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List of Variables: Option Data

Variable Description
name The name of the option contract is structured as follows: "ETH-28JUN19-170-C". This corresponds, respectively, to the underlying, maturity date, strike price and option type.
trade_id The number of the trade on the exchange (separate for Bitcoin and Ethereum)
maturity Maturity date of the contract in YYYYMMDD format
option_type Call or Put Option
strike_price Price in USDT at which the contract can be executed
direction Buy or sell
date Date of trade in YYYYMMDD format
time Time of trade in hhmmss format (UTC time)
price Price of the option (in BTC for bitcoin options and in ETH for ethereum options)
amount Contract size (in BTC for bitcoin options and in ETH for ethereum options). Number of underlyings (BTC or ETH) covered by the option contract.
index_price Price of the underlying at the moment of trade (in USDT)
iv Implied volatility (in %)
mark_price Theoretical price of the option (in BTC for bitcoin options and in ETH for ethereum options)
tick_direction It provides information about the direction and magnitude of the price change. Possible values are 0: the option trades at a higher price compared to the previous trade. 1: the option did not trade at a higher price, but the underlying's price moved upward. 2: the option trades at a lower price compared to the previous trade. 3: the options contract did not trade at a lower price, but the underlying's price moved downward.
trade_seq The number of times this contract has been traded