'markPercentChange': -13.79, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199556, | |
| 'rho': 0.022, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.5, | |
| 'symbol': 'GDX_040921C28.5', | |
| 'theoreticalOptionValue': 3.504, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.57, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.03, | |
| 'volatility': 42.785}], | |
| '29.0': [{'ask': 3.15, | |
| 'askSize': 13, | |
| 'bid': 3.0, | |
| 'bidAskSize': '15X13', | |
| 'bidSize': 15, | |
| 'closePrice': 3.58, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.747, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '29 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.075, | |
| 'highPrice': 3.05, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.05, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 3.05, | |
| 'mark': 3.08, | |
| 'markChange': -0.5, | |
| 'markPercentChange': -14.04, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.53, | |
| 'nonStandard': False, | |
| 'openInterest': 4, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -14.74, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199301, | |
| 'rho': 0.021, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_040921C29', | |
| 'theoreticalOptionValue': 3.134, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 0.7, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614783062711, | |
| 'vega': 0.032, | |
| 'volatility': 42.458}], | |
| '29.5': [{'ask': 2.77, | |
| 'askSize': 13, | |
| 'bid': 2.66, | |
| 'bidAskSize': '13X13', | |
| 'bidSize': 13, | |
| 'closePrice': 3.21, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.706, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '29.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.082, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 2.72, | |
| 'markChange': -0.49, | |
| 'markPercentChange': -15.33, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199254, | |
| 'rho': 0.02, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.5, | |
| 'symbol': 'GDX_040921C29.5', | |
| 'theoreticalOptionValue': 2.784, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.86, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.035, | |
| 'volatility': 42.122}], | |
| '30.0': [{'ask': 2.44, | |
| 'askSize': 12, | |
| 'bid': 2.36, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 2.85, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.661, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '30 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.087, | |
| 'highPrice': 2.61, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.61, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 2.59, | |
| 'mark': 2.4, | |
| 'markChange': -0.45, | |
| 'markPercentChange': -15.68, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.24, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.3, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199014, | |
| 'rho': 0.019, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_040921C30', | |
| 'theoreticalOptionValue': 2.469, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 1.26, | |
| 'totalVolume': 5, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797599216, | |
| 'vega': 0.037, | |
| 'volatility': 42.151}], | |
| '30.5': [{'ask': 2.17, | |
| 'askSize': 13, | |
| 'bid': 2.01, | |
| 'bidAskSize': '36X13', | |
| 'bidSize': 36, | |
| 'closePrice': 2.51, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.616, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '30.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.091, | |
| 'highPrice': 2.18, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.18, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 2.18, | |
| 'mark': 2.09, | |
| 'markChange': -0.42, | |
| 'markPercentChange': -16.76, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.33, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -13.18, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199464, | |
| 'rho': 0.018, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.5, | |
| 'symbol': 'GDX_040921C30.5', | |
| 'theoreticalOptionValue': 2.164, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 1.33, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614788977208, | |
| 'vega': 0.039, | |
| 'volatility': 41.823}], | |
| '31.0': [{'ask': 2.05, | |
| 'askSize': 87, | |
| 'bid': 1.57, | |
| 'bidAskSize': '331X87', | |
| 'bidSize': 331, | |
| 'closePrice': 2.21, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.569, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '31 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.094, | |
| 'highPrice': 1.93, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.93, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 1.6, | |
| 'mark': 1.81, | |
| 'markChange': -0.4, | |
| 'markPercentChange': -18.12, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.28, | |
| 'nonStandard': False, | |
| 'openInterest': 9, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -12.69, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199788, | |
| 'rho': 0.016, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_040921C31', | |
| 'theoreticalOptionValue': 1.884, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.023, | |
| 'timeValue': 1.58, | |
| 'totalVolume': 12, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614798777578, | |
| 'vega': 0.04, | |
| 'volatility': 41.54}], | |
| '31.5': [{'ask': 1.65, | |
| 'askSize': 13, | |
| 'bid': 1.51, | |
| 'bidAskSize': '36X13', | |
| 'bidSize': 36, | |
| 'closePrice': 1.93, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.52, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '31.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.099, | |
| 'highPrice': 1.73, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.63, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 1.44, | |
| 'mark': 1.58, | |
| 'markChange': -0.35, | |
| 'markPercentChange': -18.14, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.3, | |
| 'nonStandard': False, | |
| 'openInterest': 5, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.55, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199901, | |
| 'rho': 0.015, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.5, | |
| 'symbol': 'GDX_040921C31.5', | |
| 'theoreticalOptionValue': 1.58, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 1.63, | |
| 'totalVolume': 14, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614793682092, | |
| 'vega': 0.04, | |
| 'volatility': 40.085}], | |
| '32.0': [{'ask': 1.54, | |
| 'askSize': 131, | |
| 'bid': 1.19, | |
| 'bidAskSize': '36X131', | |
| 'bidSize': 36, | |
| 'closePrice': 1.7, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.471, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '32 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.098, | |
| 'highPrice': 1.42, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.42, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 1.17, | |
| 'mark': 1.37, | |
| 'markChange': -0.34, | |
| 'markPercentChange': -19.71, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.28, | |
| 'nonStandard': False, | |
| 'openInterest': 13, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.47, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199623, | |
| 'rho': 0.014, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_040921C32', | |
| 'theoreticalOptionValue': 1.365, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 1.42, | |
| 'totalVolume': 885, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804681860, | |
| 'vega': 0.04, | |
| 'volatility': 40.248}], | |
| '32.5': [{'ask': 1.22, | |
| 'askSize': 12, | |
| 'bid': 1.12, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.48, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.424, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '32.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.097, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.5, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 1.17, | |
| 'markChange': -0.31, | |
| 'markPercentChange': -20.95, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.44, | |
| 'nonStandard': False, | |
| 'openInterest': 7, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 29.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199750, | |
| 'rho': 0.013, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.5, | |
| 'symbol': 'GDX_040921C32.5', | |
| 'theoreticalOptionValue': 1.17, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 1.5, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614714606502, | |
| 'vega': 0.04, | |
| 'volatility': 40.324}], | |
| '33.0': [{'ask': 1.06, | |
| 'askSize': 12, | |
| 'bid': 0.96, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.27, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.38, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '33 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.093, | |
| 'highPrice': 1.06, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.02, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.96, | |
| 'mark': 1.01, | |
| 'markChange': -0.26, | |
| 'markPercentChange': -20.78, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.25, | |
| 'nonStandard': False, | |
| 'openInterest': 36, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199152, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_040921C33', | |
| 'theoreticalOptionValue': 1.01, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.022, | |
| 'timeValue': 1.02, | |
| 'totalVolume': 44, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614789854537, | |
| 'vega': 0.038, | |
| 'volatility': 40.73}], | |
| '33.5': [{'ask': 0.9, | |
| 'askSize': 12, | |
| 'bid': 0.81, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 1.08, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.337, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '33.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.089, | |
| 'highPrice': 0.88, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.88, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.88, | |
| 'mark': 0.86, | |
| 'markChange': -0.23, | |
| 'markPercentChange': -20.83, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.2, | |
| 'nonStandard': False, | |
| 'openInterest': 35, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.52, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199252, | |
| 'rho': 0.01, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.5, | |
| 'symbol': 'GDX_040921C33.5', | |
| 'theoreticalOptionValue': 0.855, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 0.88, | |
| 'totalVolume': 2, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614795517977, | |
| 'vega': 0.037, | |
| 'volatility': 40.731}], | |
| '34.0': [{'ask': 0.77, | |
| 'askSize': 12, | |
| 'bid': 0.68, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.94, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.298, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '34 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.084, | |
| 'highPrice': 0.82, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.82, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.75, | |
| 'mark': 0.73, | |
| 'markChange': -0.21, | |
| 'markPercentChange': -22.87, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.12, | |
| 'nonStandard': False, | |
| 'openInterest': 40, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -12.77, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199299, | |
| 'rho': 0.009, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_040921C34', | |
| 'theoreticalOptionValue': 0.725, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 0.82, | |
| 'totalVolume': 41, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797599216, | |
| 'vega': 0.035, | |
| 'volatility': 40.89}], | |
| '34.5': [{'ask': 0.66, | |
| 'askSize': 12, | |
| 'bid': 0.58, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.8, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.263, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '34.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.079, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.64, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.62, | |
| 'markChange': -0.18, | |
| 'markPercentChange': -22.5, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.16, | |
| 'nonStandard': False, | |
| 'openInterest': 7, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -20.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199151, | |
| 'rho': 0.008, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.5, | |
| 'symbol': 'GDX_040921C34.5', | |
| 'theoreticalOptionValue': 0.62, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 0.64, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614704434723, | |
| 'vega': 0.033, | |
| 'volatility': 41.285}], | |
| '35.0': [{'ask': 0.56, | |
| 'askSize': 12, | |
| 'bid': 0.5, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.69, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.231, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '35 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.073, | |
| 'highPrice': 0.52, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.52, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.52, | |
| 'mark': 0.53, | |
| 'markChange': -0.16, | |
| 'markPercentChange': -22.63, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 12, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -24.09, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805185786, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_040921C35', | |
| 'theoreticalOptionValue': 0.53, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.52, | |
| 'totalVolume': 3, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803512434, | |
| 'vega': 0.031, | |
| 'volatility': 41.697}], | |
| '35.5': [{'ask': 0.48, | |
| 'askSize': 12, | |
| 'bid': 0.42, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.58, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.202, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '35.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.067, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.58, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.45, | |
| 'markChange': -0.13, | |
| 'markPercentChange': -22.41, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 184, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199151, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.5, | |
| 'symbol': 'GDX_040921C35.5', | |
| 'theoreticalOptionValue': 0.45, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.016, | |
| 'timeValue': 0.58, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614708494984, | |
| 'vega': 0.028, | |
| 'volatility': 42.014}], | |
| '36.0': [{'ask': 0.42, | |
| 'askSize': 12, | |
| 'bid': 0.35, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.5, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.177, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '36 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.061, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.52, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.39, | |
| 'markChange': -0.11, | |
| 'markPercentChange': -22.22, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.16, | |
| 'nonStandard': False, | |
| 'openInterest': 22, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 32.32, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199750, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_040921C36', | |
| 'theoreticalOptionValue': 0.385, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.52, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614716982300, | |
| 'vega': 0.026, | |
| 'volatility': 42.465}], | |
| '36.5': [{'ask': 0.36, | |
| 'askSize': 10, | |
| 'bid': 0.32, | |
| 'bidAskSize': '1X10', | |
| 'bidSize': 1, | |
| 'closePrice': 0.43, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.158, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '36.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.055, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.43, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.34, | |
| 'markChange': -0.09, | |
| 'markPercentChange': -20.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 5, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1.18, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199203, | |
| 'rho': 0.005, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.5, | |
| 'symbol': 'GDX_040921C36.5', | |
| 'theoreticalOptionValue': 0.34, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.43, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614709519705, | |
| 'vega': 0.024, | |
| 'volatility': 43.353}], | |
| '37.0': [{'ask': 0.31, | |
| 'askSize': 12, | |
| 'bid': 0.25, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.37, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.135, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '37 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.26, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.28, | |
| 'markChange': -0.09, | |
| 'markPercentChange': -24.32, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.11, | |
| 'nonStandard': False, | |
| 'openInterest': 9, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -29.73, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199750, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_040921C37', | |
| 'theoreticalOptionValue': 0.28, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.26, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614629715571, | |
| 'vega': 0.022, | |
| 'volatility': 43.275}], | |
| '37.5': [{'ask': 0.27, | |
| 'askSize': 12, | |
| 'bid': 0.18, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 0.32, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.113, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '37.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.044, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.25, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.23, | |
| 'markChange': -0.09, | |
| 'markPercentChange': -29.69, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.07, | |
| 'nonStandard': False, | |
| 'openInterest': 23, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -21.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199517, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.5, | |
| 'symbol': 'GDX_040921C37.5', | |
| 'theoreticalOptionValue': 0.225, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.25, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614630032627, | |
| 'vega': 0.019, | |
| 'volatility': 42.975}], | |
| '38.0': [{'ask': 0.22, | |
| 'askSize': 10, | |
| 'bid': 0.11, | |
| 'bidAskSize': '60X10', | |
| 'bidSize': 60, | |
| 'closePrice': 0.28, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.089, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '38 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.038, | |
| 'highPrice': 0.2, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.2, | |
| 'mark': 0.17, | |
| 'markChange': -0.11, | |
| 'markPercentChange': -40.0, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -27.27, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199151, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.0, | |
| 'symbol': 'GDX_040921C38', | |
| 'theoreticalOptionValue': 0.165, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.2, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786266204, | |
| 'vega': 0.016, | |
| 'volatility': 41.819}], | |
| '38.5': [{'ask': 0.2, | |
| 'askSize': 10, | |
| 'bid': 0.17, | |
| 'bidAskSize': '12X10', | |
| 'bidSize': 12, | |
| 'closePrice': 0.23, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.093, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '38.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.036, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.19, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -20.94, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805193867, | |
| 'rho': 0.003, | |
| 'settlementType': ' ', | |
| 'strikePrice': 38.5, | |
| 'symbol': 'GDX_040921C38.5', | |
| 'theoreticalOptionValue': 0.185, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.01, | |
| 'timeValue': 0.19, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.017, | |
| 'volatility': 45.154}], | |
| '39.0': [{'ask': 0.18, | |
| 'askSize': 12, | |
| 'bid': 0.14, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.21, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.081, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '39 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.033, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.16, | |
| 'markChange': -0.05, | |
| 'markPercentChange': -22.29, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175838, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.0, | |
| 'symbol': 'GDX_040921C39', | |
| 'theoreticalOptionValue': 0.16, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.16, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.015, | |
| 'volatility': 45.648}], | |
| '39.5': [{'ask': 0.16, | |
| 'askSize': 12, | |
| 'bid': 0.12, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.18, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.072, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '39.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.029, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.15, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.14, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -21.3, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.03, | |
| 'nonStandard': False, | |
| 'openInterest': 1, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.68, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175791, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 39.5, | |
| 'symbol': 'GDX_040921C39.5', | |
| 'theoreticalOptionValue': 0.14, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614702889996, | |
| 'vega': 0.014, | |
| 'volatility': 46.242}], | |
| '40.0': [{'ask': 0.14, | |
| 'askSize': 12, | |
| 'bid': 0.1, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.16, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.062, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '40 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.026, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.16, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.12, | |
| 'markChange': -0.04, | |
| 'markPercentChange': -23.95, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 1.39, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175790, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.0, | |
| 'symbol': 'GDX_040921C40', | |
| 'theoreticalOptionValue': 0.12, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.16, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614717894981, | |
| 'vega': 0.012, | |
| 'volatility': 46.607}], | |
| '40.5': [{'ask': 0.12, | |
| 'askSize': 10, | |
| 'bid': 0.09, | |
| 'bidAskSize': '12X10', | |
| 'bidSize': 12, | |
| 'closePrice': 0.14, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.055, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '40.5 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.023, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.14, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.11, | |
| 'markChange': -0.03, | |
| 'markPercentChange': -23.8, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.04, | |
| 'nonStandard': False, | |
| 'openInterest': 20, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 29.03, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199151, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 40.5, | |
| 'symbol': 'GDX_040921C40.5', | |
| 'theoreticalOptionValue': 0.105, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.14, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614714892677, | |
| 'vega': 0.011, | |
| 'volatility': 47.155}], | |
| '41.0': [{'ask': 0.12, | |
| 'askSize': 12, | |
| 'bid': 0.08, | |
| 'bidAskSize': '12X12', | |
| 'bidSize': 12, | |
| 'closePrice': 0.12, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.052, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '41 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.022, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.1, | |
| 'markChange': -0.02, | |
| 'markPercentChange': -15.04, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805175795, | |
| 'rho': 0.002, | |
| 'settlementType': ' ', | |
| 'strikePrice': 41.0, | |
| 'symbol': 'GDX_040921C41', | |
| 'theoreticalOptionValue': 0.1, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.1, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.011, | |
| 'volatility': 48.46}], | |
| '45.0': [{'ask': 0.11, | |
| 'askSize': 36, | |
| 'bid': 0.0, | |
| 'bidAskSize': '0X36', | |
| 'bidSize': 0, | |
| 'closePrice': 0.02, | |
| 'daysToExpiration': 37, | |
| 'deliverableNote': '', | |
| 'delta': 0.027, | |
| 'description': 'GDX Apr 9 2021 ' | |
| '45 Call ' | |
| '(Weekly)', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1617998400000, | |
| 'expirationType': 'S', | |
| 'gamma': 0.011, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618012800000, | |
| 'lowPrice': 0.0, | |
| 'mark': 0.06, | |
| 'markChange': 0.03, | |
| 'markPercentChange': 124.49, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805177153, | |
| 'rho': 0.001, | |
| 'settlementType': ' ', | |
| 'strikePrice': 45.0, | |
| 'symbol': 'GDX_040921C45', | |
| 'theoreticalOptionValue': 0.055, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.006, | |
| 'volatility': 55.543}]}, | |
| '2021-04-16:44': {'20.0': [{'ask': 11.55, | |
| 'askSize': 36, | |
| 'bid': 11.25, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 12.04, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.98, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 20 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.007, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 11.4, | |
| 'markChange': -0.64, | |
| 'markPercentChange': -5.3, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199310, | |
| 'rho': 0.024, | |
| 'settlementType': ' ', | |
| 'strikePrice': 20.0, | |
| 'symbol': 'GDX_041621C20', | |
| 'theoreticalOptionValue': 11.384, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.005, | |
| 'volatility': 65.701}], | |
| '21.0': [{'ask': 10.85, | |
| 'askSize': 36, | |
| 'bid': 10.0, | |
| 'bidAskSize': '36X36', | |
| 'bidSize': 36, | |
| 'closePrice': 11.05, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.975, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 21 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.008, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 10.43, | |
| 'markChange': -0.63, | |
| 'markPercentChange': -5.68, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199387, | |
| 'rho': 0.025, | |
| 'settlementType': ' ', | |
| 'strikePrice': 21.0, | |
| 'symbol': 'GDX_041621C21', | |
| 'theoreticalOptionValue': 10.394, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.004, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.006, | |
| 'volatility': 61.128}], | |
| '22.0': [{'ask': 10.25, | |
| 'askSize': 36, | |
| 'bid': 8.6, | |
| 'bidAskSize': '69X36', | |
| 'bidSize': 69, | |
| 'closePrice': 10.07, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.976, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 22 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.009, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 9.43, | |
| 'markChange': -0.64, | |
| 'markPercentChange': -6.39, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199222, | |
| 'rho': 0.026, | |
| 'settlementType': ' ', | |
| 'strikePrice': 22.0, | |
| 'symbol': 'GDX_041621C22', | |
| 'theoreticalOptionValue': 9.384, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.003, | |
| 'timeValue': 0.08, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.006, | |
| 'volatility': 53.399}], | |
| '23.0': [{'ask': 9.3, | |
| 'askSize': 36, | |
| 'bid': 7.65, | |
| 'bidAskSize': '69X36', | |
| 'bidSize': 69, | |
| 'closePrice': 9.08, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.968, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 23 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.013, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 0.0, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 8.48, | |
| 'markChange': -0.61, | |
| 'markPercentChange': -6.69, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.0, | |
| 'nonStandard': False, | |
| 'openInterest': 0, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 0.0, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199712, | |
| 'rho': 0.027, | |
| 'settlementType': ' ', | |
| 'strikePrice': 23.0, | |
| 'symbol': 'GDX_041621C23', | |
| 'theoreticalOptionValue': 8.399, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.004, | |
| 'timeValue': 0.13, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 0, | |
| 'vega': 0.008, | |
| 'volatility': 49.681}], | |
| '24.0': [{'ask': 7.6, | |
| 'askSize': 36, | |
| 'bid': 7.4, | |
| 'bidAskSize': '12X36', | |
| 'bidSize': 12, | |
| 'closePrice': 8.11, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.955, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 24 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.018, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 7.4, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 7.5, | |
| 'markChange': -0.61, | |
| 'markPercentChange': -7.56, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': 0.3, | |
| 'nonStandard': False, | |
| 'openInterest': 10, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': 3.72, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805178554, | |
| 'rho': 0.028, | |
| 'settlementType': ' ', | |
| 'strikePrice': 24.0, | |
| 'symbol': 'GDX_041621C24', | |
| 'theoreticalOptionValue': 7.429, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.005, | |
| 'timeValue': 0.05, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614361451569, | |
| 'vega': 0.01, | |
| 'volatility': 47.066}], | |
| '25.0': [{'ask': 6.6, | |
| 'askSize': 13, | |
| 'bid': 6.45, | |
| 'bidAskSize': '36X13', | |
| 'bidSize': 36, | |
| 'closePrice': 7.16, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.931, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 25 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.026, | |
| 'highPrice': 6.5, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 6.5, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 6.5, | |
| 'mark': 6.53, | |
| 'markChange': -0.64, | |
| 'markPercentChange': -8.91, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.66, | |
| 'nonStandard': False, | |
| 'openInterest': 393, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -9.26, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199211, | |
| 'rho': 0.028, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_041621C25', | |
| 'theoreticalOptionValue': 6.489, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.15, | |
| 'totalVolume': 10, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614794366504, | |
| 'vega': 0.014, | |
| 'volatility': 45.748}], | |
| '26.0': [{'ask': 5.95, | |
| 'askSize': 37, | |
| 'bid': 5.55, | |
| 'bidAskSize': '12X37', | |
| 'bidSize': 12, | |
| 'closePrice': 6.23, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.899, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 26 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.036, | |
| 'highPrice': 5.7, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 5.7, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 5.3, | |
| 'mark': 5.75, | |
| 'markChange': -0.48, | |
| 'markPercentChange': -7.68, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.53, | |
| 'nonStandard': False, | |
| 'openInterest': 66, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -8.48, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199254, | |
| 'rho': 0.028, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_041621C26', | |
| 'theoreticalOptionValue': 5.574, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 0.35, | |
| 'totalVolume': 8, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614790026084, | |
| 'vega': 0.019, | |
| 'volatility': 44.262}], | |
| '27.0': [{'ask': 4.8, | |
| 'askSize': 13, | |
| 'bid': 4.7, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 5.33, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.857, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 27 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.048, | |
| 'highPrice': 0.0, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.75, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.0, | |
| 'mark': 4.75, | |
| 'markChange': -0.58, | |
| 'markPercentChange': -10.85, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.58, | |
| 'nonStandard': False, | |
| 'openInterest': 56, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -10.85, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199970, | |
| 'rho': 0.027, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_041621C27', | |
| 'theoreticalOptionValue': 4.695, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 0.4, | |
| 'totalVolume': 0, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614697879224, | |
| 'vega': 0.025, | |
| 'volatility': 42.742}], | |
| '28.0': [{'ask': 4.0, | |
| 'askSize': 13, | |
| 'bid': 3.85, | |
| 'bidAskSize': '35X13', | |
| 'bidSize': 35, | |
| 'closePrice': 4.48, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.799, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 28 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.061, | |
| 'highPrice': 3.95, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.95, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 3.8, | |
| 'mark': 3.93, | |
| 'markChange': -0.56, | |
| 'markPercentChange': -12.44, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.53, | |
| 'nonStandard': False, | |
| 'openInterest': 21, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -11.88, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199809, | |
| 'rho': 0.026, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_041621C28', | |
| 'theoreticalOptionValue': 3.885, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.014, | |
| 'timeValue': 0.6, | |
| 'totalVolume': 750, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614787606503, | |
| 'vega': 0.031, | |
| 'volatility': 41.998}], | |
| '29.0': [{'ask': 3.25, | |
| 'askSize': 16, | |
| 'bid': 3.15, | |
| 'bidAskSize': '12X16', | |
| 'bidSize': 12, | |
| 'closePrice': 3.7, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.726, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 29 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.072, | |
| 'highPrice': 3.35, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.96, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 2.96, | |
| 'mark': 3.2, | |
| 'markChange': -0.5, | |
| 'markPercentChange': -13.45, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.74, | |
| 'nonStandard': False, | |
| 'openInterest': 76, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.94, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199970, | |
| 'rho': 0.021, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_041621C29', | |
| 'theoreticalOptionValue': 3.15, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.017, | |
| 'timeValue': 0.61, | |
| 'totalVolume': 13, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614784784463, | |
| 'vega': 0.036, | |
| 'volatility': 41.469}], | |
| '30.0': [{'ask': 2.57, | |
| 'askSize': 12, | |
| 'bid': 2.46, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 2.99, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.645, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 30 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.083, | |
| 'highPrice': 2.73, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 2.5, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 2.24, | |
| 'mark': 2.51, | |
| 'markChange': -0.47, | |
| 'markPercentChange': -15.78, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.49, | |
| 'nonStandard': False, | |
| 'openInterest': 692, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.29, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199316, | |
| 'rho': 0.02, | |
| 'settlementType': ' ', | |
| 'strikePrice': 30.0, | |
| 'symbol': 'GDX_041621C30', | |
| 'theoreticalOptionValue': 2.495, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 1.15, | |
| 'totalVolume': 448, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804201449, | |
| 'vega': 0.041, | |
| 'volatility': 40.951}], | |
| '31.0': [{'ask': 2.03, | |
| 'askSize': 12, | |
| 'bid': 1.86, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 2.37, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.558, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 31 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.088, | |
| 'highPrice': 2.08, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 1.99, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 1.68, | |
| 'mark': 1.94, | |
| 'markChange': -0.42, | |
| 'markPercentChange': -17.77, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.38, | |
| 'nonStandard': False, | |
| 'openInterest': 1649, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.87, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199371, | |
| 'rho': 0.018, | |
| 'settlementType': ' ', | |
| 'strikePrice': 31.0, | |
| 'symbol': 'GDX_041621C31', | |
| 'theoreticalOptionValue': 1.945, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.02, | |
| 'timeValue': 1.64, | |
| 'totalVolume': 263, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805087166, | |
| 'vega': 0.043, | |
| 'volatility': 40.863}], | |
| '32.0': [{'ask': 1.66, | |
| 'askSize': 315, | |
| 'bid': 1.47, | |
| 'bidAskSize': '36X315', | |
| 'bidSize': 36, | |
| 'closePrice': 1.84, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.473, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 32 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.085, | |
| 'highPrice': 1.65, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.53, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 1.25, | |
| 'mark': 1.57, | |
| 'markChange': -0.27, | |
| 'markPercentChange': -14.91, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.31, | |
| 'nonStandard': False, | |
| 'openInterest': 2425, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.81, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199951, | |
| 'rho': 0.016, | |
| 'settlementType': ' ', | |
| 'strikePrice': 32.0, | |
| 'symbol': 'GDX_041621C32', | |
| 'theoreticalOptionValue': 1.565, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.021, | |
| 'timeValue': 1.53, | |
| 'totalVolume': 1336, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805082022, | |
| 'vega': 0.044, | |
| 'volatility': 42.616}], | |
| '33.0': [{'ask': 1.19, | |
| 'askSize': 12, | |
| 'bid': 1.11, | |
| 'bidAskSize': '16X12', | |
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| 'closePrice': 1.41, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.388, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 33 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.084, | |
| 'highPrice': 1.25, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 1.17, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.98, | |
| 'mark': 1.15, | |
| 'markChange': -0.26, | |
| 'markPercentChange': -18.73, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.25, | |
| 'nonStandard': False, | |
| 'openInterest': 3432, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -17.31, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199511, | |
| 'rho': 0.013, | |
| 'settlementType': ' ', | |
| 'strikePrice': 33.0, | |
| 'symbol': 'GDX_041621C33', | |
| 'theoreticalOptionValue': 1.15, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.019, | |
| 'timeValue': 1.17, | |
| 'totalVolume': 535, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805120237, | |
| 'vega': 0.042, | |
| 'volatility': 41.655}], | |
| '34.0': [{'ask': 0.9, | |
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| 'bid': 0.82, | |
| 'bidAskSize': '23X12', | |
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| 'closePrice': 1.07, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.313, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 34 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.077, | |
| 'highPrice': 0.95, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.9, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.72, | |
| 'mark': 0.86, | |
| 'markChange': -0.21, | |
| 'markPercentChange': -19.63, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.17, | |
| 'nonStandard': False, | |
| 'openInterest': 9092, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -15.89, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199387, | |
| 'rho': 0.011, | |
| 'settlementType': ' ', | |
| 'strikePrice': 34.0, | |
| 'symbol': 'GDX_041621C34', | |
| 'theoreticalOptionValue': 0.86, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.018, | |
| 'timeValue': 0.9, | |
| 'totalVolume': 264, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614804951546, | |
| 'vega': 0.039, | |
| 'volatility': 41.852}], | |
| '35.0': [{'ask': 0.68, | |
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| 'bid': 0.62, | |
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| 'closePrice': 0.81, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.251, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 35 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
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| 'gamma': 0.068, | |
| 'highPrice': 0.74, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.65, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.55, | |
| 'mark': 0.65, | |
| 'markChange': -0.16, | |
| 'markPercentChange': -19.75, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.16, | |
| 'nonStandard': False, | |
| 'openInterest': 3132, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -19.75, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199228, | |
| 'rho': 0.009, | |
| 'settlementType': ' ', | |
| 'strikePrice': 35.0, | |
| 'symbol': 'GDX_041621C35', | |
| 'theoreticalOptionValue': 0.65, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.016, | |
| 'timeValue': 0.65, | |
| 'totalVolume': 1109, | |
| 'tradeDate': None, | |
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| 'vega': 0.035, | |
| 'volatility': 42.503}], | |
| '36.0': [{'ask': 0.51, | |
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| 'closePrice': 0.61, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.199, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 36 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
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| 'gamma': 0.059, | |
| 'highPrice': 0.53, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.51, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.41, | |
| 'mark': 0.49, | |
| 'markChange': -0.12, | |
| 'markPercentChange': -19.67, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.1, | |
| 'nonStandard': False, | |
| 'openInterest': 6086, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.39, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199269, | |
| 'rho': 0.007, | |
| 'settlementType': ' ', | |
| 'strikePrice': 36.0, | |
| 'symbol': 'GDX_041621C36', | |
| 'theoreticalOptionValue': 0.49, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.015, | |
| 'timeValue': 0.51, | |
| 'totalVolume': 196, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614805068836, | |
| 'vega': 0.031, | |
| 'volatility': 43.178}], | |
| '37.0': [{'ask': 0.39, | |
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| 'bid': 0.36, | |
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| 'closePrice': 0.46, | |
| 'daysToExpiration': 44, | |
| 'deliverableNote': '', | |
| 'delta': 0.158, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 37 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1618603200000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.05, | |
| 'highPrice': 0.42, | |
| 'inTheMoney': False, | |
| 'isIndexOption': None, | |
| 'last': 0.38, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1618617600000, | |
| 'lowPrice': 0.32, | |
| 'mark': 0.38, | |
| 'markChange': -0.08, | |
| 'markPercentChange': -17.58, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.08, | |
| 'nonStandard': False, | |
| 'openInterest': 4017, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -16.48, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805193936, | |
| 'rho': 0.006, | |
| 'settlementType': ' ', | |
| 'strikePrice': 37.0, | |
| 'symbol': 'GDX_041621C37', | |
| 'theoreticalOptionValue': 0.375, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.013, | |
| 'timeValue': 0.38, | |
| 'totalVolume': 118, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614803760674, | |
| 'vega': 0.026, | |
| 'volatility': 44.093}], | |
| '38.0': [{'ask': 0.3, | |
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| 'bid': 0.27, | |
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| 'netChange': -0.07, | |
| 'nonStandard': False, | |
| 'openInterest': 927, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': -18.47, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199404, | |
| 'rho': 0.004, | |
| 'settlementType': ' ', | |
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| 'symbol': 'GDX_041621C38', | |
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| 'description': 'GDX Apr 16 ' | |
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| 'openInterest': 670, | |
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| 'description': 'GDX Apr 16 ' | |
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| 'openInterest': 13533, | |
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| 'putCall': 'CALL', | |
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| 'rho': 0.003, | |
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| '41.0': [{'ask': 0.15, | |
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| 'delta': 0.063, | |
| 'description': 'GDX Apr 16 ' | |
| '2021 41 Call', | |
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| 'lastTradingDay': 1618617600000, | |
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| 'netChange': -0.04, | |
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| 'openInterest': 269, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': -21.21, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199228, | |
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| '42.0': [{'ask': 0.12, | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 42 Call', | |
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| 'lastTradingDay': 1618617600000, | |
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| 'openInterest': 4462, | |
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| 'putCall': 'CALL', | |
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| '43.0': [{'ask': 0.1, | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 43 Call', | |
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| 'netChange': 0.09, | |
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| 'openInterest': 11, | |
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| 'optionDeliverablesList': None, | |
| 'percentChange': 80.95, | |
| 'putCall': 'CALL', | |
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| 'symbol': 'GDX_041621C43', | |
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| 'theoreticalVolatility': 29.0, | |
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| '44.0': [{'ask': 0.08, | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 44 Call', | |
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| 'openInterest': 61, | |
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| 'percentChange': -25.28, | |
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| 'symbol': 'GDX_041621C44', | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 45 Call', | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 46 Call', | |
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| '47.0': [{'ask': 0.11, | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 47 Call', | |
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| '48.0': [{'ask': 0.11, | |
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| 'description': 'GDX Apr 16 ' | |
| '2021 48 Call', | |
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| '50.0': [{'ask': 0.1, | |
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| 'description': 'GDX Apr 16 ' | |
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| '2021-06-18:107': {'20.0': [{'ask': 11.95, | |
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| 'description': 'GDX Jun 18 ' | |
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| 'nonStandard': False, | |
| 'openInterest': 100, | |
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| 'putCall': 'CALL', | |
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| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614792060432, | |
| 'vega': 0.011, | |
| 'volatility': 46.571}], | |
| '25.0': [{'ask': 7.0, | |
| 'askSize': 12, | |
| 'bid': 6.85, | |
| 'bidAskSize': '36X12', | |
| 'bidSize': 36, | |
| 'closePrice': 7.51, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.867, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 25 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.03, | |
| 'highPrice': 7.15, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 7.1, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 7.05, | |
| 'mark': 6.93, | |
| 'markChange': -0.59, | |
| 'markPercentChange': -7.82, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 687, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -5.49, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199203, | |
| 'rho': 0.06, | |
| 'settlementType': ' ', | |
| 'strikePrice': 25.0, | |
| 'symbol': 'GDX_061821C25', | |
| 'theoreticalOptionValue': 6.873, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.007, | |
| 'timeValue': 0.75, | |
| 'totalVolume': 23, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614798198561, | |
| 'vega': 0.037, | |
| 'volatility': 41.669}], | |
| '26.0': [{'ask': 6.2, | |
| 'askSize': 10, | |
| 'bid': 6.05, | |
| 'bidAskSize': '12X10', | |
| 'bidSize': 12, | |
| 'closePrice': 6.68, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.827, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 26 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.036, | |
| 'highPrice': 6.2, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 6.2, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 6.2, | |
| 'mark': 6.13, | |
| 'markChange': -0.56, | |
| 'markPercentChange': -8.34, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.48, | |
| 'nonStandard': False, | |
| 'openInterest': 361, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -7.22, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199403, | |
| 'rho': 0.059, | |
| 'settlementType': ' ', | |
| 'strikePrice': 26.0, | |
| 'symbol': 'GDX_061821C26', | |
| 'theoreticalOptionValue': 6.074, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.008, | |
| 'timeValue': 0.85, | |
| 'totalVolume': 1, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614794088182, | |
| 'vega': 0.043, | |
| 'volatility': 41.392}], | |
| '27.0': [{'ask': 5.45, | |
| 'askSize': 14, | |
| 'bid': 5.3, | |
| 'bidAskSize': '12X14', | |
| 'bidSize': 12, | |
| 'closePrice': 5.9, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.783, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 27 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.042, | |
| 'highPrice': 5.6, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 5.6, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 5.18, | |
| 'mark': 5.38, | |
| 'markChange': -0.53, | |
| 'markPercentChange': -8.94, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.3, | |
| 'nonStandard': False, | |
| 'openInterest': 301, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -5.13, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199207, | |
| 'rho': 0.057, | |
| 'settlementType': ' ', | |
| 'strikePrice': 27.0, | |
| 'symbol': 'GDX_061821C27', | |
| 'theoreticalOptionValue': 5.309, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.009, | |
| 'timeValue': 1.25, | |
| 'totalVolume': 12, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614797635421, | |
| 'vega': 0.05, | |
| 'volatility': 40.84}], | |
| '28.0': [{'ask': 4.75, | |
| 'askSize': 13, | |
| 'bid': 4.6, | |
| 'bidAskSize': '13X13', | |
| 'bidSize': 13, | |
| 'closePrice': 5.17, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.733, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 28 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.048, | |
| 'highPrice': 4.73, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 4.61, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 4.4, | |
| 'mark': 4.68, | |
| 'markChange': -0.49, | |
| 'markPercentChange': -9.54, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.56, | |
| 'nonStandard': False, | |
| 'openInterest': 306, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -10.8, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805179085, | |
| 'rho': 0.054, | |
| 'settlementType': ' ', | |
| 'strikePrice': 28.0, | |
| 'symbol': 'GDX_061821C28', | |
| 'theoreticalOptionValue': 4.609, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.011, | |
| 'timeValue': 1.26, | |
| 'totalVolume': 7, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614802522589, | |
| 'vega': 0.056, | |
| 'volatility': 40.561}], | |
| '29.0': [{'ask': 4.1, | |
| 'askSize': 13, | |
| 'bid': 4.0, | |
| 'bidAskSize': '12X13', | |
| 'bidSize': 12, | |
| 'closePrice': 4.5, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.678, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 29 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.052, | |
| 'highPrice': 4.01, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.65, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 3.65, | |
| 'mark': 4.05, | |
| 'markChange': -0.45, | |
| 'markPercentChange': -9.96, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.85, | |
| 'nonStandard': False, | |
| 'openInterest': 516, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -18.85, | |
| 'putCall': 'CALL', | |
| 'quoteTimeInLong': 1614805199623, | |
| 'rho': 0.051, | |
| 'settlementType': ' ', | |
| 'strikePrice': 29.0, | |
| 'symbol': 'GDX_061821C29', | |
| 'theoreticalOptionValue': 3.994, | |
| 'theoreticalVolatility': 29.0, | |
| 'theta': -0.012, | |
| 'timeValue': 1.3, | |
| 'totalVolume': 5, | |
| 'tradeDate': None, | |
| 'tradeTimeInLong': 1614786278371, | |
| 'vega': 0.061, | |
| 'volatility': 40.751}], | |
| '30.0': [{'ask': 3.5, | |
| 'askSize': 17, | |
| 'bid': 3.4, | |
| 'bidAskSize': '17X17', | |
| 'bidSize': 17, | |
| 'closePrice': 3.88, | |
| 'daysToExpiration': 107, | |
| 'deliverableNote': '', | |
| 'delta': 0.622, | |
| 'description': 'GDX Jun 18 ' | |
| '2021 30 Call', | |
| 'exchangeName': 'OPR', | |
| 'expirationDate': 1624046400000, | |
| 'expirationType': 'R', | |
| 'gamma': 0.055, | |
| 'highPrice': 3.55, | |
| 'inTheMoney': True, | |
| 'isIndexOption': None, | |
| 'last': 3.47, | |
| 'lastSize': 0, | |
| 'lastTradingDay': 1624060800000, | |
| 'lowPrice': 3.3, | |
| 'mark': 3.45, | |
| 'markChange': -0.43, | |
| 'markPercentChange': -11.15, | |
| 'mini': False, | |
| 'multiplier': 100.0, | |
| 'netChange': -0.41, | |
| 'nonStandard': False, | |
| 'openInterest': 2983, | |
| 'openPrice': 0.0, | |
| 'optionDeliverablesList': None, | |
| 'percentChange': -10.63, | |
| 'putCall': 'CALL', |
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