### List of Option Queries KPIs

An option contract can either be of the type put or call. A put allows the buyer to sell 100 shared of the underlying stock to the option writer (or: option seller) at the strike price, when the strike price is reached. A call allows the buyer of the call to buy 100 shares of the underlying stock at the strike price, when the strike price is reached. In both cases, the buyer gives the option seller some premium (cash) for the risk.

Next, a list of Option Query KPIs that are supported by the platform is shown. All these KPIs can be used in different types of Queries to find interesting options or to alert when interesting events happen (such as unusual options activity). These KPIs are available for all query types.

KPIs | Description |
---|---|

ASK | Ask price of the option. This is the price people selling the option want. It is higher than the mid price. |

BID | Bid price of the option. This is the price people buying the option offer. It is lower than the mid price. |

ASKSIZE | The size of the ask, i.e. how many option contracts are on the ask. |

BIDSIZE | The size of the bid, i.e. how many option contracts are on the bid. |

AVERAGE_VOLUME | The average daily volume since the specific contract (e.g. AMZN210507C03400000) was first introduced. |

CHANGE | Last day's price change in Dollars (e.g. -1.14$). |

CHANGE_PERCENTAGE | Last day's change in percent (e.g. -4.5%). |

CLOSE | Last (yesterday or today after end of trading hours) closing price. |

HIGH | Highest price of today. |

LOW | Lowest price of today. |

LAST | Price of today's last trade. |

LAST_VOLUME | Volume of today's last trade. |

OPEN | Sometimes same as close - overnight prices may change too. Thus, this is the opening price of today. |

OPEN_INTEREST | Total number of contracts written for the specific contract (e.g. AMZN210507C03400000) since it was first introduced. |

VOLUME | Total volume of today thus far. |

STRIKE | The fixed (strike) price at which the buyer of an option can buy or sell the underlying stock. |

DELTA | Compares the change in the price of the underlying stock with the change in the price of the option. This is the call delta. Put delta is DELTA - 1. |

GAMMA | Rate of change in an options delta per 1-point move in the underlying stock price. |

THETA | Rate of decline in the value of an option over time (also called time decay of an option). |

VEGA | Change in the options price for a 1-point move in implied volatility (measures the sensitivity to Implied Volatility). |

RHO | Sensitivity of an option to a change in the risk-free interest rate. |

PHI | Sensitivity of an option to Dividends. |

BID_IV | Implied Volatility of the bid price. |

MID_IV | Implied Volatility of the mid price (average of bid and ask price). |

ASK_IV | Implied Volatility of the ask price. |

SMV_VOL | ORATS Smooth Market Implied Volatility |

Below is a list of special option query KPIs.
These KPIs are **not** available for division, multiplication or
subtraction queries (so all the non-trivial ones).

KPIs | Description |
---|---|

EQUITY_PCR | Equity Put/Call Ratio |

EXPIRATION_DAYS | Days until contract expiration. |