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FieldDownloader/reference_fields/option8_data-fields.csv

9.3 KiB

1iddescriptiondataset_iddataset_namecategory_idcategory_nameregiondelayuniversetype
2historical_volatility_10Close-to-close Historical volatility over 10 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
3historical_volatility_120Close-to-close Historical volatility over 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
4historical_volatility_150Close-to-close Historical volatility over 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
5historical_volatility_180Close-to-close Historical volatility over 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
6historical_volatility_20Close-to-close Historical volatility over 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
7historical_volatility_30Close-to-close Historical volatility over 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
8historical_volatility_60Close-to-close Historical volatility over 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
9historical_volatility_90Close-to-close Historical volatility over 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
10implied_volatility_call_10At-the-money option-implied volatility for call Option for 10 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
11implied_volatility_call_1080At-the-money option-implied volatility for call option for 1080 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
12implied_volatility_call_120At-the-money option-implied volatility for call Option for 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
13implied_volatility_call_150At-the-money option-implied volatility for call Option for 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
14implied_volatility_call_180At-the-money option-implied volatility for call Option for 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
15implied_volatility_call_20At-the-money option-implied volatility for call Option for 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
16implied_volatility_call_270At-the-money option-implied volatility for call Option for 270 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
17implied_volatility_call_30At-the-money option-implied volatility for call Option for 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
18implied_volatility_call_360At-the-money option-implied volatility for call Option for 360 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
19implied_volatility_call_60At-the-money option-implied volatility for call Option for 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
20implied_volatility_call_720At-the-money option-implied volatility for call Option for 720 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
21implied_volatility_call_90At-the-money option-implied volatility for call Option for 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
22implied_volatility_mean_10At-the-money option-implied volatility mean for 10 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
23implied_volatility_mean_1080At-the-money option-implied volatility mean for 3 yearsoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
24implied_volatility_mean_120At-the-money option-implied volatility mean for 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
25implied_volatility_mean_150At-the-money option-implied volatility mean for 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
26implied_volatility_mean_180At-the-money option-implied volatility mean for 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
27implied_volatility_mean_20At-the-money option-implied volatility mean for 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
28implied_volatility_mean_270At-the-money option-implied volatility mean for 270 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
29implied_volatility_mean_30At-the-money option-implied volatility mean for 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
30implied_volatility_mean_360At-the-money option-implied volatility mean for 360 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
31implied_volatility_mean_60At-the-money option-implied volatility mean for 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
32implied_volatility_mean_720At-the-money option-implied volatility mean for 720 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
33implied_volatility_mean_90At-the-money option-implied volatility mean for 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
34implied_volatility_mean_skew_10At-the-money option-implied volatility mean skew for 10 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
35implied_volatility_mean_skew_1080At-the-money option-implied volatility mean skew for 3 yearsoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
36implied_volatility_mean_skew_120At-the-money option-implied volatility mean skew for 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
37implied_volatility_mean_skew_150At-the-money option-implied volatility mean skew for 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
38implied_volatility_mean_skew_180At-the-money option-implied volatility mean skew for 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
39implied_volatility_mean_skew_20At-the-money option-implied volatility mean skew for 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
40implied_volatility_mean_skew_270At-the-money option-implied volatility mean skew for 270 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
41implied_volatility_mean_skew_30At-the-money option-implied volatility mean skew for 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
42implied_volatility_mean_skew_360At-the-money option-implied volatility mean skew for 360 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
43implied_volatility_mean_skew_60At-the-money option-implied volatility mean skew for 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
44implied_volatility_mean_skew_720At-the-money option-implied volatility mean skew for 720 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
45implied_volatility_mean_skew_90At-the-money option-implied volatility mean skew for 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
46implied_volatility_put_10At-the-money option-implied volatility for Put Option for 10 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
47implied_volatility_put_1080At-the-money option-implied volatility for Put Option for 3 yearsoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
48implied_volatility_put_120At-the-money option-implied volatility for Put Option for 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
49implied_volatility_put_150At-the-money option-implied volatility for Put Option for 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
50implied_volatility_put_180At-the-money option-implied volatility for put option for 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
51implied_volatility_put_20At-the-money option-implied volatility for Put Option for 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
52implied_volatility_put_270At-the-money option-implied volatility for Put Option for 270 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
53implied_volatility_put_30At-the-money option-implied volatility for Put Option for 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
54implied_volatility_put_360At-the-money option-implied volatility for Put Option for 360 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
55implied_volatility_put_60At-the-money option-implied volatility for Put Option for 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
56implied_volatility_put_720At-the-money option-implied volatility for Put Option for 720 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
57implied_volatility_put_90At-the-money option-implied volatility for Put Option for 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
58parkinson_volatility_10Parkinson model's historical volatility over 2 weeksoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
59parkinson_volatility_120Parkinson model's historical volatility over 120 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
60parkinson_volatility_150Parkinson model's historical volatility over 150 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
61parkinson_volatility_180Parkinson model's historical volatility over 180 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
62parkinson_volatility_20Parkinson model's historical volatility over 20 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
63parkinson_volatility_30Parkinson model's historical volatility over 30 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
64parkinson_volatility_60Parkinson model's historical volatility over 60 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX
65parkinson_volatility_90Parkinson model's historical volatility over 90 daysoption8Volatility DataoptionOptionUSA1TOP3000MATRIX