sample_timeseries.json

[{"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 212299066, "mark": 1.125, "low": 0.91, "theta": -0.150152, "symbol": "SPY", "bid_size": 204.0, "strike_price": 300.0, "bid": 1.12, "volume": 3135.0, "rho": 0.016476, "delta": 0.50502, "ask": 1.13, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:45:31.629851-04:00", "implied_volatility": 0.089325, "gamma": 0.142229}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 219.0, "open": null, "id0": 212301985, "mark": 1.115, "low": 0.91, "theta": -0.150697, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.11, "volume": 3147.0, "rho": 0.016336, "delta": 0.500766, "ask": 1.12, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 10:46:03.964989-04:00", "implied_volatility": 0.089731, "gamma": 0.14161}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 440.0, "open": null, "id0": 212304939, "mark": 1.115, "low": 0.91, "theta": -0.151288, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.11, "volume": 3151.0, "rho": 0.016289, "delta": 0.49937, "ask": 1.12, "putorcall": "call", "vega": 0.125248, "time": "2019-10-24 10:46:36.133026-04:00", "implied_volatility": 0.09013, "gamma": 0.140987}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212307923, "mark": 1.125, "low": 0.91, "theta": -0.149547, "symbol": "SPY", "bid_size": 778.0, "strike_price": 300.0, "bid": 1.12, "volume": 3160.0, "rho": 0.016524, "delta": 0.506455, "ask": 1.13, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 10:47:08.269534-04:00", "implied_volatility": 0.088921, "gamma": 0.142862}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212310969, "mark": 1.125, "low": 0.91, "theta": -0.150753, "symbol": "SPY", "bid_size": 180.0, "strike_price": 300.0, "bid": 1.12, "volume": 3161.0, "rho": 0.016429, "delta": 0.503598, "ask": 1.13, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:47:40.313878-04:00", "implied_volatility": 0.089727, "gamma": 0.1416}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 212313908, "mark": 1.105, "low": 0.91, "theta": -0.150626, "symbol": "SPY", "bid_size": 85.0, "strike_price": 300.0, "bid": 1.1, "volume": 3162.0, "rho": 0.016243, "delta": 0.497934, "ask": 1.11, "putorcall": "call", "vega": 0.125242, "time": "2019-10-24 10:48:12.862033-04:00", "implied_volatility": 0.08973, "gamma": 0.141619}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 13.0, "open": null, "id0": 212316864, "mark": 1.125, "low": 0.91, "theta": -0.150152, "symbol": "SPY", "bid_size": 271.0, "strike_price": 300.0, "bid": 1.12, "volume": 3166.0, "rho": 0.016476, "delta": 0.50502, "ask": 1.13, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:48:45.640230-04:00", "implied_volatility": 0.089325, "gamma": 0.142229}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 132.0, "open": null, "id0": 212319741, "mark": 1.125, "low": 0.91, "theta": -0.151053, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.12, "volume": 3177.0, "rho": 0.016405, "delta": 0.502892, "ask": 1.13, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:49:18.541898-04:00", "implied_volatility": 0.089928, "gamma": 0.141289}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 32.0, "open": null, "id0": 212322693, "mark": 1.125, "low": 0.91, "theta": -0.149807, "symbol": "SPY", "bid_size": 407.0, "strike_price": 300.0, "bid": 1.12, "volume": 3279.0, "rho": 0.016503, "delta": 0.505836, "ask": 1.13, "putorcall": "call", "vega": 0.125253, "time": "2019-10-24 10:49:51.243835-04:00", "implied_volatility": 0.089095, "gamma": 0.142589}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 65.0, "open": null, "id0": 212325674, "mark": 1.115, "low": 0.91, "theta": -0.150697, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.11, "volume": 3291.0, "rho": 0.016336, "delta": 0.500766, "ask": 1.12, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 10:50:23.820088-04:00", "implied_volatility": 0.089731, "gamma": 0.14161}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 212328617, "mark": 1.085, "low": 0.91, "theta": -0.14929, "symbol": "SPY", "bid_size": 454.0, "strike_price": 300.0, "bid": 1.08, "volume": 3307.0, "rho": 0.016148, "delta": 0.495024, "ask": 1.09, "putorcall": "call", "vega": 0.125226, "time": "2019-10-24 10:50:56.325526-04:00", "implied_volatility": 0.088926, "gamma": 0.1429}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 127.0, "open": null, "id0": 212331670, "mark": 1.105, "low": 0.91, "theta": -0.150038, "symbol": "SPY", "bid_size": 92.0, "strike_price": 300.0, "bid": 1.1, "volume": 3310.0, "rho": 0.016289, "delta": 0.499331, "ask": 1.11, "putorcall": "call", "vega": 0.125248, "time": "2019-10-24 10:51:28.656219-04:00", "implied_volatility": 0.089332, "gamma": 0.142247}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212334622, "mark": 1.105, "low": 0.91, "theta": -0.150626, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.1, "volume": 3324.0, "rho": 0.016243, "delta": 0.497934, "ask": 1.11, "putorcall": "call", "vega": 0.125242, "time": "2019-10-24 10:52:00.712674-04:00", "implied_volatility": 0.08973, "gamma": 0.141619}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 199.0, "open": null, "id0": 212337496, "mark": 1.1, "low": 0.91, "theta": -0.148788, "symbol": "SPY", "bid_size": 822.0, "strike_price": 300.0, "bid": 1.09, "volume": 3436.0, "rho": 0.016289, "delta": 0.499291, "ask": 1.11, "putorcall": "call", "vega": 0.125248, "time": "2019-10-24 10:52:32.441947-04:00", "implied_volatility": 0.088533, "gamma": 0.14353}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212340402, "mark": 1.085, "low": 0.91, "theta": -0.148709, "symbol": "SPY", "bid_size": 168.0, "strike_price": 300.0, "bid": 1.08, "volume": 3446.0, "rho": 0.016195, "delta": 0.49642, "ask": 1.09, "putorcall": "call", "vega": 0.125234, "time": "2019-10-24 10:53:04.378698-04:00", "implied_volatility": 0.08853, "gamma": 0.14354}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212343390, "mark": 1.085, "low": 0.91, "theta": -0.148125, "symbol": "SPY", "bid_size": 653.0, "strike_price": 300.0, "bid": 1.08, "volume": 3517.0, "rho": 0.016242, "delta": 0.497829, "ask": 1.09, "putorcall": "call", "vega": 0.125242, "time": "2019-10-24 10:53:36.878187-04:00", "implied_volatility": 0.088133, "gamma": 0.144185}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 29.0, "open": null, "id0": 212346369, "mark": 1.085, "low": 0.91, "theta": -0.148382, "symbol": "SPY", "bid_size": 66.0, "strike_price": 300.0, "bid": 1.08, "volume": 3518.0, "rho": 0.016221, "delta": 0.497208, "ask": 1.09, "putorcall": "call", "vega": 0.125239, "time": "2019-10-24 10:54:09.627442-04:00", "implied_volatility": 0.088308, "gamma": 0.143901}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 115.0, "open": null, "id0": 212349311, "mark": 1.095, "low": 0.91, "theta": -0.148197, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 1.09, "volume": 3518.0, "rho": 0.016336, "delta": 0.500713, "ask": 1.1, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 10:54:43.524085-04:00", "implied_volatility": 0.088134, "gamma": 0.144176}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 181.0, "open": null, "id0": 212352284, "mark": 1.07, "low": 0.91, "theta": -0.146787, "symbol": "SPY", "bid_size": 234.0, "strike_price": 300.0, "bid": 1.06, "volume": 3586.0, "rho": 0.016145, "delta": 0.494865, "ask": 1.08, "putorcall": "call", "vega": 0.125225, "time": "2019-10-24 10:55:16.049818-04:00", "implied_volatility": 0.087328, "gamma": 0.145513}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 293.0, "open": null, "id0": 212355310, "mark": 1.015, "low": 0.91, "theta": -0.147753, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 1.01, "volume": 3695.0, "rho": 0.015533, "delta": 0.476286, "ask": 1.02, "putorcall": "call", "vega": 0.12496, "time": "2019-10-24 10:55:48.250681-04:00", "implied_volatility": 0.088377, "gamma": 0.143607}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 9.0, "open": null, "id0": 212358310, "mark": 1.005, "low": 0.91, "theta": -0.146493, "symbol": "SPY", "bid_size": 753.0, "strike_price": 300.0, "bid": 1.0, "volume": 3697.0, "rho": 0.015526, "delta": 0.476036, "ask": 1.01, "putorcall": "call", "vega": 0.124955, "time": "2019-10-24 10:56:20.124177-04:00", "implied_volatility": 0.087577, "gamma": 0.144913}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212361203, "mark": 1.025, "low": 0.91, "theta": -0.146842, "symbol": "SPY", "bid_size": 295.0, "strike_price": 300.0, "bid": 1.02, "volume": 3709.0, "rho": 0.015717, "delta": 0.481851, "ask": 1.03, "putorcall": "call", "vega": 0.125068, "time": "2019-10-24 10:56:52.104334-04:00", "implied_volatility": 0.087644, "gamma": 0.144894}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 303.0, "open": null, "id0": 212364096, "mark": 1.03, "low": 0.91, "theta": -0.146842, "symbol": "SPY", "bid_size": 238.0, "strike_price": 300.0, "bid": 1.02, "volume": 3709.0, "rho": 0.015717, "delta": 0.481851, "ask": 1.04, "putorcall": "call", "vega": 0.125068, "time": "2019-10-24 10:57:24.028380-04:00", "implied_volatility": 0.087644, "gamma": 0.144894}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 135.0, "open": null, "id0": 212367162, "mark": 1.055, "low": 0.91, "theta": -0.147255, "symbol": "SPY", "bid_size": 85.0, "strike_price": 300.0, "bid": 1.05, "volume": 3709.0, "rho": 0.016003, "delta": 0.490557, "ask": 1.06, "putorcall": "call", "vega": 0.125188, "time": "2019-10-24 10:57:56.288519-04:00", "implied_volatility": 0.08771, "gamma": 0.144865}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212370202, "mark": 1.075, "low": 0.91, "theta": -0.146476, "symbol": "SPY", "bid_size": 216.0, "strike_price": 300.0, "bid": 1.07, "volume": 3809.0, "rho": 0.016273, "delta": 0.49875, "ask": 1.08, "putorcall": "call", "vega": 0.125246, "time": "2019-10-24 10:58:29.704160-04:00", "implied_volatility": 0.087064, "gamma": 0.145954}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212373207, "mark": 1.095, "low": 0.91, "theta": -0.147005, "symbol": "SPY", "bid_size": 159.0, "strike_price": 300.0, "bid": 1.09, "volume": 3819.0, "rho": 0.016432, "delta": 0.503596, "ask": 1.1, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:59:03.503692-04:00", "implied_volatility": 0.087332, "gamma": 0.145484}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 46.0, "open": null, "id0": 212376265, "mark": 1.095, "low": 0.91, "theta": -0.147005, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.09, "volume": 3835.0, "rho": 0.016432, "delta": 0.503596, "ask": 1.1, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 10:59:37.990720-04:00", "implied_volatility": 0.087332, "gamma": 0.145484}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 128.0, "open": null, "id0": 212379382, "mark": 1.11, "low": 0.91, "theta": -0.145829, "symbol": "SPY", "bid_size": 563.0, "strike_price": 300.0, "bid": 1.1, "volume": 3836.0, "rho": 0.016626, "delta": 0.509469, "ask": 1.12, "putorcall": "call", "vega": 0.125242, "time": "2019-10-24 11:00:12.151158-04:00", "implied_volatility": 0.086513, "gamma": 0.146807}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 45.0, "open": null, "id0": 212382414, "mark": 1.125, "low": 0.91, "theta": -0.147092, "symbol": "SPY", "bid_size": 100.0, "strike_price": 300.0, "bid": 1.12, "volume": 3871.0, "rho": 0.016719, "delta": 0.512326, "ask": 1.13, "putorcall": "call", "vega": 0.125226, "time": "2019-10-24 11:00:45.608382-04:00", "implied_volatility": 0.087294, "gamma": 0.145455}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212385466, "mark": 1.135, "low": 0.91, "theta": -0.147093, "symbol": "SPY", "bid_size": 174.0, "strike_price": 300.0, "bid": 1.13, "volume": 3884.0, "rho": 0.016815, "delta": 0.515238, "ask": 1.14, "putorcall": "call", "vega": 0.125202, "time": "2019-10-24 11:01:18.858788-04:00", "implied_volatility": 0.087272, "gamma": 0.145445}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 134.0, "open": null, "id0": 212388439, "mark": 1.14, "low": 0.91, "theta": -0.147093, "symbol": "SPY", "bid_size": 263.0, "strike_price": 300.0, "bid": 1.13, "volume": 3884.0, "rho": 0.016815, "delta": 0.515238, "ask": 1.15, "putorcall": "call", "vega": 0.125202, "time": "2019-10-24 11:01:52.252789-04:00", "implied_volatility": 0.087272, "gamma": 0.145445}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 179.0, "open": null, "id0": 212391373, "mark": 1.125, "low": 0.91, "theta": -0.14781, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.12, "volume": 3894.0, "rho": 0.016662, "delta": 0.510601, "ask": 1.13, "putorcall": "call", "vega": 0.125236, "time": "2019-10-24 11:02:25.199597-04:00", "implied_volatility": 0.087768, "gamma": 0.144693}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212394364, "mark": 1.115, "low": 0.91, "theta": -0.14769, "symbol": "SPY", "bid_size": 163.0, "strike_price": 300.0, "bid": 1.11, "volume": 3895.0, "rho": 0.016574, "delta": 0.507941, "ask": 1.12, "putorcall": "call", "vega": 0.125248, "time": "2019-10-24 11:02:58.621753-04:00", "implied_volatility": 0.087717, "gamma": 0.144807}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 50.0, "open": null, "id0": 212397317, "mark": 1.145, "low": 0.91, "theta": -0.147989, "symbol": "SPY", "bid_size": 173.0, "strike_price": 300.0, "bid": 1.14, "volume": 3900.0, "rho": 0.016838, "delta": 0.515972, "ask": 1.15, "putorcall": "call", "vega": 0.125196, "time": "2019-10-24 11:03:31.881543-04:00", "implied_volatility": 0.08784, "gamma": 0.144491}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212400299, "mark": 1.175, "low": 0.91, "theta": -0.148235, "symbol": "SPY", "bid_size": 64.0, "strike_price": 300.0, "bid": 1.17, "volume": 3951.0, "rho": 0.017097, "delta": 0.523843, "ask": 1.18, "putorcall": "call", "vega": 0.125095, "time": "2019-10-24 11:04:05.629088-04:00", "implied_volatility": 0.087965, "gamma": 0.144118}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 80.0, "open": null, "id0": 212403293, "mark": 1.155, "low": 0.91, "theta": -0.146081, "symbol": "SPY", "bid_size": 404.0, "strike_price": 300.0, "bid": 1.15, "volume": 4120.0, "rho": 0.017084, "delta": 0.523388, "ask": 1.16, "putorcall": "call", "vega": 0.125101, "time": "2019-10-24 11:04:39.269947-04:00", "implied_volatility": 0.086588, "gamma": 0.146422}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212406288, "mark": 1.185, "low": 0.91, "theta": -0.148197, "symbol": "SPY", "bid_size": 61.0, "strike_price": 300.0, "bid": 1.18, "volume": 4210.0, "rho": 0.017191, "delta": 0.526688, "ask": 1.19, "putorcall": "call", "vega": 0.125047, "time": "2019-10-24 11:05:13.392322-04:00", "implied_volatility": 0.087937, "gamma": 0.144089}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212409300, "mark": 1.205, "low": 0.91, "theta": -0.147701, "symbol": "SPY", "bid_size": 154.0, "strike_price": 300.0, "bid": 1.2, "volume": 4260.0, "rho": 0.017408, "delta": 0.533272, "ask": 1.21, "putorcall": "call", "vega": 0.12491, "time": "2019-10-24 11:05:46.186751-04:00", "implied_volatility": 0.087629, "gamma": 0.144394}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 208.0, "open": null, "id0": 212412286, "mark": 1.205, "low": 0.91, "theta": -0.149009, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.2, "volume": 4260.0, "rho": 0.017305, "delta": 0.530204, "ask": 1.21, "putorcall": "call", "vega": 0.124978, "time": "2019-10-24 11:06:18.521182-04:00", "implied_volatility": 0.088459, "gamma": 0.143136}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 212415213, "mark": 1.185, "low": 0.91, "theta": -0.148197, "symbol": "SPY", "bid_size": 141.0, "strike_price": 300.0, "bid": 1.18, "volume": 4262.0, "rho": 0.017191, "delta": 0.526688, "ask": 1.19, "putorcall": "call", "vega": 0.125047, "time": "2019-10-24 11:06:50.504154-04:00", "implied_volatility": 0.087937, "gamma": 0.144089}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212418137, "mark": 1.195, "low": 0.91, "theta": -0.146112, "symbol": "SPY", "bid_size": 831.0, "strike_price": 300.0, "bid": 1.19, "volume": 4264.0, "rho": 0.017444, "delta": 0.534348, "ask": 1.2, "putorcall": "call", "vega": 0.124883, "time": "2019-10-24 11:07:22.708309-04:00", "implied_volatility": 0.086615, "gamma": 0.146049}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 156.0, "open": null, "id0": 212421073, "mark": 1.16, "low": 0.91, "theta": -0.147049, "symbol": "SPY", "bid_size": 130.0, "strike_price": 300.0, "bid": 1.15, "volume": 4364.0, "rho": 0.017007, "delta": 0.521065, "ask": 1.17, "putorcall": "call", "vega": 0.125136, "time": "2019-10-24 11:07:54.748289-04:00", "implied_volatility": 0.087214, "gamma": 0.145426}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 236.0, "open": null, "id0": 212424033, "mark": 1.16, "low": 0.91, "theta": -0.14737, "symbol": "SPY", "bid_size": 487.0, "strike_price": 300.0, "bid": 1.15, "volume": 4365.0, "rho": 0.016981, "delta": 0.520298, "ask": 1.17, "putorcall": "call", "vega": 0.125146, "time": "2019-10-24 11:08:26.724852-04:00", "implied_volatility": 0.087422, "gamma": 0.145096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212427041, "mark": 1.215, "low": 0.91, "theta": -0.146568, "symbol": "SPY", "bid_size": 271.0, "strike_price": 300.0, "bid": 1.21, "volume": 4466.0, "rho": 0.017584, "delta": 0.538601, "ask": 1.22, "putorcall": "call", "vega": 0.124773, "time": "2019-10-24 11:08:58.803262-04:00", "implied_volatility": 0.086928, "gamma": 0.145366}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 90.0, "open": null, "id0": 212430070, "mark": 1.24, "low": 0.91, "theta": -0.14629, "symbol": "SPY", "bid_size": 86.0, "strike_price": 300.0, "bid": 1.23, "volume": 4475.0, "rho": 0.017777, "delta": 0.544473, "ask": 1.25, "putorcall": "call", "vega": 0.124597, "time": "2019-10-24 11:09:31.075567-04:00", "implied_volatility": 0.086794, "gamma": 0.145345}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 114.0, "open": null, "id0": 212433127, "mark": 1.23, "low": 0.91, "theta": -0.146436, "symbol": "SPY", "bid_size": 329.0, "strike_price": 300.0, "bid": 1.22, "volume": 4481.0, "rho": 0.01768, "delta": 0.541535, "ask": 1.24, "putorcall": "call", "vega": 0.124689, "time": "2019-10-24 11:10:04.379066-04:00", "implied_volatility": 0.086863, "gamma": 0.145356}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212436187, "mark": 1.235, "low": 0.91, "theta": -0.145583, "symbol": "SPY", "bid_size": 724.0, "strike_price": 300.0, "bid": 1.23, "volume": 4482.0, "rho": 0.017833, "delta": 0.54614, "ask": 1.24, "putorcall": "call", "vega": 0.124542, "time": "2019-10-24 11:10:38.467112-04:00", "implied_volatility": 0.086357, "gamma": 0.146007}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212439188, "mark": 1.265, "low": 0.91, "theta": -0.145762, "symbol": "SPY", "bid_size": 63.0, "strike_price": 300.0, "bid": 1.26, "volume": 4542.0, "rho": 0.018068, "delta": 0.553316, "ask": 1.27, "putorcall": "call", "vega": 0.124281, "time": "2019-10-24 11:11:12.112578-04:00", "implied_volatility": 0.086559, "gamma": 0.145312}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 403.0, "open": null, "id0": 212442229, "mark": 1.27, "low": 0.91, "theta": -0.146489, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.26, "volume": 4547.0, "rho": 0.018012, "delta": 0.551618, "ask": 1.28, "putorcall": "call", "vega": 0.124347, "time": "2019-10-24 11:11:44.873550-04:00", "implied_volatility": 0.087003, "gamma": 0.144657}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212445236, "mark": 1.245, "low": 0.91, "theta": -0.145414, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.24, "volume": 4548.0, "rho": 0.01793, "delta": 0.549099, "ask": 1.25, "putorcall": "call", "vega": 0.124439, "time": "2019-10-24 11:12:17.362004-04:00", "implied_volatility": 0.08628, "gamma": 0.145996}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 136.0, "open": null, "id0": 212448153, "mark": 1.23, "low": 0.91, "theta": -0.145034, "symbol": "SPY", "bid_size": 336.0, "strike_price": 300.0, "bid": 1.22, "volume": 4558.0, "rho": 0.017791, "delta": 0.544853, "ask": 1.24, "putorcall": "call", "vega": 0.124584, "time": "2019-10-24 11:12:49.400208-04:00", "implied_volatility": 0.085992, "gamma": 0.146686}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 121.0, "open": null, "id0": 212451197, "mark": 1.205, "low": 0.91, "theta": -0.146002, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.2, "volume": 4668.0, "rho": 0.017541, "delta": 0.53729, "ask": 1.21, "putorcall": "call", "vega": 0.124808, "time": "2019-10-24 11:13:22.746199-04:00", "implied_volatility": 0.086557, "gamma": 0.146038}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 121.0, "open": null, "id0": 212454110, "mark": 1.205, "low": 0.91, "theta": -0.145659, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.2, "volume": 4697.0, "rho": 0.017568, "delta": 0.538106, "ask": 1.21, "putorcall": "call", "vega": 0.124786, "time": "2019-10-24 11:13:55.283914-04:00", "implied_volatility": 0.086342, "gamma": 0.146372}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 20.0, "open": null, "id0": 212457046, "mark": 1.195, "low": 0.91, "theta": -0.144061, "symbol": "SPY", "bid_size": 889.0, "strike_price": 300.0, "bid": 1.19, "volume": 4700.0, "rho": 0.017608, "delta": 0.539257, "ask": 1.2, "putorcall": "call", "vega": 0.124753, "time": "2019-10-24 11:14:27.977743-04:00", "implied_volatility": 0.085325, "gamma": 0.148073}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 25.0, "open": null, "id0": 212459989, "mark": 1.215, "low": 0.91, "theta": -0.145175, "symbol": "SPY", "bid_size": 130.0, "strike_price": 300.0, "bid": 1.21, "volume": 4821.0, "rho": 0.017694, "delta": 0.541904, "ask": 1.22, "putorcall": "call", "vega": 0.124677, "time": "2019-10-24 11:15:00.813146-04:00", "implied_volatility": 0.086057, "gamma": 0.146703}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 23.0, "open": null, "id0": 212462978, "mark": 1.215, "low": 0.91, "theta": -0.144046, "symbol": "SPY", "bid_size": 407.0, "strike_price": 300.0, "bid": 1.21, "volume": 4823.0, "rho": 0.017783, "delta": 0.544598, "ask": 1.22, "putorcall": "call", "vega": 0.124591, "time": "2019-10-24 11:15:33.337566-04:00", "implied_volatility": 0.085355, "gamma": 0.147792}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212465886, "mark": 1.215, "low": 0.91, "theta": -0.144482, "symbol": "SPY", "bid_size": 101.0, "strike_price": 300.0, "bid": 1.21, "volume": 4825.0, "rho": 0.017749, "delta": 0.543556, "ask": 1.22, "putorcall": "call", "vega": 0.124625, "time": "2019-10-24 11:16:05.336557-04:00", "implied_volatility": 0.085626, "gamma": 0.147371}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212468856, "mark": 1.225, "low": 0.91, "theta": -0.144681, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.22, "volume": 4825.0, "rho": 0.017819, "delta": 0.545693, "ask": 1.23, "putorcall": "call", "vega": 0.124556, "time": "2019-10-24 11:16:37.235549-04:00", "implied_volatility": 0.085773, "gamma": 0.147022}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 133.0, "open": null, "id0": 212471842, "mark": 1.23, "low": 0.91, "theta": -0.144326, "symbol": "SPY", "bid_size": 408.0, "strike_price": 300.0, "bid": 1.22, "volume": 4825.0, "rho": 0.017847, "delta": 0.546538, "ask": 1.24, "putorcall": "call", "vega": 0.124527, "time": "2019-10-24 11:17:10.133824-04:00", "implied_volatility": 0.085554, "gamma": 0.14736}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212474669, "mark": 1.215, "low": 0.91, "theta": -0.145766, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.21, "volume": 4827.0, "rho": 0.017647, "delta": 0.540499, "ask": 1.22, "putorcall": "call", "vega": 0.124719, "time": "2019-10-24 11:17:42.670759-04:00", "implied_volatility": 0.086426, "gamma": 0.146135}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212477648, "mark": 1.215, "low": 0.91, "theta": -0.143516, "symbol": "SPY", "bid_size": 345.0, "strike_price": 300.0, "bid": 1.21, "volume": 4830.0, "rho": 0.017825, "delta": 0.545869, "ask": 1.22, "putorcall": "call", "vega": 0.124549, "time": "2019-10-24 11:18:14.750956-04:00", "implied_volatility": 0.085027, "gamma": 0.148305}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 212480635, "mark": 1.185, "low": 0.91, "theta": -0.143496, "symbol": "SPY", "bid_size": 554.0, "strike_price": 300.0, "bid": 1.18, "volume": 4980.0, "rho": 0.017564, "delta": 0.537924, "ask": 1.19, "putorcall": "call", "vega": 0.12479, "time": "2019-10-24 11:18:47.005232-04:00", "implied_volatility": 0.084955, "gamma": 0.148771}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 106.0, "open": null, "id0": 212483538, "mark": 1.175, "low": 0.91, "theta": -0.14529, "symbol": "SPY", "bid_size": 16.0, "strike_price": 300.0, "bid": 1.17, "volume": 4980.0, "rho": 0.01733, "delta": 0.530863, "ask": 1.18, "putorcall": "call", "vega": 0.124962, "time": "2019-10-24 11:19:19.460638-04:00", "implied_volatility": 0.08608, "gamma": 0.147074}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 264.0, "open": null, "id0": 212486482, "mark": 1.2, "low": 0.91, "theta": -0.144749, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.19, "volume": 4980.0, "rho": 0.017553, "delta": 0.537604, "ask": 1.21, "putorcall": "call", "vega": 0.124799, "time": "2019-10-24 11:19:53.338998-04:00", "implied_volatility": 0.085756, "gamma": 0.147392}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 212489514, "mark": 1.195, "low": 0.91, "theta": -0.144749, "symbol": "SPY", "bid_size": 121.0, "strike_price": 300.0, "bid": 1.19, "volume": 4980.0, "rho": 0.017553, "delta": 0.537604, "ask": 1.2, "putorcall": "call", "vega": 0.124799, "time": "2019-10-24 11:20:25.955284-04:00", "implied_volatility": 0.085756, "gamma": 0.147392}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212492532, "mark": 1.195, "low": 0.91, "theta": -0.143369, "symbol": "SPY", "bid_size": 179.0, "strike_price": 300.0, "bid": 1.19, "volume": 4980.0, "rho": 0.017663, "delta": 0.540926, "ask": 1.2, "putorcall": "call", "vega": 0.124704, "time": "2019-10-24 11:20:58.553505-04:00", "implied_volatility": 0.084892, "gamma": 0.14876}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 212495557, "mark": 1.205, "low": 0.91, "theta": -0.142875, "symbol": "SPY", "bid_size": 494.0, "strike_price": 300.0, "bid": 1.2, "volume": 5092.0, "rho": 0.01779, "delta": 0.544782, "ask": 1.21, "putorcall": "call", "vega": 0.124584, "time": "2019-10-24 11:21:30.617706-04:00", "implied_volatility": 0.084605, "gamma": 0.149096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 212498568, "mark": 1.225, "low": 0.91, "theta": -0.142911, "symbol": "SPY", "bid_size": 11.0, "strike_price": 300.0, "bid": 1.22, "volume": 5095.0, "rho": 0.017959, "delta": 0.549925, "ask": 1.23, "putorcall": "call", "vega": 0.124407, "time": "2019-10-24 11:22:03.603986-04:00", "implied_volatility": 0.084681, "gamma": 0.148714}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212501545, "mark": 1.245, "low": 0.91, "theta": -0.143969, "symbol": "SPY", "bid_size": 99.0, "strike_price": 300.0, "bid": 1.24, "volume": 5096.0, "rho": 0.018044, "delta": 0.552517, "ask": 1.25, "putorcall": "call", "vega": 0.12431, "time": "2019-10-24 11:22:36.626210-04:00", "implied_volatility": 0.085394, "gamma": 0.147338}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 12.0, "open": null, "id0": 212504554, "mark": 1.235, "low": 0.91, "theta": -0.142833, "symbol": "SPY", "bid_size": 72.0, "strike_price": 300.0, "bid": 1.23, "volume": 5096.0, "rho": 0.01805, "delta": 0.552684, "ask": 1.24, "putorcall": "call", "vega": 0.124302, "time": "2019-10-24 11:23:08.599367-04:00", "implied_volatility": 0.084665, "gamma": 0.148599}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 138.0, "open": null, "id0": 212507550, "mark": 1.255, "low": 0.91, "theta": -0.144501, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.25, "volume": 5121.0, "rho": 0.018085, "delta": 0.55378, "ask": 1.26, "putorcall": "call", "vega": 0.124261, "time": "2019-10-24 11:23:41.624428-04:00", "implied_volatility": 0.085754, "gamma": 0.146653}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 61.0, "open": null, "id0": 212510542, "mark": 1.25, "low": 0.91, "theta": -0.142506, "symbol": "SPY", "bid_size": 208.0, "strike_price": 300.0, "bid": 1.24, "volume": 5131.0, "rho": 0.01816, "delta": 0.556007, "ask": 1.26, "putorcall": "call", "vega": 0.124169, "time": "2019-10-24 11:24:14.561709-04:00", "implied_volatility": 0.084502, "gamma": 0.148705}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 12.0, "open": null, "id0": 212513543, "mark": 1.235, "low": 0.91, "theta": -0.142709, "symbol": "SPY", "bid_size": 64.0, "strike_price": 300.0, "bid": 1.23, "volume": 5131.0, "rho": 0.01806, "delta": 0.55298, "ask": 1.24, "putorcall": "call", "vega": 0.124291, "time": "2019-10-24 11:24:47.292354-04:00", "implied_volatility": 0.08459, "gamma": 0.148716}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 100.0, "open": null, "id0": 212516462, "mark": 1.235, "low": 0.91, "theta": -0.143435, "symbol": "SPY", "bid_size": 62.0, "strike_price": 300.0, "bid": 1.23, "volume": 5132.0, "rho": 0.018002, "delta": 0.551244, "ask": 1.24, "putorcall": "call", "vega": 0.124358, "time": "2019-10-24 11:25:19.947961-04:00", "implied_volatility": 0.085034, "gamma": 0.14803}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 50.0, "open": null, "id0": 212519368, "mark": 1.245, "low": 0.91, "theta": -0.143145, "symbol": "SPY", "bid_size": 122.0, "strike_price": 300.0, "bid": 1.24, "volume": 5232.0, "rho": 0.018109, "delta": 0.55448, "ask": 1.25, "putorcall": "call", "vega": 0.124232, "time": "2019-10-24 11:25:52.033596-04:00", "implied_volatility": 0.084891, "gamma": 0.148107}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212522375, "mark": 1.265, "low": 0.91, "theta": -0.14318, "symbol": "SPY", "bid_size": 26.0, "strike_price": 300.0, "bid": 1.26, "volume": 5384.0, "rho": 0.018271, "delta": 0.559402, "ask": 1.27, "putorcall": "call", "vega": 0.124024, "time": "2019-10-24 11:26:24.055741-04:00", "implied_volatility": 0.08499, "gamma": 0.147654}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 143.0, "open": null, "id0": 212525325, "mark": 1.245, "low": 0.91, "theta": -0.143605, "symbol": "SPY", "bid_size": 22.0, "strike_price": 300.0, "bid": 1.24, "volume": 5384.0, "rho": 0.018072, "delta": 0.553383, "ask": 1.25, "putorcall": "call", "vega": 0.124276, "time": "2019-10-24 11:26:55.930074-04:00", "implied_volatility": 0.085172, "gamma": 0.147677}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 99.0, "open": null, "id0": 212528346, "mark": 1.285, "low": 0.91, "theta": -0.143074, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.28, "volume": 5411.0, "rho": 0.01844, "delta": 0.564545, "ask": 1.29, "putorcall": "call", "vega": 0.123786, "time": "2019-10-24 11:27:28.023688-04:00", "implied_volatility": 0.085017, "gamma": 0.14729}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 231.0, "open": null, "id0": 212531348, "mark": 1.295, "low": 0.91, "theta": -0.142812, "symbol": "SPY", "bid_size": 572.0, "strike_price": 300.0, "bid": 1.28, "volume": 5419.0, "rho": 0.01854, "delta": 0.567568, "ask": 1.31, "putorcall": "call", "vega": 0.123636, "time": "2019-10-24 11:28:00.365573-04:00", "implied_volatility": 0.08491, "gamma": 0.147277}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 47.0, "open": null, "id0": 212534356, "mark": 1.29, "low": 0.91, "theta": -0.141541, "symbol": "SPY", "bid_size": 285.0, "strike_price": 300.0, "bid": 1.28, "volume": 5432.0, "rho": 0.018561, "delta": 0.568179, "ask": 1.3, "putorcall": "call", "vega": 0.123604, "time": "2019-10-24 11:28:32.844890-04:00", "implied_volatility": 0.084101, "gamma": 0.148654}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 212537309, "mark": 1.3, "low": 0.91, "theta": -0.142039, "symbol": "SPY", "bid_size": 254.0, "strike_price": 300.0, "bid": 1.29, "volume": 5432.0, "rho": 0.0186, "delta": 0.569394, "ask": 1.31, "putorcall": "call", "vega": 0.123541, "time": "2019-10-24 11:29:05.605671-04:00", "implied_volatility": 0.08445, "gamma": 0.147956}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 7.0, "open": null, "id0": 212540390, "mark": 1.315, "low": 0.91, "theta": -0.142242, "symbol": "SPY", "bid_size": 149.0, "strike_price": 300.0, "bid": 1.31, "volume": 5433.0, "rho": 0.01874, "delta": 0.573638, "ask": 1.32, "putorcall": "call", "vega": 0.123313, "time": "2019-10-24 11:29:38.233033-04:00", "implied_volatility": 0.084681, "gamma": 0.14725}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 48.0, "open": null, "id0": 212543465, "mark": 1.39, "low": 0.91, "theta": -0.138891, "symbol": "SPY", "bid_size": 171.0, "strike_price": 300.0, "bid": 1.38, "volume": 5433.0, "rho": 0.019517, "delta": 0.597169, "ask": 1.4, "putorcall": "call", "vega": 0.121777, "time": "2019-10-24 11:30:10.968182-04:00", "implied_volatility": 0.083229, "gamma": 0.147806}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 164.0, "open": null, "id0": 212546543, "mark": 1.42, "low": 0.91, "theta": -0.141074, "symbol": "SPY", "bid_size": 44.0, "strike_price": 300.0, "bid": 1.41, "volume": 5462.0, "rho": 0.019557, "delta": 0.598466, "ask": 1.43, "putorcall": "call", "vega": 0.121684, "time": "2019-10-24 11:30:43.934253-04:00", "implied_volatility": 0.084711, "gamma": 0.145089}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 25.0, "open": null, "id0": 212549642, "mark": 1.41, "low": 0.91, "theta": -0.140635, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.4, "volume": 5478.0, "rho": 0.019522, "delta": 0.597373, "ask": 1.42, "putorcall": "call", "vega": 0.121766, "time": "2019-10-24 11:31:16.822411-04:00", "implied_volatility": 0.084381, "gamma": 0.145764}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 9.0, "open": null, "id0": 212552643, "mark": 1.405, "low": 0.91, "theta": -0.140635, "symbol": "SPY", "bid_size": 8.0, "strike_price": 300.0, "bid": 1.4, "volume": 5578.0, "rho": 0.019522, "delta": 0.597373, "ask": 1.41, "putorcall": "call", "vega": 0.121766, "time": "2019-10-24 11:31:48.965642-04:00", "implied_volatility": 0.084381, "gamma": 0.145764}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 107.0, "open": null, "id0": 212555674, "mark": 1.46, "low": 0.91, "theta": -0.14013, "symbol": "SPY", "bid_size": 102.0, "strike_price": 300.0, "bid": 1.45, "volume": 5648.0, "rho": 0.019898, "delta": 0.608812, "ask": 1.47, "putorcall": "call", "vega": 0.120857, "time": "2019-10-24 11:32:21.328161-04:00", "implied_volatility": 0.084525, "gamma": 0.144353}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 12.0, "open": null, "id0": 212558661, "mark": 1.455, "low": 0.91, "theta": -0.14013, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.45, "volume": 5690.0, "rho": 0.019898, "delta": 0.608812, "ask": 1.46, "putorcall": "call", "vega": 0.120857, "time": "2019-10-24 11:32:53.983928-04:00", "implied_volatility": 0.084525, "gamma": 0.144353}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212561648, "mark": 1.47, "low": 0.91, "theta": -0.136864, "symbol": "SPY", "bid_size": 83.0, "strike_price": 300.0, "bid": 1.46, "volume": 5704.0, "rho": 0.020212, "delta": 0.618275, "ask": 1.48, "putorcall": "call", "vega": 0.120018, "time": "2019-10-24 11:33:27.160743-04:00", "implied_volatility": 0.082809, "gamma": 0.146273}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 101.0, "open": null, "id0": 212564575, "mark": 1.45, "low": 0.91, "theta": -0.139711, "symbol": "SPY", "bid_size": 153.0, "strike_price": 300.0, "bid": 1.44, "volume": 5704.0, "rho": 0.019864, "delta": 0.607758, "ask": 1.46, "putorcall": "call", "vega": 0.120944, "time": "2019-10-24 11:33:59.768140-04:00", "implied_volatility": 0.084201, "gamma": 0.145022}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 57.0, "open": null, "id0": 212567581, "mark": 1.465, "low": 0.91, "theta": -0.139637, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.46, "volume": 5704.0, "rho": 0.020001, "delta": 0.611925, "ask": 1.47, "putorcall": "call", "vega": 0.120591, "time": "2019-10-24 11:34:32.219422-04:00", "implied_volatility": 0.084342, "gamma": 0.144327}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212570576, "mark": 1.465, "low": 0.91, "theta": -0.139637, "symbol": "SPY", "bid_size": 45.0, "strike_price": 300.0, "bid": 1.46, "volume": 5808.0, "rho": 0.020001, "delta": 0.611925, "ask": 1.47, "putorcall": "call", "vega": 0.120591, "time": "2019-10-24 11:35:04.597836-04:00", "implied_volatility": 0.084342, "gamma": 0.144327}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212573556, "mark": 1.475, "low": 0.91, "theta": -0.140048, "symbol": "SPY", "bid_size": 69.0, "strike_price": 300.0, "bid": 1.47, "volume": 5817.0, "rho": 0.020035, "delta": 0.612961, "ask": 1.48, "putorcall": "call", "vega": 0.120501, "time": "2019-10-24 11:35:36.648945-04:00", "implied_volatility": 0.084664, "gamma": 0.143663}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 93.0, "open": null, "id0": 212576555, "mark": 1.45, "low": 0.91, "theta": -0.139711, "symbol": "SPY", "bid_size": 239.0, "strike_price": 300.0, "bid": 1.44, "volume": 5817.0, "rho": 0.019864, "delta": 0.607758, "ask": 1.46, "putorcall": "call", "vega": 0.120944, "time": "2019-10-24 11:36:08.862866-04:00", "implied_volatility": 0.084201, "gamma": 0.145022}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212579618, "mark": 1.425, "low": 0.91, "theta": -0.140636, "symbol": "SPY", "bid_size": 59.0, "strike_price": 300.0, "bid": 1.42, "volume": 5838.0, "rho": 0.019659, "delta": 0.601552, "ask": 1.43, "putorcall": "call", "vega": 0.121447, "time": "2019-10-24 11:36:41.834522-04:00", "implied_volatility": 0.084547, "gamma": 0.145068}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 35.0, "open": null, "id0": 212582539, "mark": 1.415, "low": 0.91, "theta": -0.141377, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.41, "volume": 5839.0, "rho": 0.019534, "delta": 0.597771, "ask": 1.42, "putorcall": "call", "vega": 0.121737, "time": "2019-10-24 11:37:14.668983-04:00", "implied_volatility": 0.084883, "gamma": 0.144862}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212585442, "mark": 1.385, "low": 0.91, "theta": -0.142434, "symbol": "SPY", "bid_size": 144.0, "strike_price": 300.0, "bid": 1.38, "volume": 5843.0, "rho": 0.019243, "delta": 0.588949, "ask": 1.39, "putorcall": "call", "vega": 0.122369, "time": "2019-10-24 11:37:47.303634-04:00", "implied_volatility": 0.085255, "gamma": 0.145035}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212588372, "mark": 1.375, "low": 0.91, "theta": -0.140997, "symbol": "SPY", "bid_size": 370.0, "strike_price": 300.0, "bid": 1.37, "volume": 5849.0, "rho": 0.019282, "delta": 0.590094, "ask": 1.38, "putorcall": "call", "vega": 0.122288, "time": "2019-10-24 11:38:19.771407-04:00", "implied_volatility": 0.084355, "gamma": 0.146483}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212591254, "mark": 1.365, "low": 0.91, "theta": -0.14179, "symbol": "SPY", "bid_size": 301.0, "strike_price": 300.0, "bid": 1.36, "volume": 6020.0, "rho": 0.019149, "delta": 0.586058, "ask": 1.37, "putorcall": "call", "vega": 0.122561, "time": "2019-10-24 11:38:51.659417-04:00", "implied_volatility": 0.084739, "gamma": 0.146169}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212594167, "mark": 1.375, "low": 0.91, "theta": -0.140997, "symbol": "SPY", "bid_size": 120.0, "strike_price": 300.0, "bid": 1.37, "volume": 6020.0, "rho": 0.019282, "delta": 0.590094, "ask": 1.38, "putorcall": "call", "vega": 0.122288, "time": "2019-10-24 11:39:23.503827-04:00", "implied_volatility": 0.084355, "gamma": 0.146483}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212597183, "mark": 1.355, "low": 0.91, "theta": -0.141737, "symbol": "SPY", "bid_size": 44.0, "strike_price": 300.0, "bid": 1.35, "volume": 6154.0, "rho": 0.01908, "delta": 0.583957, "ask": 1.36, "putorcall": "call", "vega": 0.122697, "time": "2019-10-24 11:39:55.940581-04:00", "implied_volatility": 0.084639, "gamma": 0.146518}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212600146, "mark": 1.365, "low": 0.91, "theta": -0.141375, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.36, "volume": 6163.0, "rho": 0.019181, "delta": 0.587021, "ask": 1.37, "putorcall": "call", "vega": 0.122497, "time": "2019-10-24 11:40:28.079200-04:00", "implied_volatility": 0.0845, "gamma": 0.146501}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 160.0, "open": null, "id0": 212603080, "mark": 1.35, "low": 0.91, "theta": -0.141269, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.34, "volume": 6163.0, "rho": 0.019042, "delta": 0.582805, "ask": 1.36, "putorcall": "call", "vega": 0.122769, "time": "2019-10-24 11:41:00.740886-04:00", "implied_volatility": 0.0843, "gamma": 0.147204}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212606058, "mark": 1.33, "low": 0.91, "theta": -0.141132, "symbol": "SPY", "bid_size": 79.0, "strike_price": 300.0, "bid": 1.32, "volume": 6244.0, "rho": 0.018903, "delta": 0.578568, "ask": 1.34, "putorcall": "call", "vega": 0.123028, "time": "2019-10-24 11:41:33.811754-04:00", "implied_volatility": 0.08409, "gamma": 0.147913}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 7.0, "open": null, "id0": 212609024, "mark": 1.335, "low": 0.91, "theta": -0.141609, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.33, "volume": 6255.0, "rho": 0.018941, "delta": 0.579741, "ask": 1.34, "putorcall": "call", "vega": 0.122958, "time": "2019-10-24 11:42:06.634778-04:00", "implied_volatility": 0.084432, "gamma": 0.14722}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 212611847, "mark": 1.345, "low": 0.91, "theta": -0.142083, "symbol": "SPY", "bid_size": 11.0, "strike_price": 300.0, "bid": 1.34, "volume": 6259.0, "rho": 0.018979, "delta": 0.580904, "ask": 1.35, "putorcall": "call", "vega": 0.122888, "time": "2019-10-24 11:42:38.925743-04:00", "implied_volatility": 0.084774, "gamma": 0.146534}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 48.0, "open": null, "id0": 212614765, "mark": 1.37, "low": 0.91, "theta": -0.140558, "symbol": "SPY", "bid_size": 135.0, "strike_price": 300.0, "bid": 1.36, "volume": 6259.0, "rho": 0.019244, "delta": 0.588924, "ask": 1.38, "putorcall": "call", "vega": 0.122368, "time": "2019-10-24 11:43:10.932221-04:00", "implied_volatility": 0.084029, "gamma": 0.147157}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212617702, "mark": 1.345, "low": 0.91, "theta": -0.141269, "symbol": "SPY", "bid_size": 46.0, "strike_price": 300.0, "bid": 1.34, "volume": 6259.0, "rho": 0.019042, "delta": 0.582805, "ask": 1.35, "putorcall": "call", "vega": 0.122769, "time": "2019-10-24 11:43:43.118655-04:00", "implied_volatility": 0.0843, "gamma": 0.147204}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212620601, "mark": 1.355, "low": 0.91, "theta": -0.141737, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 1.35, "volume": 6359.0, "rho": 0.01908, "delta": 0.583957, "ask": 1.36, "putorcall": "call", "vega": 0.122697, "time": "2019-10-24 11:44:15.334159-04:00", "implied_volatility": 0.084639, "gamma": 0.146518}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212623522, "mark": 1.365, "low": 0.91, "theta": -0.141375, "symbol": "SPY", "bid_size": 80.0, "strike_price": 300.0, "bid": 1.36, "volume": 6359.0, "rho": 0.019181, "delta": 0.587021, "ask": 1.37, "putorcall": "call", "vega": 0.122497, "time": "2019-10-24 11:44:47.875347-04:00", "implied_volatility": 0.0845, "gamma": 0.146501}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 9.0, "open": null, "id0": 212626425, "mark": 1.355, "low": 0.91, "theta": -0.140922, "symbol": "SPY", "bid_size": 41.0, "strike_price": 300.0, "bid": 1.35, "volume": 6460.0, "rho": 0.019143, "delta": 0.58586, "ask": 1.36, "putorcall": "call", "vega": 0.122572, "time": "2019-10-24 11:45:20.396791-04:00", "implied_volatility": 0.084167, "gamma": 0.147181}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 6.0, "open": null, "id0": 212629309, "mark": 1.345, "low": 0.91, "theta": -0.141677, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.34, "volume": 6460.0, "rho": 0.01901, "delta": 0.581852, "ask": 1.35, "putorcall": "call", "vega": 0.122829, "time": "2019-10-24 11:45:53.410343-04:00", "implied_volatility": 0.084537, "gamma": 0.146868}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 212632182, "mark": 1.355, "low": 0.91, "theta": -0.141737, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.35, "volume": 6460.0, "rho": 0.01908, "delta": 0.583957, "ask": 1.36, "putorcall": "call", "vega": 0.122697, "time": "2019-10-24 11:46:26.070014-04:00", "implied_volatility": 0.084639, "gamma": 0.146518}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 23.0, "open": null, "id0": 212635018, "mark": 1.355, "low": 0.91, "theta": -0.141737, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.35, "volume": 6460.0, "rho": 0.01908, "delta": 0.583957, "ask": 1.36, "putorcall": "call", "vega": 0.122697, "time": "2019-10-24 11:46:58.618418-04:00", "implied_volatility": 0.084639, "gamma": 0.146518}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 144.0, "open": null, "id0": 212637934, "mark": 1.34, "low": 0.91, "theta": -0.140799, "symbol": "SPY", "bid_size": 127.0, "strike_price": 300.0, "bid": 1.33, "volume": 6460.0, "rho": 0.019004, "delta": 0.581643, "ask": 1.35, "putorcall": "call", "vega": 0.122841, "time": "2019-10-24 11:47:30.616544-04:00", "implied_volatility": 0.08396, "gamma": 0.147897}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212640936, "mark": 1.325, "low": 0.91, "theta": -0.141132, "symbol": "SPY", "bid_size": 49.0, "strike_price": 300.0, "bid": 1.32, "volume": 6560.0, "rho": 0.018903, "delta": 0.578568, "ask": 1.33, "putorcall": "call", "vega": 0.123028, "time": "2019-10-24 11:48:02.760172-04:00", "implied_volatility": 0.08409, "gamma": 0.147913}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 212643863, "mark": 1.335, "low": 0.91, "theta": -0.141609, "symbol": "SPY", "bid_size": 46.0, "strike_price": 300.0, "bid": 1.33, "volume": 6560.0, "rho": 0.018941, "delta": 0.579741, "ask": 1.34, "putorcall": "call", "vega": 0.122958, "time": "2019-10-24 11:48:34.883493-04:00", "implied_volatility": 0.084432, "gamma": 0.14722}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212646744, "mark": 1.335, "low": 0.91, "theta": -0.141205, "symbol": "SPY", "bid_size": 82.0, "strike_price": 300.0, "bid": 1.33, "volume": 6560.0, "rho": 0.018973, "delta": 0.580689, "ask": 1.34, "putorcall": "call", "vega": 0.1229, "time": "2019-10-24 11:49:07.381364-04:00", "implied_volatility": 0.084196, "gamma": 0.147558}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 119.0, "open": null, "id0": 212649626, "mark": 1.335, "low": 0.91, "theta": -0.142414, "symbol": "SPY", "bid_size": 20.0, "strike_price": 300.0, "bid": 1.33, "volume": 6560.0, "rho": 0.018878, "delta": 0.577859, "ask": 1.34, "putorcall": "call", "vega": 0.123072, "time": "2019-10-24 11:49:41.460003-04:00", "implied_volatility": 0.084903, "gamma": 0.146549}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 119.0, "open": null, "id0": 212652500, "mark": 1.33, "low": 0.91, "theta": -0.141933, "symbol": "SPY", "bid_size": 77.0, "strike_price": 300.0, "bid": 1.32, "volume": 6562.0, "rho": 0.01884, "delta": 0.576685, "ask": 1.34, "putorcall": "call", "vega": 0.12314, "time": "2019-10-24 11:50:14.558941-04:00", "implied_volatility": 0.084559, "gamma": 0.147235}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 90.0, "open": null, "id0": 212655488, "mark": 1.3, "low": 0.91, "theta": -0.140869, "symbol": "SPY", "bid_size": 333.0, "strike_price": 300.0, "bid": 1.29, "volume": 6562.0, "rho": 0.018693, "delta": 0.57217, "ask": 1.31, "putorcall": "call", "vega": 0.123392, "time": "2019-10-24 11:50:47.209336-04:00", "implied_volatility": 0.083757, "gamma": 0.148985}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212658483, "mark": 1.325, "low": 0.91, "theta": -0.141132, "symbol": "SPY", "bid_size": 132.0, "strike_price": 300.0, "bid": 1.32, "volume": 6575.0, "rho": 0.018903, "delta": 0.578568, "ask": 1.33, "putorcall": "call", "vega": 0.123028, "time": "2019-10-24 11:51:19.594748-04:00", "implied_volatility": 0.08409, "gamma": 0.147913}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 4.0, "open": null, "id0": 212661577, "mark": 1.215, "low": 0.91, "theta": -0.131049, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.2, "volume": 6575.0, "rho": 0.018855, "delta": 0.576855, "ask": 1.23, "putorcall": "call", "vega": 0.123113, "time": "2019-10-24 11:51:52.110355-04:00", "implied_volatility": 0.077499, "gamma": 0.160656}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 48.0, "open": null, "id0": 212664673, "mark": 1.345, "low": 0.91, "theta": -0.144491, "symbol": "SPY", "bid_size": 44.0, "strike_price": 300.0, "bid": 1.33, "volume": 6576.0, "rho": 0.018793, "delta": 0.575324, "ask": 1.36, "putorcall": "call", "vega": 0.123222, "time": "2019-10-24 11:52:24.342799-04:00", "implied_volatility": 0.086183, "gamma": 0.144558}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 66.0, "open": null, "id0": 212667721, "mark": 1.27, "low": 0.91, "theta": -0.142806, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.26, "volume": 6578.0, "rho": 0.0183, "delta": 0.560289, "ask": 1.28, "putorcall": "call", "vega": 0.123984, "time": "2019-10-24 11:52:56.955394-04:00", "implied_volatility": 0.084764, "gamma": 0.147994}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212670670, "mark": 1.31, "low": 0.91, "theta": -0.141752, "symbol": "SPY", "bid_size": 113.0, "strike_price": 300.0, "bid": 1.3, "volume": 6578.0, "rho": 0.018701, "delta": 0.572444, "ask": 1.32, "putorcall": "call", "vega": 0.123378, "time": "2019-10-24 11:53:29.656873-04:00", "implied_volatility": 0.084335, "gamma": 0.147942}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 62.0, "open": null, "id0": 212673564, "mark": 1.315, "low": 0.91, "theta": -0.143808, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.31, "volume": 6578.0, "rho": 0.018618, "delta": 0.569972, "ask": 1.32, "putorcall": "call", "vega": 0.123514, "time": "2019-10-24 11:54:02.556933-04:00", "implied_volatility": 0.085608, "gamma": 0.145912}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212676541, "mark": 1.315, "low": 0.91, "theta": -0.142242, "symbol": "SPY", "bid_size": 62.0, "strike_price": 300.0, "bid": 1.31, "volume": 6578.0, "rho": 0.01874, "delta": 0.573638, "ask": 1.32, "putorcall": "call", "vega": 0.123313, "time": "2019-10-24 11:54:35.227217-04:00", "implied_volatility": 0.084681, "gamma": 0.14725}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 56.0, "open": null, "id0": 212679474, "mark": 1.32, "low": 0.91, "theta": -0.140653, "symbol": "SPY", "bid_size": 73.0, "strike_price": 300.0, "bid": 1.31, "volume": 6580.0, "rho": 0.018864, "delta": 0.577386, "ask": 1.33, "putorcall": "call", "vega": 0.123097, "time": "2019-10-24 11:55:07.829584-04:00", "implied_volatility": 0.083747, "gamma": 0.148612}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212682371, "mark": 1.3, "low": 0.91, "theta": -0.141261, "symbol": "SPY", "bid_size": 128.0, "strike_price": 300.0, "bid": 1.29, "volume": 6580.0, "rho": 0.018662, "delta": 0.57124, "ask": 1.31, "putorcall": "call", "vega": 0.123443, "time": "2019-10-24 11:55:39.978808-04:00", "implied_volatility": 0.083988, "gamma": 0.148641}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 104.0, "open": null, "id0": 212685358, "mark": 1.33, "low": 0.91, "theta": -0.141132, "symbol": "SPY", "bid_size": 90.0, "strike_price": 300.0, "bid": 1.32, "volume": 6586.0, "rho": 0.018903, "delta": 0.578568, "ask": 1.34, "putorcall": "call", "vega": 0.123028, "time": "2019-10-24 11:56:12.163769-04:00", "implied_volatility": 0.08409, "gamma": 0.147913}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212688274, "mark": 1.325, "low": 0.91, "theta": -0.140326, "symbol": "SPY", "bid_size": 62.0, "strike_price": 300.0, "bid": 1.32, "volume": 6586.0, "rho": 0.018966, "delta": 0.580472, "ask": 1.33, "putorcall": "call", "vega": 0.122912, "time": "2019-10-24 11:56:44.345877-04:00", "implied_volatility": 0.083619, "gamma": 0.148596}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 17.0, "open": null, "id0": 212691254, "mark": 1.355, "low": 0.91, "theta": -0.140913, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.35, "volume": 6746.0, "rho": 0.019144, "delta": 0.585879, "ask": 1.36, "putorcall": "call", "vega": 0.122571, "time": "2019-10-24 11:57:16.818652-04:00", "implied_volatility": 0.084163, "gamma": 0.147188}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 79.0, "open": null, "id0": 212694231, "mark": 1.35, "low": 0.91, "theta": -0.138791, "symbol": "SPY", "bid_size": 162.0, "strike_price": 300.0, "bid": 1.34, "volume": 6926.0, "rho": 0.019236, "delta": 0.588641, "ask": 1.36, "putorcall": "call", "vega": 0.122384, "time": "2019-10-24 11:57:49.520524-04:00", "implied_volatility": 0.082867, "gamma": 0.149251}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 98.0, "open": null, "id0": 212697213, "mark": 1.375, "low": 0.91, "theta": -0.139304, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.37, "volume": 6927.0, "rho": 0.019413, "delta": 0.594043, "ask": 1.38, "putorcall": "call", "vega": 0.122007, "time": "2019-10-24 11:58:22.415739-04:00", "implied_volatility": 0.083386, "gamma": 0.147826}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 13.0, "open": null, "id0": 212700303, "mark": 1.395, "low": 0.91, "theta": -0.1367, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.39, "volume": 6927.0, "rho": 0.019758, "delta": 0.60444, "ask": 1.4, "putorcall": "call", "vega": 0.121209, "time": "2019-10-24 11:58:55.167840-04:00", "implied_volatility": 0.082074, "gamma": 0.149147}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 105.0, "open": null, "id0": 212703339, "mark": 1.375, "low": 0.91, "theta": -0.138449, "symbol": "SPY", "bid_size": 23.0, "strike_price": 300.0, "bid": 1.37, "volume": 7108.0, "rho": 0.01948, "delta": 0.596052, "ask": 1.38, "putorcall": "call", "vega": 0.121859, "time": "2019-10-24 11:59:27.603196-04:00", "implied_volatility": 0.082898, "gamma": 0.148506}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 135.0, "open": null, "id0": 212706330, "mark": 1.385, "low": 0.91, "theta": -0.138024, "symbol": "SPY", "bid_size": 16.0, "strike_price": 300.0, "bid": 1.38, "volume": 7109.0, "rho": 0.019584, "delta": 0.5992, "ask": 1.39, "putorcall": "call", "vega": 0.121623, "time": "2019-10-24 12:00:01.476105-04:00", "implied_volatility": 0.082737, "gamma": 0.148485}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212709260, "mark": 1.405, "low": 0.91, "theta": -0.138013, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.4, "volume": 7162.0, "rho": 0.019724, "delta": 0.603458, "ask": 1.41, "putorcall": "call", "vega": 0.121291, "time": "2019-10-24 12:00:33.447083-04:00", "implied_volatility": 0.082899, "gamma": 0.147762}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 120.0, "open": null, "id0": 212712185, "mark": 1.41, "low": 0.91, "theta": -0.136232, "symbol": "SPY", "bid_size": 92.0, "strike_price": 300.0, "bid": 1.4, "volume": 7162.0, "rho": 0.019863, "delta": 0.607637, "ask": 1.42, "putorcall": "call", "vega": 0.120947, "time": "2019-10-24 12:01:05.718629-04:00", "implied_volatility": 0.081899, "gamma": 0.149122}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212715092, "mark": 1.385, "low": 0.91, "theta": -0.136272, "symbol": "SPY", "bid_size": 103.0, "strike_price": 300.0, "bid": 1.38, "volume": 7167.0, "rho": 0.019722, "delta": 0.603336, "ask": 1.39, "putorcall": "call", "vega": 0.121297, "time": "2019-10-24 12:01:38.147980-04:00", "implied_volatility": 0.081747, "gamma": 0.149861}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 106.0, "open": null, "id0": 212718014, "mark": 1.435, "low": 0.91, "theta": -0.135653, "symbol": "SPY", "bid_size": 138.0, "strike_price": 300.0, "bid": 1.42, "volume": 7187.0, "rho": 0.02011, "delta": 0.615134, "ask": 1.45, "putorcall": "call", "vega": 0.120299, "time": "2019-10-24 12:02:11.257016-04:00", "implied_volatility": 0.081852, "gamma": 0.14836}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 100.0, "open": null, "id0": 212720947, "mark": 1.46, "low": 0.91, "theta": -0.134584, "symbol": "SPY", "bid_size": 55.0, "strike_price": 300.0, "bid": 1.45, "volume": 7188.0, "rho": 0.020324, "delta": 0.621607, "ask": 1.47, "putorcall": "call", "vega": 0.119701, "time": "2019-10-24 12:02:44.241010-04:00", "implied_volatility": 0.081457, "gamma": 0.148298}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212723963, "mark": 1.455, "low": 0.91, "theta": -0.135527, "symbol": "SPY", "bid_size": 46.0, "strike_price": 300.0, "bid": 1.45, "volume": 7188.0, "rho": 0.020251, "delta": 0.619408, "ask": 1.46, "putorcall": "call", "vega": 0.11991, "time": "2019-10-24 12:03:16.859038-04:00", "implied_volatility": 0.081975, "gamma": 0.147627}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 7.0, "open": null, "id0": 212726986, "mark": 1.415, "low": 0.91, "theta": -0.135747, "symbol": "SPY", "bid_size": 55.0, "strike_price": 300.0, "bid": 1.41, "volume": 7188.0, "rho": 0.019969, "delta": 0.610847, "ask": 1.42, "putorcall": "call", "vega": 0.120674, "time": "2019-10-24 12:03:49.078287-04:00", "implied_volatility": 0.081718, "gamma": 0.149096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212730040, "mark": 1.415, "low": 0.91, "theta": -0.136652, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.41, "volume": 7189.0, "rho": 0.019898, "delta": 0.608721, "ask": 1.42, "putorcall": "call", "vega": 0.120857, "time": "2019-10-24 12:04:21.359729-04:00", "implied_volatility": 0.082223, "gamma": 0.148414}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 150.0, "open": null, "id0": 212732999, "mark": 1.385, "low": 0.91, "theta": -0.138891, "symbol": "SPY", "bid_size": 170.0, "strike_price": 300.0, "bid": 1.37, "volume": 7192.0, "rho": 0.019517, "delta": 0.597169, "ask": 1.4, "putorcall": "call", "vega": 0.121777, "time": "2019-10-24 12:04:53.543104-04:00", "implied_volatility": 0.083229, "gamma": 0.147806}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 12.0, "open": null, "id0": 212736050, "mark": 1.32, "low": 0.91, "theta": -0.136581, "symbol": "SPY", "bid_size": 337.0, "strike_price": 300.0, "bid": 1.31, "volume": 7193.0, "rho": 0.019189, "delta": 0.587135, "ask": 1.33, "putorcall": "call", "vega": 0.122481, "time": "2019-10-24 12:05:25.567757-04:00", "implied_volatility": 0.081377, "gamma": 0.152124}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212739086, "mark": 1.265, "low": 0.91, "theta": -0.138997, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.26, "volume": 7194.0, "rho": 0.018604, "delta": 0.569436, "ask": 1.27, "putorcall": "call", "vega": 0.123535, "time": "2019-10-24 12:05:57.991515-04:00", "implied_volatility": 0.082483, "gamma": 0.151487}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212742099, "mark": 1.225, "low": 0.91, "theta": -0.13924, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.22, "volume": 7194.0, "rho": 0.018256, "delta": 0.558834, "ask": 1.23, "putorcall": "call", "vega": 0.124044, "time": "2019-10-24 12:06:30.969019-04:00", "implied_volatility": 0.082441, "gamma": 0.152259}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 12.0, "open": null, "id0": 212745111, "mark": 1.18, "low": 0.91, "theta": -0.138397, "symbol": "SPY", "bid_size": 230.0, "strike_price": 300.0, "bid": 1.17, "volume": 7296.0, "rho": 0.017892, "delta": 0.547757, "ask": 1.19, "putorcall": "call", "vega": 0.12448, "time": "2019-10-24 12:07:04.166434-04:00", "implied_volatility": 0.081757, "gamma": 0.154149}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 104.0, "open": null, "id0": 212748133, "mark": 1.17, "low": 0.91, "theta": -0.138204, "symbol": "SPY", "bid_size": 168.0, "strike_price": 300.0, "bid": 1.16, "volume": 7339.0, "rho": 0.017819, "delta": 0.545518, "ask": 1.18, "putorcall": "call", "vega": 0.124556, "time": "2019-10-24 12:07:37.250232-04:00", "implied_volatility": 0.081613, "gamma": 0.154532}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212751202, "mark": 1.155, "low": 0.91, "theta": -0.139392, "symbol": "SPY", "bid_size": 92.0, "strike_price": 300.0, "bid": 1.15, "volume": 7339.0, "rho": 0.017629, "delta": 0.539784, "ask": 1.16, "putorcall": "call", "vega": 0.124735, "time": "2019-10-24 12:08:09.790136-04:00", "implied_volatility": 0.082334, "gamma": 0.153433}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212754126, "mark": 1.175, "low": 0.91, "theta": -0.139579, "symbol": "SPY", "bid_size": 107.0, "strike_price": 300.0, "bid": 1.17, "volume": 7345.0, "rho": 0.017794, "delta": 0.544812, "ask": 1.18, "putorcall": "call", "vega": 0.124581, "time": "2019-10-24 12:08:42.437687-04:00", "implied_volatility": 0.08249, "gamma": 0.152921}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 115.0, "open": null, "id0": 212756988, "mark": 1.185, "low": 0.91, "theta": -0.140009, "symbol": "SPY", "bid_size": 22.0, "strike_price": 300.0, "bid": 1.18, "volume": 7345.0, "rho": 0.017848, "delta": 0.54645, "ask": 1.19, "putorcall": "call", "vega": 0.124526, "time": "2019-10-24 12:09:15.014173-04:00", "implied_volatility": 0.08278, "gamma": 0.152306}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 144.0, "open": null, "id0": 212759898, "mark": 1.19, "low": 0.91, "theta": -0.13894, "symbol": "SPY", "bid_size": 195.0, "strike_price": 300.0, "bid": 1.18, "volume": 7346.0, "rho": 0.017936, "delta": 0.549096, "ask": 1.2, "putorcall": "call", "vega": 0.124433, "time": "2019-10-24 12:09:47.888077-04:00", "implied_volatility": 0.08212, "gamma": 0.1534}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 28.0, "open": null, "id0": 212762907, "mark": 1.17, "low": 0.91, "theta": -0.138556, "symbol": "SPY", "bid_size": 539.0, "strike_price": 300.0, "bid": 1.16, "volume": 8350.0, "rho": 0.017789, "delta": 0.544635, "ask": 1.18, "putorcall": "call", "vega": 0.124585, "time": "2019-10-24 12:10:21.078535-04:00", "implied_volatility": 0.081832, "gamma": 0.15416}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 159.0, "open": null, "id0": 212765973, "mark": 1.15, "low": 0.91, "theta": -0.13917, "symbol": "SPY", "bid_size": 91.0, "strike_price": 300.0, "bid": 1.14, "volume": 8351.0, "rho": 0.017556, "delta": 0.537546, "ask": 1.16, "putorcall": "call", "vega": 0.124797, "time": "2019-10-24 12:10:54.525607-04:00", "implied_volatility": 0.08218, "gamma": 0.153812}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 212768932, "mark": 1.145, "low": 0.91, "theta": -0.139852, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.14, "volume": 8851.0, "rho": 0.017499, "delta": 0.535838, "ask": 1.15, "putorcall": "call", "vega": 0.124842, "time": "2019-10-24 12:11:27.874888-04:00", "implied_volatility": 0.08261, "gamma": 0.153078}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 212771807, "mark": 1.115, "low": 0.91, "theta": -0.138793, "symbol": "SPY", "bid_size": 205.0, "strike_price": 300.0, "bid": 1.11, "volume": 8856.0, "rho": 0.017305, "delta": 0.529916, "ask": 1.12, "putorcall": "call", "vega": 0.124979, "time": "2019-10-24 12:12:00.882666-04:00", "implied_volatility": 0.081919, "gamma": 0.154579}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 44.0, "open": null, "id0": 212774712, "mark": 1.095, "low": 0.91, "theta": -0.139877, "symbol": "SPY", "bid_size": 72.0, "strike_price": 300.0, "bid": 1.09, "volume": 8856.0, "rho": 0.01702, "delta": 0.521269, "ask": 1.1, "putorcall": "call", "vega": 0.12513, "time": "2019-10-24 12:12:33.308882-04:00", "implied_volatility": 0.082627, "gamma": 0.153497}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 111.0, "open": null, "id0": 212777731, "mark": 1.11, "low": 0.91, "theta": -0.138974, "symbol": "SPY", "bid_size": 162.0, "strike_price": 300.0, "bid": 1.1, "volume": 9356.0, "rho": 0.017193, "delta": 0.526528, "ask": 1.12, "putorcall": "call", "vega": 0.125045, "time": "2019-10-24 12:13:06.004911-04:00", "implied_volatility": 0.082036, "gamma": 0.154463}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 7.0, "open": null, "id0": 212780695, "mark": 1.095, "low": 0.91, "theta": -0.139562, "symbol": "SPY", "bid_size": 71.0, "strike_price": 300.0, "bid": 1.09, "volume": 9356.0, "rho": 0.017046, "delta": 0.522067, "ask": 1.1, "putorcall": "call", "vega": 0.125119, "time": "2019-10-24 12:13:38.557767-04:00", "implied_volatility": 0.082423, "gamma": 0.153858}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212783644, "mark": 1.095, "low": 0.91, "theta": -0.139233, "symbol": "SPY", "bid_size": 109.0, "strike_price": 300.0, "bid": 1.09, "volume": 9456.0, "rho": 0.017074, "delta": 0.522902, "ask": 1.1, "putorcall": "call", "vega": 0.125106, "time": "2019-10-24 12:14:11.727253-04:00", "implied_volatility": 0.08221, "gamma": 0.154236}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 161.0, "open": null, "id0": 212786542, "mark": 1.08, "low": 0.91, "theta": -0.139602, "symbol": "SPY", "bid_size": 192.0, "strike_price": 300.0, "bid": 1.07, "volume": 9456.0, "rho": 0.016844, "delta": 0.515917, "ask": 1.09, "putorcall": "call", "vega": 0.125194, "time": "2019-10-24 12:14:45.104913-04:00", "implied_volatility": 0.08248, "gamma": 0.153886}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 120.0, "open": null, "id0": 212789575, "mark": 1.015, "low": 0.91, "theta": -0.14053, "symbol": "SPY", "bid_size": 15.0, "strike_price": 300.0, "bid": 1.01, "volume": 9687.0, "rho": 0.016137, "delta": 0.494449, "ask": 1.02, "putorcall": "call", "vega": 0.125223, "time": "2019-10-24 12:15:18.163694-04:00", "implied_volatility": 0.083336, "gamma": 0.152483}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 117.0, "open": null, "id0": 212792629, "mark": 0.97, "low": 0.91, "theta": -0.140919, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 0.97, "volume": 9811.0, "rho": 0.015542, "delta": 0.476373, "ask": 0.97, "putorcall": "call", "vega": 0.124966, "time": "2019-10-24 12:15:51.384562-04:00", "implied_volatility": 0.083995, "gamma": 0.151096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 381.0, "open": null, "id0": 212795733, "mark": 0.955, "low": 0.91, "theta": -0.140722, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 0.95, "volume": 10387.0, "rho": 0.015443, "delta": 0.473338, "ask": 0.96, "putorcall": "call", "vega": 0.124897, "time": "2019-10-24 12:16:24.096045-04:00", "implied_volatility": 0.083954, "gamma": 0.151106}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212798736, "mark": 0.905, "low": 0.9, "theta": -0.139754, "symbol": "SPY", "bid_size": 179.0, "strike_price": 300.0, "bid": 0.9, "volume": 10530.0, "rho": 0.014921, "delta": 0.457444, "ask": 0.91, "putorcall": "call", "vega": 0.12442, "time": "2019-10-24 12:16:56.925636-04:00", "implied_volatility": 0.083863, "gamma": 0.150798}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 169.0, "open": null, "id0": 212801716, "mark": 0.91, "low": 0.9, "theta": -0.140001, "symbol": "SPY", "bid_size": 187.0, "strike_price": 300.0, "bid": 0.9, "volume": 10542.0, "rho": 0.014899, "delta": 0.456792, "ask": 0.92, "putorcall": "call", "vega": 0.124396, "time": "2019-10-24 12:17:30.237046-04:00", "implied_volatility": 0.084047, "gamma": 0.150444}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212804780, "mark": 0.925, "low": 0.9, "theta": -0.141051, "symbol": "SPY", "bid_size": 129.0, "strike_price": 300.0, "bid": 0.92, "volume": 11107.0, "rho": 0.015055, "delta": 0.461557, "ask": 0.93, "putorcall": "call", "vega": 0.124562, "time": "2019-10-24 12:18:04.362903-04:00", "implied_volatility": 0.084547, "gamma": 0.149724}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 372.0, "open": null, "id0": 212807777, "mark": 0.905, "low": 0.9, "theta": -0.142435, "symbol": "SPY", "bid_size": 100.0, "strike_price": 300.0, "bid": 0.9, "volume": 11107.0, "rho": 0.014688, "delta": 0.450425, "ask": 0.91, "putorcall": "call", "vega": 0.124143, "time": "2019-10-24 12:18:37.444235-04:00", "implied_volatility": 0.085872, "gamma": 0.146996}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 212810806, "mark": 0.925, "low": 0.9, "theta": -0.141553, "symbol": "SPY", "bid_size": 100.0, "strike_price": 300.0, "bid": 0.92, "volume": 11207.0, "rho": 0.015011, "delta": 0.460249, "ask": 0.93, "putorcall": "call", "vega": 0.124517, "time": "2019-10-24 12:19:10.259518-04:00", "implied_volatility": 0.084917, "gamma": 0.149028}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 165.0, "open": null, "id0": 212813856, "mark": 0.95, "low": 0.9, "theta": -0.14051, "symbol": "SPY", "bid_size": 394.0, "strike_price": 300.0, "bid": 0.94, "volume": 11210.0, "rho": 0.015343, "delta": 0.470298, "ask": 0.96, "putorcall": "call", "vega": 0.124821, "time": "2019-10-24 12:19:42.734742-04:00", "implied_volatility": 0.083909, "gamma": 0.151116}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 500.0, "open": null, "id0": 212816899, "mark": 0.985, "low": 0.9, "theta": -0.141268, "symbol": "SPY", "bid_size": 126.0, "strike_price": 300.0, "bid": 0.98, "volume": 11223.0, "rho": 0.015741, "delta": 0.482436, "ask": 0.99, "putorcall": "call", "vega": 0.12508, "time": "2019-10-24 12:20:15.142943-04:00", "implied_volatility": 0.084061, "gamma": 0.151076}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212819916, "mark": 0.975, "low": 0.9, "theta": -0.141636, "symbol": "SPY", "bid_size": 134.0, "strike_price": 300.0, "bid": 0.97, "volume": 11735.0, "rho": 0.015596, "delta": 0.478025, "ask": 0.98, "putorcall": "call", "vega": 0.124999, "time": "2019-10-24 12:20:47.678522-04:00", "implied_volatility": 0.084409, "gamma": 0.150385}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212822896, "mark": 0.975, "low": 0.9, "theta": -0.141642, "symbol": "SPY", "bid_size": 280.0, "strike_price": 300.0, "bid": 0.97, "volume": 11758.0, "rho": 0.015595, "delta": 0.478011, "ask": 0.98, "putorcall": "call", "vega": 0.124999, "time": "2019-10-24 12:21:20.658197-04:00", "implied_volatility": 0.084413, "gamma": 0.150378}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 109.0, "open": null, "id0": 212825908, "mark": 0.935, "low": 0.9, "theta": -0.141307, "symbol": "SPY", "bid_size": 184.0, "strike_price": 300.0, "bid": 0.93, "volume": 11774.0, "rho": 0.015154, "delta": 0.46458, "ask": 0.94, "putorcall": "call", "vega": 0.124658, "time": "2019-10-24 12:21:54.042239-04:00", "implied_volatility": 0.084607, "gamma": 0.149714}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 212828827, "mark": 0.93, "low": 0.9, "theta": -0.141051, "symbol": "SPY", "bid_size": 22.0, "strike_price": 300.0, "bid": 0.93, "volume": 11983.0, "rho": 0.015055, "delta": 0.461557, "ask": 0.93, "putorcall": "call", "vega": 0.124562, "time": "2019-10-24 12:22:27.353683-04:00", "implied_volatility": 0.084547, "gamma": 0.149724}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 181.0, "open": null, "id0": 212831735, "mark": 0.92, "low": 0.9, "theta": -0.141028, "symbol": "SPY", "bid_size": 191.0, "strike_price": 300.0, "bid": 0.91, "volume": 12095.0, "rho": 0.014934, "delta": 0.45788, "ask": 0.93, "putorcall": "call", "vega": 0.124435, "time": "2019-10-24 12:23:00.109602-04:00", "implied_volatility": 0.084667, "gamma": 0.149384}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 67.0, "open": null, "id0": 212834722, "mark": 0.945, "low": 0.9, "theta": -0.141553, "symbol": "SPY", "bid_size": 135.0, "strike_price": 300.0, "bid": 0.94, "volume": 12097.0, "rho": 0.015253, "delta": 0.467585, "ask": 0.95, "putorcall": "call", "vega": 0.124747, "time": "2019-10-24 12:23:32.467403-04:00", "implied_volatility": 0.084665, "gamma": 0.149698}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 75.0, "open": null, "id0": 212837650, "mark": 0.965, "low": 0.9, "theta": -0.141777, "symbol": "SPY", "bid_size": 121.0, "strike_price": 300.0, "bid": 0.96, "volume": 12115.0, "rho": 0.015469, "delta": 0.474155, "ask": 0.97, "putorcall": "call", "vega": 0.124916, "time": "2019-10-24 12:24:04.714925-04:00", "implied_volatility": 0.084607, "gamma": 0.149959}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 281.0, "open": null, "id0": 212840605, "mark": 0.97, "low": 0.9, "theta": -0.140919, "symbol": "SPY", "bid_size": 140.0, "strike_price": 300.0, "bid": 0.96, "volume": 12118.0, "rho": 0.015542, "delta": 0.476373, "ask": 0.98, "putorcall": "call", "vega": 0.124966, "time": "2019-10-24 12:24:37.040116-04:00", "implied_volatility": 0.083995, "gamma": 0.151096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 165.0, "open": null, "id0": 212843575, "mark": 0.965, "low": 0.9, "theta": -0.140919, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 0.96, "volume": 12121.0, "rho": 0.015542, "delta": 0.476373, "ask": 0.97, "putorcall": "call", "vega": 0.124966, "time": "2019-10-24 12:25:10.304928-04:00", "implied_volatility": 0.083995, "gamma": 0.151096}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 65.0, "open": null, "id0": 212846575, "mark": 1.005, "low": 0.9, "theta": -0.140991, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.0, "volume": 12229.0, "rho": 0.015988, "delta": 0.489936, "ask": 1.01, "putorcall": "call", "vega": 0.125183, "time": "2019-10-24 12:25:43.421219-04:00", "implied_volatility": 0.083716, "gamma": 0.151771}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 70.0, "open": null, "id0": 212849539, "mark": 1.005, "low": 0.9, "theta": -0.141555, "symbol": "SPY", "bid_size": 14.0, "strike_price": 300.0, "bid": 1.0, "volume": 12229.0, "rho": 0.01594, "delta": 0.488489, "ask": 1.01, "putorcall": "call", "vega": 0.125166, "time": "2019-10-24 12:26:16.650356-04:00", "implied_volatility": 0.084107, "gamma": 0.151056}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 671.0, "open": null, "id0": 212852463, "mark": 1.01, "low": 0.9, "theta": -0.141555, "symbol": "SPY", "bid_size": 114.0, "strike_price": 300.0, "bid": 1.0, "volume": 12239.0, "rho": 0.01594, "delta": 0.488489, "ask": 1.02, "putorcall": "call", "vega": 0.125166, "time": "2019-10-24 12:26:49.917606-04:00", "implied_volatility": 0.084107, "gamma": 0.151056}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 212855455, "mark": 1.025, "low": 0.9, "theta": -0.141689, "symbol": "SPY", "bid_size": 139.0, "strike_price": 300.0, "bid": 1.02, "volume": 12247.0, "rho": 0.016147, "delta": 0.49477, "ask": 1.03, "putorcall": "call", "vega": 0.125225, "time": "2019-10-24 12:27:22.846527-04:00", "implied_volatility": 0.084071, "gamma": 0.15115}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 99.0, "open": null, "id0": 212858538, "mark": 1.065, "low": 0.9, "theta": -0.14022, "symbol": "SPY", "bid_size": 275.0, "strike_price": 300.0, "bid": 1.06, "volume": 12270.0, "rho": 0.01669, "delta": 0.511258, "ask": 1.07, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 12:27:56.436390-04:00", "implied_volatility": 0.082911, "gamma": 0.153161}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 157.0, "open": null, "id0": 212861518, "mark": 1.07, "low": 0.9, "theta": -0.14175, "symbol": "SPY", "bid_size": 163.0, "strike_price": 300.0, "bid": 1.06, "volume": 12782.0, "rho": 0.016561, "delta": 0.507381, "ask": 1.08, "putorcall": "call", "vega": 0.125249, "time": "2019-10-24 12:28:29.951841-04:00", "implied_volatility": 0.083928, "gamma": 0.151352}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 17.0, "open": null, "id0": 212864483, "mark": 1.065, "low": 0.9, "theta": -0.141446, "symbol": "SPY", "bid_size": 207.0, "strike_price": 300.0, "bid": 1.06, "volume": 12807.0, "rho": 0.016587, "delta": 0.508149, "ask": 1.07, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 12:29:02.312083-04:00", "implied_volatility": 0.083725, "gamma": 0.15171}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212867474, "mark": 1.065, "low": 0.9, "theta": -0.140835, "symbol": "SPY", "bid_size": 175.0, "strike_price": 300.0, "bid": 1.06, "volume": 12807.0, "rho": 0.016638, "delta": 0.509696, "ask": 1.07, "putorcall": "call", "vega": 0.12524, "time": "2019-10-24 12:29:34.981692-04:00", "implied_volatility": 0.083319, "gamma": 0.152432}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 18.0, "open": null, "id0": 212870428, "mark": 1.075, "low": 0.9, "theta": -0.139915, "symbol": "SPY", "bid_size": 392.0, "strike_price": 300.0, "bid": 1.07, "volume": 12807.0, "rho": 0.016817, "delta": 0.515118, "ask": 1.08, "putorcall": "call", "vega": 0.125202, "time": "2019-10-24 12:30:08.869900-04:00", "implied_volatility": 0.082685, "gamma": 0.153517}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 88.0, "open": null, "id0": 212873357, "mark": 1.075, "low": 0.9, "theta": -0.141067, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.07, "volume": 12808.0, "rho": 0.01672, "delta": 0.512198, "ask": 1.08, "putorcall": "call", "vega": 0.125225, "time": "2019-10-24 12:30:42.411545-04:00", "implied_volatility": 0.083444, "gamma": 0.152168}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 203.0, "open": null, "id0": 212876186, "mark": 1.075, "low": 0.9, "theta": -0.14169, "symbol": "SPY", "bid_size": 13.0, "strike_price": 300.0, "bid": 1.07, "volume": 12808.0, "rho": 0.016668, "delta": 0.510625, "ask": 1.08, "putorcall": "call", "vega": 0.125235, "time": "2019-10-24 12:31:15.063622-04:00", "implied_volatility": 0.083857, "gamma": 0.151442}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 20.0, "open": null, "id0": 212879028, "mark": 1.065, "low": 0.9, "theta": -0.14022, "symbol": "SPY", "bid_size": 104.0, "strike_price": 300.0, "bid": 1.06, "volume": 12908.0, "rho": 0.01669, "delta": 0.511258, "ask": 1.07, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 12:31:47.633582-04:00", "implied_volatility": 0.082911, "gamma": 0.153161}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 82.0, "open": null, "id0": 212881849, "mark": 1.075, "low": 0.9, "theta": -0.14085, "symbol": "SPY", "bid_size": 66.0, "strike_price": 300.0, "bid": 1.07, "volume": 12908.0, "rho": 0.016738, "delta": 0.512746, "ask": 1.08, "putorcall": "call", "vega": 0.125221, "time": "2019-10-24 12:32:19.785416-04:00", "implied_volatility": 0.083301, "gamma": 0.152422}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 30.0, "open": null, "id0": 212884706, "mark": 1.085, "low": 0.9, "theta": -0.14085, "symbol": "SPY", "bid_size": 163.0, "strike_price": 300.0, "bid": 1.08, "volume": 13013.0, "rho": 0.016839, "delta": 0.515797, "ask": 1.09, "putorcall": "call", "vega": 0.125195, "time": "2019-10-24 12:32:51.837866-04:00", "implied_volatility": 0.083278, "gamma": 0.152412}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 38.0, "open": null, "id0": 212887569, "mark": 1.075, "low": 0.9, "theta": -0.140228, "symbol": "SPY", "bid_size": 174.0, "strike_price": 300.0, "bid": 1.07, "volume": 13018.0, "rho": 0.016791, "delta": 0.514324, "ask": 1.08, "putorcall": "call", "vega": 0.125209, "time": "2019-10-24 12:33:26.421014-04:00", "implied_volatility": 0.082891, "gamma": 0.15315}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 212890473, "mark": 1.085, "low": 0.9, "theta": -0.14022, "symbol": "SPY", "bid_size": 386.0, "strike_price": 300.0, "bid": 1.08, "volume": 13018.0, "rho": 0.016892, "delta": 0.51739, "ask": 1.09, "putorcall": "call", "vega": 0.125179, "time": "2019-10-24 12:34:02.101262-04:00", "implied_volatility": 0.082866, "gamma": 0.15314}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 43.0, "open": null, "id0": 212893476, "mark": 1.11, "low": 0.9, "theta": -0.140159, "symbol": "SPY", "bid_size": 194.0, "strike_price": 300.0, "bid": 1.1, "volume": 13138.0, "rho": 0.017094, "delta": 0.523529, "ask": 1.12, "putorcall": "call", "vega": 0.125097, "time": "2019-10-24 12:34:34.927746-04:00", "implied_volatility": 0.0828, "gamma": 0.153119}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 350.0, "open": null, "id0": 212896428, "mark": 1.15, "low": 0.9, "theta": -0.14053, "symbol": "SPY", "bid_size": 118.0, "strike_price": 300.0, "bid": 1.14, "volume": 13141.0, "rho": 0.017443, "delta": 0.534148, "ask": 1.16, "putorcall": "call", "vega": 0.124884, "time": "2019-10-24 12:35:07.337418-04:00", "implied_volatility": 0.083039, "gamma": 0.15235}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 223.0, "open": null, "id0": 212899457, "mark": 1.16, "low": 0.9, "theta": -0.140423, "symbol": "SPY", "bid_size": 156.0, "strike_price": 300.0, "bid": 1.15, "volume": 13207.0, "rho": 0.017544, "delta": 0.537217, "ask": 1.17, "putorcall": "call", "vega": 0.124806, "time": "2019-10-24 12:35:39.645755-04:00", "implied_volatility": 0.082982, "gamma": 0.152339}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 212902472, "mark": 1.155, "low": 0.9, "theta": -0.140423, "symbol": "SPY", "bid_size": 155.0, "strike_price": 300.0, "bid": 1.15, "volume": 13708.0, "rho": 0.017544, "delta": 0.537217, "ask": 1.16, "putorcall": "call", "vega": 0.124806, "time": "2019-10-24 12:36:12.230203-04:00", "implied_volatility": 0.082982, "gamma": 0.152339}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 150.0, "open": null, "id0": 212905336, "mark": 1.135, "low": 0.9, "theta": -0.140621, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.13, "volume": 14208.0, "rho": 0.017342, "delta": 0.531083, "ask": 1.14, "putorcall": "call", "vega": 0.124955, "time": "2019-10-24 12:36:45.111919-04:00", "implied_volatility": 0.083091, "gamma": 0.15236}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 128.0, "open": null, "id0": 212908172, "mark": 1.125, "low": 0.9, "theta": -0.140698, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.12, "volume": 14309.0, "rho": 0.017241, "delta": 0.528021, "ask": 1.13, "putorcall": "call", "vega": 0.125018, "time": "2019-10-24 12:37:18.368897-04:00", "implied_volatility": 0.083138, "gamma": 0.152371}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 78.0, "open": null, "id0": 212911033, "mark": 1.135, "low": 0.9, "theta": -0.140621, "symbol": "SPY", "bid_size": 16.0, "strike_price": 300.0, "bid": 1.13, "volume": 14309.0, "rho": 0.017342, "delta": 0.531083, "ask": 1.14, "putorcall": "call", "vega": 0.124955, "time": "2019-10-24 12:37:51.195097-04:00", "implied_volatility": 0.083091, "gamma": 0.15236}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 3.0, "open": null, "id0": 212913924, "mark": 1.145, "low": 0.9, "theta": -0.13917, "symbol": "SPY", "bid_size": 220.0, "strike_price": 300.0, "bid": 1.14, "volume": 14309.0, "rho": 0.017556, "delta": 0.537546, "ask": 1.15, "putorcall": "call", "vega": 0.124797, "time": "2019-10-24 12:38:23.632183-04:00", "implied_volatility": 0.08218, "gamma": 0.153812}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 212916954, "mark": 1.165, "low": 0.9, "theta": -0.139606, "symbol": "SPY", "bid_size": 56.0, "strike_price": 300.0, "bid": 1.16, "volume": 14480.0, "rho": 0.017702, "delta": 0.542014, "ask": 1.17, "putorcall": "call", "vega": 0.124669, "time": "2019-10-24 12:38:56.231389-04:00", "implied_volatility": 0.082485, "gamma": 0.153056}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 212919907, "mark": 1.185, "low": 0.9, "theta": -0.139298, "symbol": "SPY", "bid_size": 135.0, "strike_price": 300.0, "bid": 1.18, "volume": 14480.0, "rho": 0.017906, "delta": 0.548209, "ask": 1.19, "putorcall": "call", "vega": 0.124465, "time": "2019-10-24 12:39:28.433919-04:00", "implied_volatility": 0.082341, "gamma": 0.153033}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 176.0, "open": null, "id0": 212922747, "mark": 1.18, "low": 0.9, "theta": -0.138752, "symbol": "SPY", "bid_size": 195.0, "strike_price": 300.0, "bid": 1.17, "volume": 14480.0, "rho": 0.017863, "delta": 0.546869, "ask": 1.19, "putorcall": "call", "vega": 0.124511, "time": "2019-10-24 12:40:01.060139-04:00", "implied_volatility": 0.081977, "gamma": 0.153779}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212925550, "mark": 1.175, "low": 0.9, "theta": -0.138759, "symbol": "SPY", "bid_size": 63.0, "strike_price": 300.0, "bid": 1.17, "volume": 14484.0, "rho": 0.017862, "delta": 0.546852, "ask": 1.18, "putorcall": "call", "vega": 0.124512, "time": "2019-10-24 12:40:33.424188-04:00", "implied_volatility": 0.081982, "gamma": 0.153772}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212928491, "mark": 1.195, "low": 0.9, "theta": -0.13912, "symbol": "SPY", "bid_size": 160.0, "strike_price": 300.0, "bid": 1.19, "volume": 14484.0, "rho": 0.018008, "delta": 0.551315, "ask": 1.2, "putorcall": "call", "vega": 0.124351, "time": "2019-10-24 12:41:05.944903-04:00", "implied_volatility": 0.082261, "gamma": 0.153022}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 38.0, "open": null, "id0": 212931435, "mark": 1.165, "low": 0.9, "theta": -0.14099, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.16, "volume": 14484.0, "rho": 0.017588, "delta": 0.538584, "ask": 1.17, "putorcall": "call", "vega": 0.12477, "time": "2019-10-24 12:41:38.804534-04:00", "implied_volatility": 0.083352, "gamma": 0.151608}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 14.0, "open": null, "id0": 212934339, "mark": 1.155, "low": 0.9, "theta": -0.139737, "symbol": "SPY", "bid_size": 136.0, "strike_price": 300.0, "bid": 1.15, "volume": 14509.0, "rho": 0.0176, "delta": 0.538924, "ask": 1.16, "putorcall": "call", "vega": 0.124759, "time": "2019-10-24 12:42:11.861211-04:00", "implied_volatility": 0.08255, "gamma": 0.153067}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 44.0, "open": null, "id0": 212937280, "mark": 1.175, "low": 0.9, "theta": -0.140162, "symbol": "SPY", "bid_size": 63.0, "strike_price": 300.0, "bid": 1.17, "volume": 14509.0, "rho": 0.017746, "delta": 0.543368, "ask": 1.18, "putorcall": "call", "vega": 0.124627, "time": "2019-10-24 12:42:44.528745-04:00", "implied_volatility": 0.082852, "gamma": 0.152317}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 212940132, "mark": 1.165, "low": 0.9, "theta": -0.1403, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.16, "volume": 14509.0, "rho": 0.017645, "delta": 0.54029, "ask": 1.17, "putorcall": "call", "vega": 0.124721, "time": "2019-10-24 12:43:17.127706-04:00", "implied_volatility": 0.082919, "gamma": 0.152328}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 72.0, "open": null, "id0": 212942910, "mark": 1.135, "low": 0.9, "theta": -0.139959, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.13, "volume": 14512.0, "rho": 0.017397, "delta": 0.532739, "ask": 1.14, "putorcall": "call", "vega": 0.124917, "time": "2019-10-24 12:43:49.426149-04:00", "implied_volatility": 0.082669, "gamma": 0.153081}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 135.0, "open": null, "id0": 212945834, "mark": 1.13, "low": 0.9, "theta": -0.140036, "symbol": "SPY", "bid_size": 294.0, "strike_price": 300.0, "bid": 1.12, "volume": 14513.0, "rho": 0.017296, "delta": 0.529677, "ask": 1.14, "putorcall": "call", "vega": 0.124984, "time": "2019-10-24 12:44:21.624259-04:00", "implied_volatility": 0.082715, "gamma": 0.153099}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 116.0, "open": null, "id0": 212948648, "mark": 1.135, "low": 0.9, "theta": -0.140301, "symbol": "SPY", "bid_size": 68.0, "strike_price": 300.0, "bid": 1.13, "volume": 14513.0, "rho": 0.017368, "delta": 0.531884, "ask": 1.14, "putorcall": "call", "vega": 0.124937, "time": "2019-10-24 12:44:53.818980-04:00", "implied_volatility": 0.082887, "gamma": 0.152709}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 212951419, "mark": 1.145, "low": 0.9, "theta": -0.14053, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.14, "volume": 14513.0, "rho": 0.017443, "delta": 0.534148, "ask": 1.15, "putorcall": "call", "vega": 0.124884, "time": "2019-10-24 12:45:25.810320-04:00", "implied_volatility": 0.083039, "gamma": 0.15235}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 29.0, "open": null, "id0": 212954207, "mark": 1.135, "low": 0.9, "theta": -0.139278, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.13, "volume": 14513.0, "rho": 0.017454, "delta": 0.534446, "ask": 1.14, "putorcall": "call", "vega": 0.124876, "time": "2019-10-24 12:45:58.005852-04:00", "implied_volatility": 0.082238, "gamma": 0.153823}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 212957078, "mark": 1.145, "low": 0.9, "theta": -0.13917, "symbol": "SPY", "bid_size": 120.0, "strike_price": 300.0, "bid": 1.14, "volume": 14513.0, "rho": 0.017556, "delta": 0.537546, "ask": 1.15, "putorcall": "call", "vega": 0.124797, "time": "2019-10-24 12:46:31.472841-04:00", "implied_volatility": 0.08218, "gamma": 0.153812}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 158.0, "open": null, "id0": 212959981, "mark": 1.18, "low": 0.9, "theta": -0.13946, "symbol": "SPY", "bid_size": 235.0, "strike_price": 300.0, "bid": 1.17, "volume": 14514.0, "rho": 0.017804, "delta": 0.545109, "ask": 1.19, "putorcall": "call", "vega": 0.124571, "time": "2019-10-24 12:47:03.950617-04:00", "implied_volatility": 0.082416, "gamma": 0.153045}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 20.0, "open": null, "id0": 212962957, "mark": 1.225, "low": 0.9, "theta": -0.139981, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.22, "volume": 14516.0, "rho": 0.018195, "delta": 0.557021, "ask": 1.23, "putorcall": "call", "vega": 0.124123, "time": "2019-10-24 12:47:37.017985-04:00", "implied_volatility": 0.082891, "gamma": 0.151539}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 20.0, "open": null, "id0": 212965794, "mark": 1.215, "low": 0.9, "theta": -0.139456, "symbol": "SPY", "bid_size": 131.0, "strike_price": 300.0, "bid": 1.21, "volume": 14916.0, "rho": 0.018153, "delta": 0.555729, "ask": 1.22, "putorcall": "call", "vega": 0.124177, "time": "2019-10-24 12:48:10.032561-04:00", "implied_volatility": 0.082534, "gamma": 0.152271}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 96.0, "open": null, "id0": 212968586, "mark": 1.215, "low": 0.9, "theta": -0.139257, "symbol": "SPY", "bid_size": 59.0, "strike_price": 300.0, "bid": 1.21, "volume": 15016.0, "rho": 0.01817, "delta": 0.556217, "ask": 1.22, "putorcall": "call", "vega": 0.124156, "time": "2019-10-24 12:48:42.621704-04:00", "implied_volatility": 0.082413, "gamma": 0.152467}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 365.0, "open": null, "id0": 212971400, "mark": 1.21, "low": 0.9, "theta": -0.139656, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.2, "volume": 15047.0, "rho": 0.018051, "delta": 0.55263, "ask": 1.22, "putorcall": "call", "vega": 0.124301, "time": "2019-10-24 12:49:15.185093-04:00", "implied_volatility": 0.082621, "gamma": 0.152283}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212974256, "mark": 1.205, "low": 0.9, "theta": -0.138927, "symbol": "SPY", "bid_size": 107.0, "strike_price": 300.0, "bid": 1.2, "volume": 15058.0, "rho": 0.018111, "delta": 0.554426, "ask": 1.21, "putorcall": "call", "vega": 0.124229, "time": "2019-10-24 12:49:47.492403-04:00", "implied_volatility": 0.082176, "gamma": 0.15301}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 212977169, "mark": 1.195, "low": 0.9, "theta": -0.138468, "symbol": "SPY", "bid_size": 162.0, "strike_price": 300.0, "bid": 1.19, "volume": 15058.0, "rho": 0.018062, "delta": 0.552931, "ask": 1.2, "putorcall": "call", "vega": 0.124288, "time": "2019-10-24 12:50:19.859651-04:00", "implied_volatility": 0.081861, "gamma": 0.153682}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 69.0, "open": null, "id0": 212980080, "mark": 1.18, "low": 0.9, "theta": -0.138752, "symbol": "SPY", "bid_size": 229.0, "strike_price": 300.0, "bid": 1.17, "volume": 15158.0, "rho": 0.017863, "delta": 0.546869, "ask": 1.19, "putorcall": "call", "vega": 0.124511, "time": "2019-10-24 12:50:52.320671-04:00", "implied_volatility": 0.081977, "gamma": 0.153779}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 224.0, "open": null, "id0": 212982932, "mark": 1.15, "low": 0.9, "theta": -0.13917, "symbol": "SPY", "bid_size": 151.0, "strike_price": 300.0, "bid": 1.14, "volume": 15358.0, "rho": 0.017556, "delta": 0.537546, "ask": 1.16, "putorcall": "call", "vega": 0.124797, "time": "2019-10-24 12:51:24.637948-04:00", "implied_volatility": 0.08218, "gamma": 0.153812}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 212985806, "mark": 1.165, "low": 0.9, "theta": -0.139606, "symbol": "SPY", "bid_size": 114.0, "strike_price": 300.0, "bid": 1.16, "volume": 15360.0, "rho": 0.017702, "delta": 0.542014, "ask": 1.17, "putorcall": "call", "vega": 0.124669, "time": "2019-10-24 12:51:56.898878-04:00", "implied_volatility": 0.082485, "gamma": 0.153056}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 95.0, "open": null, "id0": 212988748, "mark": 1.195, "low": 0.9, "theta": -0.13912, "symbol": "SPY", "bid_size": 49.0, "strike_price": 300.0, "bid": 1.19, "volume": 15460.0, "rho": 0.018008, "delta": 0.551315, "ask": 1.2, "putorcall": "call", "vega": 0.124351, "time": "2019-10-24 12:52:30.146210-04:00", "implied_volatility": 0.082261, "gamma": 0.153022}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 362.0, "open": null, "id0": 212991820, "mark": 1.225, "low": 0.9, "theta": -0.13924, "symbol": "SPY", "bid_size": 7.0, "strike_price": 300.0, "bid": 1.22, "volume": 15472.0, "rho": 0.018256, "delta": 0.558834, "ask": 1.23, "putorcall": "call", "vega": 0.124044, "time": "2019-10-24 12:55:12.331525-04:00", "implied_volatility": 0.082441, "gamma": 0.152259}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 115.0, "open": null, "id0": 212994834, "mark": 1.215, "low": 0.9, "theta": -0.138718, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.21, "volume": 15481.0, "rho": 0.018214, "delta": 0.557543, "ask": 1.22, "putorcall": "call", "vega": 0.1241, "time": "2019-10-24 12:55:44.571248-04:00", "implied_volatility": 0.082085, "gamma": 0.152998}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 212997791, "mark": 1.195, "low": 0.9, "theta": -0.137666, "symbol": "SPY", "bid_size": 56.0, "strike_price": 300.0, "bid": 1.19, "volume": 15481.0, "rho": 0.018128, "delta": 0.554927, "ask": 1.2, "putorcall": "call", "vega": 0.124208, "time": "2019-10-24 12:56:16.993433-04:00", "implied_volatility": 0.081371, "gamma": 0.154497}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213000826, "mark": 1.165, "low": 0.9, "theta": -0.137496, "symbol": "SPY", "bid_size": 55.0, "strike_price": 300.0, "bid": 1.16, "volume": 15486.0, "rho": 0.017878, "delta": 0.547297, "ask": 1.17, "putorcall": "call", "vega": 0.124495, "time": "2019-10-24 12:56:49.492530-04:00", "implied_volatility": 0.081174, "gamma": 0.155281}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 43.0, "open": null, "id0": 213003757, "mark": 1.135, "low": 0.9, "theta": -0.1386, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.13, "volume": 15486.0, "rho": 0.01751, "delta": 0.536155, "ask": 1.14, "putorcall": "call", "vega": 0.124833, "time": "2019-10-24 12:57:21.977555-04:00", "implied_volatility": 0.081809, "gamma": 0.154565}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 31.0, "open": null, "id0": 213006811, "mark": 1.095, "low": 0.9, "theta": -0.13891, "symbol": "SPY", "bid_size": 135.0, "strike_price": 300.0, "bid": 1.09, "volume": 15587.0, "rho": 0.017101, "delta": 0.523725, "ask": 1.1, "putorcall": "call", "vega": 0.125093, "time": "2019-10-24 12:57:54.977163-04:00", "implied_volatility": 0.082001, "gamma": 0.154608}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 80.0, "open": null, "id0": 213009788, "mark": 1.105, "low": 0.9, "theta": -0.138198, "symbol": "SPY", "bid_size": 112.0, "strike_price": 300.0, "bid": 1.1, "volume": 15590.0, "rho": 0.017259, "delta": 0.528502, "ask": 1.11, "putorcall": "call", "vega": 0.125007, "time": "2019-10-24 12:58:29.072754-04:00", "implied_volatility": 0.081538, "gamma": 0.155347}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 32.0, "open": null, "id0": 213012605, "mark": 1.115, "low": 0.9, "theta": -0.13812, "symbol": "SPY", "bid_size": 129.0, "strike_price": 300.0, "bid": 1.11, "volume": 15592.0, "rho": 0.017362, "delta": 0.531625, "ask": 1.12, "putorcall": "call", "vega": 0.124941, "time": "2019-10-24 12:59:02.983750-04:00", "implied_volatility": 0.08149, "gamma": 0.155336}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213015356, "mark": 1.115, "low": 0.9, "theta": -0.13745, "symbol": "SPY", "bid_size": 451.0, "strike_price": 300.0, "bid": 1.11, "volume": 15592.0, "rho": 0.017419, "delta": 0.533334, "ask": 1.12, "putorcall": "call", "vega": 0.124902, "time": "2019-10-24 12:59:36.248350-04:00", "implied_volatility": 0.081064, "gamma": 0.156093}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 163.0, "open": null, "id0": 213018191, "mark": 1.13, "low": 0.9, "theta": -0.138027, "symbol": "SPY", "bid_size": 195.0, "strike_price": 300.0, "bid": 1.12, "volume": 15595.0, "rho": 0.017465, "delta": 0.534751, "ask": 1.14, "putorcall": "call", "vega": 0.124868, "time": "2019-10-24 13:00:10.185718-04:00", "implied_volatility": 0.081437, "gamma": 0.155325}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 162.0, "open": null, "id0": 213021099, "mark": 1.13, "low": 0.9, "theta": -0.138027, "symbol": "SPY", "bid_size": 353.0, "strike_price": 300.0, "bid": 1.12, "volume": 15595.0, "rho": 0.017465, "delta": 0.534751, "ask": 1.14, "putorcall": "call", "vega": 0.124868, "time": "2019-10-24 13:00:42.590530-04:00", "implied_volatility": 0.081437, "gamma": 0.155325}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213024062, "mark": 1.115, "low": 0.9, "theta": -0.138786, "symbol": "SPY", "bid_size": 352.0, "strike_price": 300.0, "bid": 1.11, "volume": 15595.0, "rho": 0.017306, "delta": 0.529933, "ask": 1.12, "putorcall": "call", "vega": 0.124978, "time": "2019-10-24 13:01:14.817301-04:00", "implied_volatility": 0.081915, "gamma": 0.154587}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 151.0, "open": null, "id0": 213026846, "mark": 1.125, "low": 0.9, "theta": -0.138033, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.12, "volume": 15595.0, "rho": 0.017464, "delta": 0.534734, "ask": 1.13, "putorcall": "call", "vega": 0.124868, "time": "2019-10-24 13:01:47.069142-04:00", "implied_volatility": 0.081441, "gamma": 0.155318}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 191.0, "open": null, "id0": 213029752, "mark": 1.125, "low": 0.9, "theta": -0.138963, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.12, "volume": 15615.0, "rho": 0.017386, "delta": 0.53238, "ask": 1.13, "putorcall": "call", "vega": 0.124925, "time": "2019-10-24 13:02:20.311262-04:00", "implied_volatility": 0.082031, "gamma": 0.154286}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 4.0, "open": null, "id0": 213032692, "mark": 1.105, "low": 0.9, "theta": -0.137536, "symbol": "SPY", "bid_size": 113.0, "strike_price": 300.0, "bid": 1.1, "volume": 15615.0, "rho": 0.017315, "delta": 0.530194, "ask": 1.11, "putorcall": "call", "vega": 0.124972, "time": "2019-10-24 13:02:53.594589-04:00", "implied_volatility": 0.081115, "gamma": 0.156104}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213035633, "mark": 1.065, "low": 0.9, "theta": -0.137407, "symbol": "SPY", "bid_size": 122.0, "strike_price": 300.0, "bid": 1.06, "volume": 16376.0, "rho": 0.01693, "delta": 0.518484, "ask": 1.07, "putorcall": "call", "vega": 0.125165, "time": "2019-10-24 13:03:25.664585-04:00", "implied_volatility": 0.081061, "gamma": 0.156528}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 159.0, "open": null, "id0": 213038543, "mark": 1.085, "low": 0.9, "theta": -0.138307, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.08, "volume": 16476.0, "rho": 0.017054, "delta": 0.522266, "ask": 1.09, "putorcall": "call", "vega": 0.125115, "time": "2019-10-24 13:03:58.403511-04:00", "implied_volatility": 0.08162, "gamma": 0.155368}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 82.0, "open": null, "id0": 213041377, "mark": 1.055, "low": 0.9, "theta": -0.137281, "symbol": "SPY", "bid_size": 16.0, "strike_price": 300.0, "bid": 1.05, "volume": 16476.0, "rho": 0.016839, "delta": 0.515707, "ask": 1.06, "putorcall": "call", "vega": 0.125195, "time": "2019-10-24 13:04:30.905213-04:00", "implied_volatility": 0.080997, "gamma": 0.156706}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 213044311, "mark": 1.065, "low": 0.9, "theta": -0.137407, "symbol": "SPY", "bid_size": 161.0, "strike_price": 300.0, "bid": 1.06, "volume": 16587.0, "rho": 0.01693, "delta": 0.518484, "ask": 1.07, "putorcall": "call", "vega": 0.125165, "time": "2019-10-24 13:05:04.118627-04:00", "implied_volatility": 0.081061, "gamma": 0.156528}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 128.0, "open": null, "id0": 213047282, "mark": 1.1, "low": 0.9, "theta": -0.136617, "symbol": "SPY", "bid_size": 551.0, "strike_price": 300.0, "bid": 1.09, "volume": 16599.0, "rho": 0.017297, "delta": 0.529604, "ask": 1.11, "putorcall": "call", "vega": 0.124984, "time": "2019-10-24 13:05:37.341569-04:00", "implied_volatility": 0.080527, "gamma": 0.157264}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213050264, "mark": 1.075, "low": 0.9, "theta": -0.136735, "symbol": "SPY", "bid_size": 246.0, "strike_price": 300.0, "bid": 1.07, "volume": 16599.0, "rho": 0.017089, "delta": 0.523288, "ask": 1.08, "putorcall": "call", "vega": 0.125099, "time": "2019-10-24 13:06:10.102397-04:00", "implied_volatility": 0.080611, "gamma": 0.157285}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 140.0, "open": null, "id0": 213053297, "mark": 1.055, "low": 0.9, "theta": -0.137937, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.05, "volume": 16599.0, "rho": 0.016782, "delta": 0.514005, "ask": 1.06, "putorcall": "call", "vega": 0.125211, "time": "2019-10-24 13:06:42.715222-04:00", "implied_volatility": 0.081429, "gamma": 0.155906}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 41.0, "open": null, "id0": 213056301, "mark": 1.025, "low": 0.9, "theta": -0.137257, "symbol": "SPY", "bid_size": 172.0, "strike_price": 300.0, "bid": 1.02, "volume": 16670.0, "rho": 0.016527, "delta": 0.506219, "ask": 1.03, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 13:07:15.119147-04:00", "implied_volatility": 0.08107, "gamma": 0.1567}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 280.0, "open": null, "id0": 213059214, "mark": 1.015, "low": 0.9, "theta": -0.137011, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.01, "volume": 16670.0, "rho": 0.016441, "delta": 0.503602, "ask": 1.02, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:07:47.301120-04:00", "implied_volatility": 0.080945, "gamma": 0.156963}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 130.0, "open": null, "id0": 213062152, "mark": 1.025, "low": 0.9, "theta": -0.136755, "symbol": "SPY", "bid_size": 78.0, "strike_price": 300.0, "bid": 1.02, "volume": 16690.0, "rho": 0.016571, "delta": 0.507537, "ask": 1.03, "putorcall": "call", "vega": 0.125248, "time": "2019-10-24 13:08:19.524563-04:00", "implied_volatility": 0.080734, "gamma": 0.157338}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 157.0, "open": null, "id0": 213065003, "mark": 0.995, "low": 0.9, "theta": -0.136286, "symbol": "SPY", "bid_size": 61.0, "strike_price": 300.0, "bid": 0.99, "volume": 16766.0, "rho": 0.016286, "delta": 0.498871, "ask": 1.0, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:08:52.013867-04:00", "implied_volatility": 0.080549, "gamma": 0.157757}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 466.0, "open": null, "id0": 213067933, "mark": 0.995, "low": 0.9, "theta": -0.13745, "symbol": "SPY", "bid_size": 4.0, "strike_price": 300.0, "bid": 0.99, "volume": 16768.0, "rho": 0.016184, "delta": 0.495791, "ask": 1.0, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:09:24.876186-04:00", "implied_volatility": 0.081343, "gamma": 0.156219}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 145.0, "open": null, "id0": 213070886, "mark": 0.975, "low": 0.9, "theta": -0.137152, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 0.97, "volume": 16772.0, "rho": 0.015985, "delta": 0.489748, "ask": 0.98, "putorcall": "call", "vega": 0.125182, "time": "2019-10-24 13:09:57.588977-04:00", "implied_volatility": 0.081265, "gamma": 0.156347}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 437.0, "open": null, "id0": 213073769, "mark": 0.975, "low": 0.9, "theta": -0.137231, "symbol": "SPY", "bid_size": 8.0, "strike_price": 300.0, "bid": 0.97, "volume": 16776.0, "rho": 0.015978, "delta": 0.489538, "ask": 0.98, "putorcall": "call", "vega": 0.12518, "time": "2019-10-24 13:10:31.368790-04:00", "implied_volatility": 0.08132, "gamma": 0.15624}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 319.0, "open": null, "id0": 213076638, "mark": 0.985, "low": 0.9, "theta": -0.136775, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 0.98, "volume": 16776.0, "rho": 0.016132, "delta": 0.494183, "ask": 0.99, "putorcall": "call", "vega": 0.125222, "time": "2019-10-24 13:11:05.451264-04:00", "implied_volatility": 0.08094, "gamma": 0.156995}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213079413, "mark": 0.975, "low": 0.9, "theta": -0.136096, "symbol": "SPY", "bid_size": 329.0, "strike_price": 300.0, "bid": 0.97, "volume": 16780.0, "rho": 0.016079, "delta": 0.492559, "ask": 0.98, "putorcall": "call", "vega": 0.125209, "time": "2019-10-24 13:11:38.087860-04:00", "implied_volatility": 0.080535, "gamma": 0.157778}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 124.0, "open": null, "id0": 213082266, "mark": 0.985, "low": 0.9, "theta": -0.136775, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 0.98, "volume": 16790.0, "rho": 0.016132, "delta": 0.494183, "ask": 0.99, "putorcall": "call", "vega": 0.125222, "time": "2019-10-24 13:12:10.832534-04:00", "implied_volatility": 0.08094, "gamma": 0.156995}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 283.0, "open": null, "id0": 213085234, "mark": 0.98, "low": 0.9, "theta": -0.136609, "symbol": "SPY", "bid_size": 702.0, "strike_price": 300.0, "bid": 0.97, "volume": 16802.0, "rho": 0.016033, "delta": 0.491192, "ask": 0.99, "putorcall": "call", "vega": 0.125197, "time": "2019-10-24 13:12:43.242611-04:00", "implied_volatility": 0.080889, "gamma": 0.157082}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 119.0, "open": null, "id0": 213088115, "mark": 0.995, "low": 0.9, "theta": -0.136286, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 0.99, "volume": 16802.0, "rho": 0.016286, "delta": 0.498871, "ask": 1.0, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:13:15.300046-04:00", "implied_volatility": 0.080549, "gamma": 0.157757}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 125.0, "open": null, "id0": 213090940, "mark": 0.985, "low": 0.9, "theta": -0.136199, "symbol": "SPY", "bid_size": 126.0, "strike_price": 300.0, "bid": 0.98, "volume": 16812.0, "rho": 0.016182, "delta": 0.495715, "ask": 0.99, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:13:47.495962-04:00", "implied_volatility": 0.080545, "gamma": 0.157767}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 130.0, "open": null, "id0": 213093832, "mark": 1.045, "low": 0.9, "theta": -0.136701, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.04, "volume": 16813.0, "rho": 0.016786, "delta": 0.514077, "ask": 1.05, "putorcall": "call", "vega": 0.12521, "time": "2019-10-24 13:14:19.812525-04:00", "implied_volatility": 0.080639, "gamma": 0.157433}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 127.0, "open": null, "id0": 213096781, "mark": 1.035, "low": 0.9, "theta": -0.135857, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 1.03, "volume": 16865.0, "rho": 0.016755, "delta": 0.513118, "ask": 1.04, "putorcall": "call", "vega": 0.125218, "time": "2019-10-24 13:14:52.394244-04:00", "implied_volatility": 0.080107, "gamma": 0.158495}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 189.0, "open": null, "id0": 213099675, "mark": 1.035, "low": 0.9, "theta": -0.136475, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.03, "volume": 16875.0, "rho": 0.016701, "delta": 0.511492, "ask": 1.04, "putorcall": "call", "vega": 0.125229, "time": "2019-10-24 13:15:25.264516-04:00", "implied_volatility": 0.080516, "gamma": 0.157715}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 125.0, "open": null, "id0": 213102683, "mark": 1.005, "low": 0.9, "theta": -0.135761, "symbol": "SPY", "bid_size": 81.0, "strike_price": 300.0, "bid": 1.0, "volume": 16925.0, "rho": 0.016442, "delta": 0.503605, "ask": 1.01, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:15:58.374371-04:00", "implied_volatility": 0.080147, "gamma": 0.158527}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 100.0, "open": null, "id0": 213105678, "mark": 0.995, "low": 0.9, "theta": -0.135698, "symbol": "SPY", "bid_size": 74.0, "strike_price": 300.0, "bid": 0.99, "volume": 16940.0, "rho": 0.016338, "delta": 0.500434, "ask": 1.0, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 13:16:31.140809-04:00", "implied_volatility": 0.08015, "gamma": 0.158537}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 130.0, "open": null, "id0": 213108688, "mark": 0.995, "low": 0.9, "theta": -0.136286, "symbol": "SPY", "bid_size": 107.0, "strike_price": 300.0, "bid": 0.99, "volume": 16950.0, "rho": 0.016286, "delta": 0.498871, "ask": 1.0, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:17:03.687035-04:00", "implied_volatility": 0.080549, "gamma": 0.157757}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213111598, "mark": 0.985, "low": 0.9, "theta": -0.135035, "symbol": "SPY", "bid_size": 205.0, "strike_price": 300.0, "bid": 0.98, "volume": 16973.0, "rho": 0.016286, "delta": 0.498826, "ask": 0.99, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:17:35.954033-04:00", "implied_volatility": 0.079751, "gamma": 0.159336}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 28.0, "open": null, "id0": 213114504, "mark": 0.965, "low": 0.9, "theta": -0.135978, "symbol": "SPY", "bid_size": 301.0, "strike_price": 300.0, "bid": 0.95, "volume": 16984.0, "rho": 0.015975, "delta": 0.489401, "ask": 0.98, "putorcall": "call", "vega": 0.125179, "time": "2019-10-24 13:18:08.197154-04:00", "implied_volatility": 0.080521, "gamma": 0.157788}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213117475, "mark": 0.975, "low": 0.9, "theta": -0.135524, "symbol": "SPY", "bid_size": 495.0, "strike_price": 300.0, "bid": 0.97, "volume": 16984.0, "rho": 0.01613, "delta": 0.494091, "ask": 0.98, "putorcall": "call", "vega": 0.125222, "time": "2019-10-24 13:18:40.464429-04:00", "implied_volatility": 0.080141, "gamma": 0.158559}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 222.0, "open": null, "id0": 213120303, "mark": 0.995, "low": 0.9, "theta": -0.13687, "symbol": "SPY", "bid_size": 20.0, "strike_price": 300.0, "bid": 0.99, "volume": 16987.0, "rho": 0.016235, "delta": 0.497323, "ask": 1.0, "putorcall": "call", "vega": 0.125241, "time": "2019-10-24 13:19:12.809117-04:00", "implied_volatility": 0.080947, "gamma": 0.156984}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213123156, "mark": 0.985, "low": 0.9, "theta": -0.135287, "symbol": "SPY", "bid_size": 328.0, "strike_price": 300.0, "bid": 0.98, "volume": 16987.0, "rho": 0.016263, "delta": 0.498152, "ask": 0.99, "putorcall": "call", "vega": 0.125245, "time": "2019-10-24 13:19:45.034872-04:00", "implied_volatility": 0.079922, "gamma": 0.158996}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 264.0, "open": null, "id0": 213126079, "mark": 0.97, "low": 0.9, "theta": -0.135129, "symbol": "SPY", "bid_size": 240.0, "strike_price": 300.0, "bid": 0.96, "volume": 17023.0, "rho": 0.016051, "delta": 0.491683, "ask": 0.98, "putorcall": "call", "vega": 0.125202, "time": "2019-10-24 13:20:17.991413-04:00", "implied_volatility": 0.079933, "gamma": 0.158962}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 271.0, "open": null, "id0": 213129036, "mark": 0.99, "low": 0.9, "theta": -0.136199, "symbol": "SPY", "bid_size": 466.0, "strike_price": 300.0, "bid": 0.98, "volume": 17023.0, "rho": 0.016182, "delta": 0.495715, "ask": 1.0, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:20:50.854800-04:00", "implied_volatility": 0.080545, "gamma": 0.157767}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 578.0, "open": null, "id0": 213131971, "mark": 0.985, "low": 0.9, "theta": -0.136775, "symbol": "SPY", "bid_size": 223.0, "strike_price": 300.0, "bid": 0.97, "volume": 17023.0, "rho": 0.016132, "delta": 0.494183, "ask": 1.0, "putorcall": "call", "vega": 0.125222, "time": "2019-10-24 13:21:23.728298-04:00", "implied_volatility": 0.08094, "gamma": 0.156995}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 68.0, "open": null, "id0": 213134814, "mark": 0.975, "low": 0.9, "theta": -0.136096, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 0.97, "volume": 17071.0, "rho": 0.016079, "delta": 0.492559, "ask": 0.98, "putorcall": "call", "vega": 0.125209, "time": "2019-10-24 13:21:56.018432-04:00", "implied_volatility": 0.080535, "gamma": 0.157778}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 128.0, "open": null, "id0": 213137605, "mark": 0.995, "low": 0.9, "theta": -0.13571, "symbol": "SPY", "bid_size": 64.0, "strike_price": 300.0, "bid": 0.99, "volume": 17076.0, "rho": 0.016337, "delta": 0.500403, "ask": 1.0, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 13:22:28.587884-04:00", "implied_volatility": 0.080158, "gamma": 0.158522}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 75.0, "open": null, "id0": 213140406, "mark": 0.995, "low": 0.9, "theta": -0.135107, "symbol": "SPY", "bid_size": 880.0, "strike_price": 300.0, "bid": 0.99, "volume": 17076.0, "rho": 0.016391, "delta": 0.502013, "ask": 1.0, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:23:00.730857-04:00", "implied_volatility": 0.07975, "gamma": 0.159326}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 571.0, "open": null, "id0": 213143337, "mark": 0.99, "low": 0.9, "theta": -0.136193, "symbol": "SPY", "bid_size": 488.0, "strike_price": 300.0, "bid": 0.98, "volume": 17158.0, "rho": 0.016183, "delta": 0.495731, "ask": 1.0, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:23:32.838530-04:00", "implied_volatility": 0.080541, "gamma": 0.157775}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 213146245, "mark": 0.995, "low": 0.9, "theta": -0.135107, "symbol": "SPY", "bid_size": 570.0, "strike_price": 300.0, "bid": 0.99, "volume": 17158.0, "rho": 0.016391, "delta": 0.502013, "ask": 1.0, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:24:04.794926-04:00", "implied_volatility": 0.07975, "gamma": 0.159326}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213149166, "mark": 1.025, "low": 0.9, "theta": -0.134844, "symbol": "SPY", "bid_size": 595.0, "strike_price": 300.0, "bid": 1.02, "volume": 17158.0, "rho": 0.016739, "delta": 0.51259, "ask": 1.03, "putorcall": "call", "vega": 0.125221, "time": "2019-10-24 13:24:38.219244-04:00", "implied_volatility": 0.079464, "gamma": 0.159786}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 294.0, "open": null, "id0": 213152090, "mark": 1.015, "low": 0.9, "theta": -0.135809, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.01, "volume": 17158.0, "rho": 0.016547, "delta": 0.506775, "ask": 1.02, "putorcall": "call", "vega": 0.125251, "time": "2019-10-24 13:25:10.712815-04:00", "implied_volatility": 0.080139, "gamma": 0.158516}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213154965, "mark": 0.995, "low": 0.9, "theta": -0.135107, "symbol": "SPY", "bid_size": 382.0, "strike_price": 300.0, "bid": 0.99, "volume": 17158.0, "rho": 0.016391, "delta": 0.502013, "ask": 1.0, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:25:43.142819-04:00", "implied_volatility": 0.07975, "gamma": 0.159326}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 63.0, "open": null, "id0": 213157825, "mark": 1.015, "low": 0.9, "theta": -0.1364, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 1.01, "volume": 17158.0, "rho": 0.016495, "delta": 0.505213, "ask": 1.02, "putorcall": "call", "vega": 0.125254, "time": "2019-10-24 13:26:15.905758-04:00", "implied_volatility": 0.080534, "gamma": 0.157751}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213160700, "mark": 1.015, "low": 0.9, "theta": -0.136111, "symbol": "SPY", "bid_size": 611.0, "strike_price": 300.0, "bid": 1.01, "volume": 17158.0, "rho": 0.01652, "delta": 0.505976, "ask": 1.02, "putorcall": "call", "vega": 0.125253, "time": "2019-10-24 13:26:48.662594-04:00", "implied_volatility": 0.080341, "gamma": 0.158125}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213163682, "mark": 1.015, "low": 0.9, "theta": -0.135203, "symbol": "SPY", "bid_size": 417.0, "strike_price": 300.0, "bid": 1.01, "volume": 17158.0, "rho": 0.0166, "delta": 0.508386, "ask": 1.02, "putorcall": "call", "vega": 0.125245, "time": "2019-10-24 13:27:21.362567-04:00", "implied_volatility": 0.079733, "gamma": 0.159304}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 115.0, "open": null, "id0": 213166460, "mark": 1.025, "low": 0.9, "theta": -0.135841, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 1.02, "volume": 17160.0, "rho": 0.016651, "delta": 0.509946, "ask": 1.03, "putorcall": "call", "vega": 0.125238, "time": "2019-10-24 13:27:53.728699-04:00", "implied_volatility": 0.080125, "gamma": 0.158506}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213169172, "mark": 1.015, "low": 0.9, "theta": -0.135203, "symbol": "SPY", "bid_size": 239.0, "strike_price": 300.0, "bid": 1.01, "volume": 17161.0, "rho": 0.0166, "delta": 0.508386, "ask": 1.02, "putorcall": "call", "vega": 0.125245, "time": "2019-10-24 13:28:25.835202-04:00", "implied_volatility": 0.079733, "gamma": 0.159304}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 245.0, "open": null, "id0": 213172086, "mark": 1.05, "low": 0.9, "theta": -0.134592, "symbol": "SPY", "bid_size": 126.0, "strike_price": 300.0, "bid": 1.04, "volume": 17196.0, "rho": 0.01697, "delta": 0.519629, "ask": 1.06, "putorcall": "call", "vega": 0.12515, "time": "2019-10-24 13:28:58.334091-04:00", "implied_volatility": 0.079256, "gamma": 0.160068}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 173.0, "open": null, "id0": 213175046, "mark": 1.045, "low": 0.9, "theta": -0.13617, "symbol": "SPY", "bid_size": 69.0, "strike_price": 300.0, "bid": 1.04, "volume": 17206.0, "rho": 0.016832, "delta": 0.515468, "ask": 1.05, "putorcall": "call", "vega": 0.125197, "time": "2019-10-24 13:29:30.261318-04:00", "implied_volatility": 0.080289, "gamma": 0.158093}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 32.0, "open": null, "id0": 213177911, "mark": 1.045, "low": 0.9, "theta": -0.135227, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.04, "volume": 17206.0, "rho": 0.016915, "delta": 0.517951, "ask": 1.05, "putorcall": "call", "vega": 0.125171, "time": "2019-10-24 13:30:03.783210-04:00", "implied_volatility": 0.07967, "gamma": 0.159272}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213180750, "mark": 1.045, "low": 0.9, "theta": -0.135227, "symbol": "SPY", "bid_size": 136.0, "strike_price": 300.0, "bid": 1.04, "volume": 17222.0, "rho": 0.016915, "delta": 0.517951, "ask": 1.05, "putorcall": "call", "vega": 0.125171, "time": "2019-10-24 13:30:36.202335-04:00", "implied_volatility": 0.07967, "gamma": 0.159272}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 282.0, "open": null, "id0": 213183513, "mark": 1.045, "low": 0.9, "theta": -0.135857, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.04, "volume": 17222.0, "rho": 0.016859, "delta": 0.516291, "ask": 1.05, "putorcall": "call", "vega": 0.125189, "time": "2019-10-24 13:31:08.722067-04:00", "implied_volatility": 0.080083, "gamma": 0.158484}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 86.0, "open": null, "id0": 213186230, "mark": 1.035, "low": 0.9, "theta": -0.134922, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.03, "volume": 17226.0, "rho": 0.016837, "delta": 0.51559, "ask": 1.04, "putorcall": "call", "vega": 0.125196, "time": "2019-10-24 13:31:41.749091-04:00", "implied_volatility": 0.079491, "gamma": 0.15968}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 58.0, "open": null, "id0": 213189060, "mark": 1.035, "low": 0.9, "theta": -0.134608, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.03, "volume": 17258.0, "rho": 0.016865, "delta": 0.516422, "ask": 1.04, "putorcall": "call", "vega": 0.125188, "time": "2019-10-24 13:32:14.852563-04:00", "implied_volatility": 0.079284, "gamma": 0.160079}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213191968, "mark": 1.025, "low": 0.9, "theta": -0.133986, "symbol": "SPY", "bid_size": 414.0, "strike_price": 300.0, "bid": 1.02, "volume": 17260.0, "rho": 0.016815, "delta": 0.514877, "ask": 1.03, "putorcall": "call", "vega": 0.125202, "time": "2019-10-24 13:32:47.659374-04:00", "implied_volatility": 0.078898, "gamma": 0.160894}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 124.0, "open": null, "id0": 213194821, "mark": 1.005, "low": 0.9, "theta": -0.13456, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.0, "volume": 17260.0, "rho": 0.016549, "delta": 0.50681, "ask": 1.01, "putorcall": "call", "vega": 0.12525, "time": "2019-10-24 13:33:20.184306-04:00", "implied_volatility": 0.07934, "gamma": 0.160111}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 104.0, "open": null, "id0": 213197785, "mark": 0.985, "low": 0.9, "theta": -0.135035, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 0.98, "volume": 17263.0, "rho": 0.016286, "delta": 0.498826, "ask": 0.99, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:33:52.209570-04:00", "implied_volatility": 0.079751, "gamma": 0.159336}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213200828, "mark": 0.955, "low": 0.9, "theta": -0.134725, "symbol": "SPY", "bid_size": 429.0, "strike_price": 300.0, "bid": 0.95, "volume": 17285.0, "rho": 0.015972, "delta": 0.489261, "ask": 0.96, "putorcall": "call", "vega": 0.125177, "time": "2019-10-24 13:34:24.369816-04:00", "implied_volatility": 0.079722, "gamma": 0.159368}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 23.0, "open": null, "id0": 213203826, "mark": 0.945, "low": 0.9, "theta": -0.133769, "symbol": "SPY", "bid_size": 647.0, "strike_price": 300.0, "bid": 0.94, "volume": 17285.0, "rho": 0.015941, "delta": 0.488305, "ask": 0.95, "putorcall": "call", "vega": 0.125167, "time": "2019-10-24 13:34:56.706039-04:00", "implied_volatility": 0.07913, "gamma": 0.160552}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 643.0, "open": null, "id0": 213206727, "mark": 0.955, "low": 0.9, "theta": -0.135286, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 0.95, "volume": 17294.0, "rho": 0.015921, "delta": 0.487744, "ask": 0.96, "putorcall": "call", "vega": 0.125159, "time": "2019-10-24 13:35:28.783257-04:00", "implied_volatility": 0.080112, "gamma": 0.15858}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 213209604, "mark": 0.965, "low": 0.9, "theta": -0.133696, "symbol": "SPY", "bid_size": 524.0, "strike_price": 300.0, "bid": 0.96, "volume": 17295.0, "rho": 0.01618, "delta": 0.495561, "ask": 0.97, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:36:01.266825-04:00", "implied_volatility": 0.078948, "gamma": 0.160958}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 187.0, "open": null, "id0": 213212467, "mark": 0.965, "low": 0.9, "theta": -0.135696, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 0.96, "volume": 17295.0, "rho": 0.016, "delta": 0.490158, "ask": 0.97, "putorcall": "call", "vega": 0.125187, "time": "2019-10-24 13:36:33.584007-04:00", "implied_volatility": 0.080325, "gamma": 0.158178}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 213215420, "mark": 0.955, "low": 0.9, "theta": -0.13416, "symbol": "SPY", "bid_size": 84.0, "strike_price": 300.0, "bid": 0.95, "volume": 17295.0, "rho": 0.016022, "delta": 0.490793, "ask": 0.96, "putorcall": "call", "vega": 0.125194, "time": "2019-10-24 13:37:06.312847-04:00", "implied_volatility": 0.079331, "gamma": 0.160165}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 205.0, "open": null, "id0": 213218425, "mark": 0.99, "low": 0.9, "theta": -0.133857, "symbol": "SPY", "bid_size": 590.0, "strike_price": 300.0, "bid": 0.98, "volume": 17305.0, "rho": 0.016391, "delta": 0.502, "ask": 1.0, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 13:37:39.354622-04:00", "implied_volatility": 0.078951, "gamma": 0.160937}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 29.0, "open": null, "id0": 213221211, "mark": 0.975, "low": 0.9, "theta": -0.133785, "symbol": "SPY", "bid_size": 393.0, "strike_price": 300.0, "bid": 0.97, "volume": 17305.0, "rho": 0.016285, "delta": 0.498781, "ask": 0.98, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 13:38:11.786201-04:00", "implied_volatility": 0.078952, "gamma": 0.160948}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 143.0, "open": null, "id0": 213224166, "mark": 0.945, "low": 0.9, "theta": -0.134032, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 0.94, "volume": 17305.0, "rho": 0.015917, "delta": 0.487587, "ask": 0.95, "putorcall": "call", "vega": 0.125158, "time": "2019-10-24 13:38:44.350379-04:00", "implied_volatility": 0.079313, "gamma": 0.160175}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 143.0, "open": null, "id0": 213227114, "mark": 0.97, "low": 0.9, "theta": -0.133696, "symbol": "SPY", "bid_size": 135.0, "strike_price": 300.0, "bid": 0.96, "volume": 17308.0, "rho": 0.01618, "delta": 0.495561, "ask": 0.98, "putorcall": "call", "vega": 0.125232, "time": "2019-10-24 13:39:16.788097-04:00", "implied_volatility": 0.078948, "gamma": 0.160958}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 92.0, "open": null, "id0": 213229887, "mark": 0.965, "low": 0.9, "theta": -0.134272, "symbol": "SPY", "bid_size": 494.0, "strike_price": 300.0, "bid": 0.96, "volume": 17315.0, "rho": 0.016128, "delta": 0.493998, "ask": 0.97, "putorcall": "call", "vega": 0.125221, "time": "2019-10-24 13:39:49.043654-04:00", "implied_volatility": 0.079343, "gamma": 0.160154}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 165.0, "open": null, "id0": 213232782, "mark": 0.955, "low": 0.9, "theta": -0.134341, "symbol": "SPY", "bid_size": 82.0, "strike_price": 300.0, "bid": 0.95, "volume": 17315.0, "rho": 0.016006, "delta": 0.490301, "ask": 0.96, "putorcall": "call", "vega": 0.125189, "time": "2019-10-24 13:40:21.527743-04:00", "implied_volatility": 0.079456, "gamma": 0.159909}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 102.0, "open": null, "id0": 213235672, "mark": 0.945, "low": 0.9, "theta": -0.134032, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 0.94, "volume": 17416.0, "rho": 0.015917, "delta": 0.487587, "ask": 0.95, "putorcall": "call", "vega": 0.125158, "time": "2019-10-24 13:40:53.913535-04:00", "implied_volatility": 0.079313, "gamma": 0.160175}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 130.0, "open": null, "id0": 213238610, "mark": 0.945, "low": 0.9, "theta": -0.133471, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 0.94, "volume": 17416.0, "rho": 0.015968, "delta": 0.489119, "ask": 0.95, "putorcall": "call", "vega": 0.125176, "time": "2019-10-24 13:41:26.417366-04:00", "implied_volatility": 0.078923, "gamma": 0.16098}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 148.0, "open": null, "id0": 213241392, "mark": 0.945, "low": 0.9, "theta": -0.134032, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 0.94, "volume": 17416.0, "rho": 0.015917, "delta": 0.487587, "ask": 0.95, "putorcall": "call", "vega": 0.125158, "time": "2019-10-24 13:41:58.838999-04:00", "implied_volatility": 0.079313, "gamma": 0.160175}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213244308, "mark": 0.915, "low": 0.9, "theta": -0.133551, "symbol": "SPY", "bid_size": 77.0, "strike_price": 300.0, "bid": 0.91, "volume": 17443.0, "rho": 0.015601, "delta": 0.477954, "ask": 0.92, "putorcall": "call", "vega": 0.125002, "time": "2019-10-24 13:42:31.680642-04:00", "implied_volatility": 0.079231, "gamma": 0.160207}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213247217, "mark": 0.925, "low": 0.9, "theta": -0.133181, "symbol": "SPY", "bid_size": 166.0, "strike_price": 300.0, "bid": 0.92, "volume": 17443.0, "rho": 0.015756, "delta": 0.482669, "ask": 0.93, "putorcall": "call", "vega": 0.125088, "time": "2019-10-24 13:43:05.567670-04:00", "implied_volatility": 0.078878, "gamma": 0.161001}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 125.0, "open": null, "id0": 213250011, "mark": 0.935, "low": 0.9, "theta": -0.134163, "symbol": "SPY", "bid_size": 158.0, "strike_price": 300.0, "bid": 0.93, "volume": 17443.0, "rho": 0.015787, "delta": 0.483626, "ask": 0.94, "putorcall": "call", "vega": 0.125103, "time": "2019-10-24 13:43:39.432258-04:00", "implied_volatility": 0.079484, "gamma": 0.159787}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 132.0, "open": null, "id0": 213252807, "mark": 0.925, "low": 0.9, "theta": -0.133318, "symbol": "SPY", "bid_size": 66.0, "strike_price": 300.0, "bid": 0.92, "volume": 17444.0, "rho": 0.015744, "delta": 0.482292, "ask": 0.93, "putorcall": "call", "vega": 0.125082, "time": "2019-10-24 13:44:12.637619-04:00", "implied_volatility": 0.078974, "gamma": 0.160799}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 113.0, "open": null, "id0": 213255570, "mark": 0.925, "low": 0.9, "theta": -0.132632, "symbol": "SPY", "bid_size": 217.0, "strike_price": 300.0, "bid": 0.92, "volume": 17444.0, "rho": 0.015806, "delta": 0.484186, "ask": 0.93, "putorcall": "call", "vega": 0.125112, "time": "2019-10-24 13:44:45.342661-04:00", "implied_volatility": 0.078492, "gamma": 0.161814}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 136.0, "open": null, "id0": 213258475, "mark": 0.915, "low": 0.9, "theta": -0.133012, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 0.91, "volume": 17444.0, "rho": 0.01565, "delta": 0.479441, "ask": 0.92, "putorcall": "call", "vega": 0.125031, "time": "2019-10-24 13:45:17.605906-04:00", "implied_volatility": 0.078848, "gamma": 0.161012}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 136.0, "open": null, "id0": 213261465, "mark": 0.905, "low": 0.9, "theta": -0.133358, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 0.9, "volume": 17445.0, "rho": 0.015495, "delta": 0.474736, "ask": 0.91, "putorcall": "call", "vega": 0.124934, "time": "2019-10-24 13:45:49.966132-04:00", "implied_volatility": 0.079193, "gamma": 0.160217}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 328.0, "open": null, "id0": 213264250, "mark": 0.905, "low": 0.9, "theta": -0.133886, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 0.9, "volume": 17445.0, "rho": 0.015447, "delta": 0.473278, "ask": 0.91, "putorcall": "call", "vega": 0.1249, "time": "2019-10-24 13:46:22.229315-04:00", "implied_volatility": 0.079572, "gamma": 0.159421}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 217.0, "open": null, "id0": 213267015, "mark": 0.895, "low": 0.9, "theta": -0.133149, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 0.89, "volume": 17549.0, "rho": 0.015389, "delta": 0.471516, "ask": 0.9, "putorcall": "call", "vega": 0.124858, "time": "2019-10-24 13:46:54.249613-04:00", "implied_volatility": 0.07915, "gamma": 0.160228}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 256.0, "open": null, "id0": 213269825, "mark": 0.89, "low": 0.89, "theta": -0.132146, "symbol": "SPY", "bid_size": 643.0, "strike_price": 300.0, "bid": 0.88, "volume": 17614.0, "rho": 0.015355, "delta": 0.470461, "ask": 0.9, "putorcall": "call", "vega": 0.124831, "time": "2019-10-24 13:47:26.157099-04:00", "implied_volatility": 0.078537, "gamma": 0.161449}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 114.0, "open": null, "id0": 213272676, "mark": 0.905, "low": 0.89, "theta": -0.133622, "symbol": "SPY", "bid_size": 68.0, "strike_price": 300.0, "bid": 0.9, "volume": 17620.0, "rho": 0.015471, "delta": 0.474006, "ask": 0.91, "putorcall": "call", "vega": 0.124917, "time": "2019-10-24 13:47:58.440269-04:00", "implied_volatility": 0.079383, "gamma": 0.159818}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213275505, "mark": 0.905, "low": 0.89, "theta": -0.132559, "symbol": "SPY", "bid_size": 440.0, "strike_price": 300.0, "bid": 0.9, "volume": 17624.0, "rho": 0.015569, "delta": 0.47695, "ask": 0.91, "putorcall": "call", "vega": 0.124982, "time": "2019-10-24 13:48:32.177223-04:00", "implied_volatility": 0.078622, "gamma": 0.161428}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 82.0, "open": null, "id0": 213278342, "mark": 0.905, "low": 0.89, "theta": -0.132559, "symbol": "SPY", "bid_size": 132.0, "strike_price": 300.0, "bid": 0.9, "volume": 17634.0, "rho": 0.015569, "delta": 0.47695, "ask": 0.91, "putorcall": "call", "vega": 0.124982, "time": "2019-10-24 13:49:04.752277-04:00", "implied_volatility": 0.078622, "gamma": 0.161428}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 67.0, "open": null, "id0": 213281150, "mark": 0.925, "low": 0.89, "theta": -0.132907, "symbol": "SPY", "bid_size": 617.0, "strike_price": 300.0, "bid": 0.92, "volume": 17634.0, "rho": 0.015781, "delta": 0.483426, "ask": 0.93, "putorcall": "call", "vega": 0.1251, "time": "2019-10-24 13:49:38.380515-04:00", "implied_volatility": 0.078685, "gamma": 0.161406}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 99.0, "open": null, "id0": 213284002, "mark": 0.915, "low": 0.89, "theta": -0.132546, "symbol": "SPY", "bid_size": 127.0, "strike_price": 300.0, "bid": 0.91, "volume": 17644.0, "rho": 0.015693, "delta": 0.480731, "ask": 0.92, "putorcall": "call", "vega": 0.125055, "time": "2019-10-24 13:50:10.847032-04:00", "implied_volatility": 0.078518, "gamma": 0.16171}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 121.0, "open": null, "id0": 213286920, "mark": 0.895, "low": 0.89, "theta": -0.133149, "symbol": "SPY", "bid_size": 81.0, "strike_price": 300.0, "bid": 0.89, "volume": 17654.0, "rho": 0.015389, "delta": 0.471516, "ask": 0.9, "putorcall": "call", "vega": 0.124858, "time": "2019-10-24 13:50:43.047384-04:00", "implied_volatility": 0.07915, "gamma": 0.160228}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 410.0, "open": null, "id0": 213289822, "mark": 0.9, "low": 0.88, "theta": -0.132624, "symbol": "SPY", "bid_size": 641.0, "strike_price": 300.0, "bid": 0.89, "volume": 17666.0, "rho": 0.015438, "delta": 0.472973, "ask": 0.91, "putorcall": "call", "vega": 0.124894, "time": "2019-10-24 13:51:16.217866-04:00", "implied_volatility": 0.078772, "gamma": 0.161033}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 203.0, "open": null, "id0": 213292801, "mark": 0.9, "low": 0.88, "theta": -0.132097, "symbol": "SPY", "bid_size": 551.0, "strike_price": 300.0, "bid": 0.89, "volume": 17668.0, "rho": 0.015487, "delta": 0.474445, "ask": 0.91, "putorcall": "call", "vega": 0.124928, "time": "2019-10-24 13:51:49.435124-04:00", "implied_volatility": 0.078392, "gamma": 0.161846}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 635.0, "open": null, "id0": 213295750, "mark": 0.885, "low": 0.88, "theta": -0.133694, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 0.88, "volume": 17671.0, "rho": 0.015212, "delta": 0.466151, "ask": 0.89, "putorcall": "call", "vega": 0.124711, "time": "2019-10-24 13:52:21.814169-04:00", "implied_volatility": 0.079663, "gamma": 0.159046}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 179.0, "open": null, "id0": 213298559, "mark": 0.895, "low": 0.88, "theta": -0.133149, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 0.89, "volume": 17682.0, "rho": 0.015389, "delta": 0.471516, "ask": 0.9, "putorcall": "call", "vega": 0.124858, "time": "2019-10-24 13:52:53.879433-04:00", "implied_volatility": 0.07915, "gamma": 0.160228}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 167.0, "open": null, "id0": 213301400, "mark": 0.885, "low": 0.88, "theta": -0.132924, "symbol": "SPY", "bid_size": 68.0, "strike_price": 300.0, "bid": 0.88, "volume": 17682.0, "rho": 0.015283, "delta": 0.468291, "ask": 0.89, "putorcall": "call", "vega": 0.124773, "time": "2019-10-24 13:53:26.103428-04:00", "implied_volatility": 0.079102, "gamma": 0.160238}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 92.0, "open": null, "id0": 213304254, "mark": 0.855, "low": 0.87, "theta": -0.13216, "symbol": "SPY", "bid_size": 116.0, "strike_price": 300.0, "bid": 0.85, "volume": 17684.0, "rho": 0.014964, "delta": 0.458559, "ask": 0.86, "putorcall": "call", "vega": 0.124468, "time": "2019-10-24 13:53:58.738960-04:00", "implied_volatility": 0.078933, "gamma": 0.160252}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 128.0, "open": null, "id0": 213307198, "mark": 0.855, "low": 0.82, "theta": -0.13215, "symbol": "SPY", "bid_size": 162.0, "strike_price": 300.0, "bid": 0.85, "volume": 17851.0, "rho": 0.014965, "delta": 0.458586, "ask": 0.86, "putorcall": "call", "vega": 0.124468, "time": "2019-10-24 13:54:31.658061-04:00", "implied_volatility": 0.078926, "gamma": 0.160268}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 20.0, "open": null, "id0": 213310114, "mark": 0.865, "low": 0.82, "theta": -0.132173, "symbol": "SPY", "bid_size": 505.0, "strike_price": 300.0, "bid": 0.86, "volume": 17851.0, "rho": 0.015095, "delta": 0.462532, "ask": 0.87, "putorcall": "call", "vega": 0.124601, "time": "2019-10-24 13:55:04.510649-04:00", "implied_volatility": 0.078804, "gamma": 0.16066}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 553.0, "open": null, "id0": 213313018, "mark": 0.865, "low": 0.82, "theta": -0.132925, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 0.86, "volume": 17856.0, "rho": 0.015025, "delta": 0.460424, "ask": 0.87, "putorcall": "call", "vega": 0.124531, "time": "2019-10-24 13:55:37.080906-04:00", "implied_volatility": 0.07936, "gamma": 0.159461}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 119.0, "open": null, "id0": 213315886, "mark": 0.865, "low": 0.82, "theta": -0.132925, "symbol": "SPY", "bid_size": 167.0, "strike_price": 300.0, "bid": 0.86, "volume": 17858.0, "rho": 0.015025, "delta": 0.460424, "ask": 0.87, "putorcall": "call", "vega": 0.124531, "time": "2019-10-24 13:56:09.364566-04:00", "implied_volatility": 0.07936, "gamma": 0.159461}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 213318885, "mark": 0.875, "low": 0.82, "theta": -0.132682, "symbol": "SPY", "bid_size": 173.0, "strike_price": 300.0, "bid": 0.87, "volume": 17877.0, "rho": 0.015177, "delta": 0.465061, "ask": 0.88, "putorcall": "call", "vega": 0.12468, "time": "2019-10-24 13:56:41.648394-04:00", "implied_volatility": 0.079048, "gamma": 0.160248}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 124.0, "open": null, "id0": 213321762, "mark": 0.865, "low": 0.82, "theta": -0.131921, "symbol": "SPY", "bid_size": 84.0, "strike_price": 300.0, "bid": 0.86, "volume": 17888.0, "rho": 0.015118, "delta": 0.463242, "ask": 0.87, "putorcall": "call", "vega": 0.124624, "time": "2019-10-24 13:57:14.044001-04:00", "implied_volatility": 0.078618, "gamma": 0.161063}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213324693, "mark": 0.875, "low": 0.82, "theta": -0.131142, "symbol": "SPY", "bid_size": 809.0, "strike_price": 300.0, "bid": 0.87, "volume": 17888.0, "rho": 0.015321, "delta": 0.46939, "ask": 0.88, "putorcall": "call", "vega": 0.124804, "time": "2019-10-24 13:57:46.637748-04:00", "implied_volatility": 0.077924, "gamma": 0.162688}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 133.0, "open": null, "id0": 213327564, "mark": 0.875, "low": 0.82, "theta": -0.131915, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 0.87, "volume": 17888.0, "rho": 0.015249, "delta": 0.46721, "ask": 0.88, "putorcall": "call", "vega": 0.124743, "time": "2019-10-24 13:58:19.455232-04:00", "implied_volatility": 0.078487, "gamma": 0.161459}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 333.0, "open": null, "id0": 213330527, "mark": 0.865, "low": 0.82, "theta": -0.132675, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 0.86, "volume": 17927.0, "rho": 0.015048, "delta": 0.461124, "ask": 0.87, "putorcall": "call", "vega": 0.124555, "time": "2019-10-24 13:58:52.457156-04:00", "implied_volatility": 0.079175, "gamma": 0.159859}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 213333554, "mark": 0.875, "low": 0.82, "theta": -0.130622, "symbol": "SPY", "bid_size": 1011.0, "strike_price": 300.0, "bid": 0.87, "volume": 17927.0, "rho": 0.01537, "delta": 0.470861, "ask": 0.88, "putorcall": "call", "vega": 0.124843, "time": "2019-10-24 13:59:25.987871-04:00", "implied_volatility": 0.077548, "gamma": 0.163518}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 135.0, "open": null, "id0": 213336533, "mark": 0.895, "low": 0.82, "theta": -0.132102, "symbol": "SPY", "bid_size": 107.0, "strike_price": 300.0, "bid": 0.89, "volume": 17928.0, "rho": 0.015486, "delta": 0.474431, "ask": 0.9, "putorcall": "call", "vega": 0.124928, "time": "2019-10-24 13:59:58.164360-04:00", "implied_volatility": 0.078396, "gamma": 0.161838}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213339500, "mark": 0.865, "low": 0.82, "theta": -0.130905, "symbol": "SPY", "bid_size": 756.0, "strike_price": 300.0, "bid": 0.86, "volume": 17928.0, "rho": 0.015214, "delta": 0.466113, "ask": 0.87, "putorcall": "call", "vega": 0.124712, "time": "2019-10-24 14:00:30.381417-04:00", "implied_volatility": 0.077873, "gamma": 0.162699}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 372.0, "open": null, "id0": 213342529, "mark": 0.88, "low": 0.82, "theta": -0.1314, "symbol": "SPY", "bid_size": 828.0, "strike_price": 300.0, "bid": 0.87, "volume": 17933.0, "rho": 0.015297, "delta": 0.46866, "ask": 0.89, "putorcall": "call", "vega": 0.124784, "time": "2019-10-24 14:01:02.681106-04:00", "implied_volatility": 0.078112, "gamma": 0.162276}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 213345460, "mark": 0.895, "low": 0.82, "theta": -0.131672, "symbol": "SPY", "bid_size": 890.0, "strike_price": 300.0, "bid": 0.89, "volume": 17938.0, "rho": 0.015526, "delta": 0.475633, "ask": 0.9, "putorcall": "call", "vega": 0.124955, "time": "2019-10-24 14:01:34.642633-04:00", "implied_volatility": 0.078088, "gamma": 0.162502}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 17.0, "open": null, "id0": 213348324, "mark": 0.895, "low": 0.82, "theta": -0.1313, "symbol": "SPY", "bid_size": 439.0, "strike_price": 300.0, "bid": 0.89, "volume": 17942.0, "rho": 0.015561, "delta": 0.47668, "ask": 0.9, "putorcall": "call", "vega": 0.124977, "time": "2019-10-24 14:02:07.080404-04:00", "implied_volatility": 0.077821, "gamma": 0.163081}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 253.0, "open": null, "id0": 213351284, "mark": 0.915, "low": 0.82, "theta": -0.132741, "symbol": "SPY", "bid_size": 24.0, "strike_price": 300.0, "bid": 0.91, "volume": 17957.0, "rho": 0.015675, "delta": 0.48019, "ask": 0.92, "putorcall": "call", "vega": 0.125045, "time": "2019-10-24 14:02:39.878650-04:00", "implied_volatility": 0.078656, "gamma": 0.161417}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 15.0, "open": null, "id0": 213354261, "mark": 0.925, "low": 0.82, "theta": -0.132079, "symbol": "SPY", "bid_size": 609.0, "strike_price": 300.0, "bid": 0.92, "volume": 17957.0, "rho": 0.015857, "delta": 0.485718, "ask": 0.93, "putorcall": "call", "vega": 0.125134, "time": "2019-10-24 14:03:12.799703-04:00", "implied_volatility": 0.078104, "gamma": 0.162635}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 57.0, "open": null, "id0": 213357329, "mark": 0.945, "low": 0.82, "theta": -0.132907, "symbol": "SPY", "bid_size": 133.0, "strike_price": 300.0, "bid": 0.94, "volume": 17966.0, "rho": 0.016019, "delta": 0.490666, "ask": 0.95, "putorcall": "call", "vega": 0.125193, "time": "2019-10-24 14:03:45.867144-04:00", "implied_volatility": 0.078532, "gamma": 0.161792}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 134.0, "open": null, "id0": 213360283, "mark": 0.965, "low": 0.82, "theta": -0.132827, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 0.96, "volume": 17976.0, "rho": 0.016258, "delta": 0.497935, "ask": 0.97, "putorcall": "call", "vega": 0.125244, "time": "2019-10-24 14:04:18.363493-04:00", "implied_volatility": 0.078353, "gamma": 0.16218}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 23.0, "open": null, "id0": 213363283, "mark": 0.935, "low": 0.82, "theta": -0.131654, "symbol": "SPY", "bid_size": 462.0, "strike_price": 300.0, "bid": 0.93, "volume": 17995.0, "rho": 0.016016, "delta": 0.490537, "ask": 0.94, "putorcall": "call", "vega": 0.125192, "time": "2019-10-24 14:04:51.962133-04:00", "implied_volatility": 0.077733, "gamma": 0.163454}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 33.0, "open": null, "id0": 213366302, "mark": 0.925, "low": 0.82, "theta": -0.131991, "symbol": "SPY", "bid_size": 431.0, "strike_price": 300.0, "bid": 0.92, "volume": 18000.0, "rho": 0.015865, "delta": 0.485964, "ask": 0.93, "putorcall": "call", "vega": 0.125138, "time": "2019-10-24 14:05:25.513326-04:00", "implied_volatility": 0.078042, "gamma": 0.162767}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213369242, "mark": 0.935, "low": 0.82, "theta": -0.131371, "symbol": "SPY", "bid_size": 770.0, "strike_price": 300.0, "bid": 0.93, "volume": 18003.0, "rho": 0.016042, "delta": 0.491324, "ask": 0.94, "putorcall": "call", "vega": 0.125199, "time": "2019-10-24 14:05:58.717228-04:00", "implied_volatility": 0.077537, "gamma": 0.163872}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 29.0, "open": null, "id0": 213372095, "mark": 0.935, "low": 0.82, "theta": -0.131654, "symbol": "SPY", "bid_size": 692.0, "strike_price": 300.0, "bid": 0.93, "volume": 18005.0, "rho": 0.016016, "delta": 0.490537, "ask": 0.94, "putorcall": "call", "vega": 0.125192, "time": "2019-10-24 14:06:30.875807-04:00", "implied_volatility": 0.077733, "gamma": 0.163454}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 340.0, "open": null, "id0": 213374923, "mark": 0.95, "low": 0.82, "theta": -0.131194, "symbol": "SPY", "bid_size": 204.0, "strike_price": 300.0, "bid": 0.94, "volume": 18057.0, "rho": 0.016177, "delta": 0.495402, "ask": 0.96, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 14:07:02.809615-04:00", "implied_volatility": 0.077351, "gamma": 0.164281}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 181.0, "open": null, "id0": 213377856, "mark": 0.955, "low": 0.82, "theta": -0.132733, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 0.95, "volume": 18057.0, "rho": 0.016152, "delta": 0.494691, "ask": 0.96, "putorcall": "call", "vega": 0.125226, "time": "2019-10-24 14:07:34.924253-04:00", "implied_volatility": 0.078347, "gamma": 0.162191}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 95.0, "open": null, "id0": 213380817, "mark": 0.965, "low": 0.82, "theta": -0.131948, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 0.96, "volume": 18057.0, "rho": 0.016338, "delta": 0.500346, "ask": 0.97, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:08:07.155809-04:00", "implied_volatility": 0.077755, "gamma": 0.163421}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 168.0, "open": null, "id0": 213383804, "mark": 0.965, "low": 0.82, "theta": -0.132242, "symbol": "SPY", "bid_size": 73.0, "strike_price": 300.0, "bid": 0.96, "volume": 18057.0, "rho": 0.016312, "delta": 0.499538, "ask": 0.97, "putorcall": "call", "vega": 0.12525, "time": "2019-10-24 14:08:39.707340-04:00", "implied_volatility": 0.077954, "gamma": 0.163005}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 95.0, "open": null, "id0": 213386747, "mark": 0.965, "low": 0.82, "theta": -0.132242, "symbol": "SPY", "bid_size": 64.0, "strike_price": 300.0, "bid": 0.96, "volume": 18078.0, "rho": 0.016312, "delta": 0.499538, "ask": 0.97, "putorcall": "call", "vega": 0.12525, "time": "2019-10-24 14:09:12.101301-04:00", "implied_volatility": 0.077954, "gamma": 0.163005}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213389595, "mark": 0.975, "low": 0.82, "theta": -0.131416, "symbol": "SPY", "bid_size": 139.0, "strike_price": 300.0, "bid": 0.97, "volume": 18078.0, "rho": 0.016501, "delta": 0.505259, "ask": 0.98, "putorcall": "call", "vega": 0.125254, "time": "2019-10-24 14:09:45.600895-04:00", "implied_volatility": 0.077349, "gamma": 0.164248}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 66.0, "open": null, "id0": 213392500, "mark": 0.97, "low": 0.82, "theta": -0.131044, "symbol": "SPY", "bid_size": 869.0, "strike_price": 300.0, "bid": 0.96, "volume": 18085.0, "rho": 0.016421, "delta": 0.502843, "ask": 0.98, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:10:18.693241-04:00", "implied_volatility": 0.077142, "gamma": 0.164706}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 109.0, "open": null, "id0": 213395322, "mark": 0.96, "low": 0.82, "theta": -0.130698, "symbol": "SPY", "bid_size": 697.0, "strike_price": 300.0, "bid": 0.95, "volume": 18090.0, "rho": 0.016339, "delta": 0.500316, "ask": 0.97, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:10:51.577092-04:00", "implied_volatility": 0.076956, "gamma": 0.165116}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 64.0, "open": null, "id0": 213398159, "mark": 0.975, "low": 0.82, "theta": -0.131715, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 0.97, "volume": 18111.0, "rho": 0.016473, "delta": 0.504434, "ask": 0.98, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:11:24.049029-04:00", "implied_volatility": 0.07755, "gamma": 0.163828}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 51.0, "open": null, "id0": 213401062, "mark": 0.965, "low": 0.82, "theta": -0.131948, "symbol": "SPY", "bid_size": 32.0, "strike_price": 300.0, "bid": 0.96, "volume": 18111.0, "rho": 0.016338, "delta": 0.500346, "ask": 0.97, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:11:56.396087-04:00", "implied_volatility": 0.077755, "gamma": 0.163421}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 64.0, "open": null, "id0": 213403760, "mark": 0.965, "low": 0.82, "theta": -0.131948, "symbol": "SPY", "bid_size": 86.0, "strike_price": 300.0, "bid": 0.96, "volume": 18111.0, "rho": 0.016338, "delta": 0.500346, "ask": 0.97, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:12:28.663482-04:00", "implied_volatility": 0.077755, "gamma": 0.163421}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 31.0, "open": null, "id0": 213406532, "mark": 0.965, "low": 0.82, "theta": -0.131358, "symbol": "SPY", "bid_size": 797.0, "strike_price": 300.0, "bid": 0.96, "volume": 18116.0, "rho": 0.016393, "delta": 0.501973, "ask": 0.97, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:13:00.680537-04:00", "implied_volatility": 0.077355, "gamma": 0.164259}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 60.0, "open": null, "id0": 213409401, "mark": 0.975, "low": 0.82, "theta": -0.132311, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 0.97, "volume": 18119.0, "rho": 0.016419, "delta": 0.502798, "ask": 0.98, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:13:32.734102-04:00", "implied_volatility": 0.077953, "gamma": 0.162994}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213412279, "mark": 0.985, "low": 0.82, "theta": -0.13176, "symbol": "SPY", "bid_size": 480.0, "strike_price": 300.0, "bid": 0.98, "volume": 18121.0, "rho": 0.016581, "delta": 0.507711, "ask": 0.99, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 14:14:04.942325-04:00", "implied_volatility": 0.077541, "gamma": 0.163817}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213415183, "mark": 0.965, "low": 0.82, "theta": -0.130764, "symbol": "SPY", "bid_size": 786.0, "strike_price": 300.0, "bid": 0.96, "volume": 18124.0, "rho": 0.016447, "delta": 0.503618, "ask": 0.97, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:14:37.183676-04:00", "implied_volatility": 0.076953, "gamma": 0.165105}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 135.0, "open": null, "id0": 213418149, "mark": 0.965, "low": 0.82, "theta": -0.132242, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 0.96, "volume": 18129.0, "rho": 0.016312, "delta": 0.499538, "ask": 0.97, "putorcall": "call", "vega": 0.12525, "time": "2019-10-24 14:15:09.921000-04:00", "implied_volatility": 0.077954, "gamma": 0.163005}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213420992, "mark": 0.945, "low": 0.82, "theta": -0.131194, "symbol": "SPY", "bid_size": 395.0, "strike_price": 300.0, "bid": 0.94, "volume": 18129.0, "rho": 0.016177, "delta": 0.495402, "ask": 0.95, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 14:15:42.888793-04:00", "implied_volatility": 0.077351, "gamma": 0.164281}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 34.0, "open": null, "id0": 213423912, "mark": 0.945, "low": 0.82, "theta": -0.131482, "symbol": "SPY", "bid_size": 654.0, "strike_price": 300.0, "bid": 0.94, "volume": 18129.0, "rho": 0.01615, "delta": 0.494603, "ask": 0.95, "putorcall": "call", "vega": 0.125226, "time": "2019-10-24 14:16:15.638226-04:00", "implied_volatility": 0.077548, "gamma": 0.163861}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 103.0, "open": null, "id0": 213426725, "mark": 0.945, "low": 0.82, "theta": -0.131482, "symbol": "SPY", "bid_size": 80.0, "strike_price": 300.0, "bid": 0.94, "volume": 18129.0, "rho": 0.01615, "delta": 0.494603, "ask": 0.95, "putorcall": "call", "vega": 0.125226, "time": "2019-10-24 14:16:48.081434-04:00", "implied_volatility": 0.077548, "gamma": 0.163861}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 32.0, "open": null, "id0": 213429450, "mark": 0.945, "low": 0.82, "theta": -0.131194, "symbol": "SPY", "bid_size": 200.0, "strike_price": 300.0, "bid": 0.94, "volume": 18149.0, "rho": 0.016177, "delta": 0.495402, "ask": 0.95, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 14:17:20.541234-04:00", "implied_volatility": 0.077351, "gamma": 0.164281}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213432273, "mark": 0.955, "low": 0.82, "theta": -0.131576, "symbol": "SPY", "bid_size": 143.0, "strike_price": 300.0, "bid": 0.95, "volume": 18151.0, "rho": 0.016258, "delta": 0.497881, "ask": 0.96, "putorcall": "call", "vega": 0.125244, "time": "2019-10-24 14:17:52.849939-04:00", "implied_volatility": 0.077554, "gamma": 0.16385}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213435190, "mark": 0.935, "low": 0.82, "theta": -0.131087, "symbol": "SPY", "bid_size": 125.0, "strike_price": 300.0, "bid": 0.93, "volume": 18151.0, "rho": 0.016069, "delta": 0.492115, "ask": 0.94, "putorcall": "call", "vega": 0.125207, "time": "2019-10-24 14:18:25.128154-04:00", "implied_volatility": 0.077341, "gamma": 0.164292}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 213438056, "mark": 0.935, "low": 0.82, "theta": -0.130523, "symbol": "SPY", "bid_size": 654.0, "strike_price": 300.0, "bid": 0.93, "volume": 18152.0, "rho": 0.016121, "delta": 0.493694, "ask": 0.94, "putorcall": "call", "vega": 0.12522, "time": "2019-10-24 14:18:57.488372-04:00", "implied_volatility": 0.076951, "gamma": 0.16513}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 104.0, "open": null, "id0": 213440900, "mark": 0.965, "low": 0.82, "theta": -0.130764, "symbol": "SPY", "bid_size": 150.0, "strike_price": 300.0, "bid": 0.96, "volume": 18152.0, "rho": 0.016447, "delta": 0.503618, "ask": 0.97, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:19:29.972560-04:00", "implied_volatility": 0.076953, "gamma": 0.165105}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 85.0, "open": null, "id0": 213443809, "mark": 0.965, "low": 0.82, "theta": -0.131358, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 0.96, "volume": 18262.0, "rho": 0.016393, "delta": 0.501973, "ask": 0.97, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:20:03.114658-04:00", "implied_volatility": 0.077355, "gamma": 0.164259}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 213446711, "mark": 0.965, "low": 0.82, "theta": -0.130161, "symbol": "SPY", "bid_size": 1866.0, "strike_price": 300.0, "bid": 0.96, "volume": 18374.0, "rho": 0.016503, "delta": 0.505297, "ask": 0.97, "putorcall": "call", "vega": 0.125254, "time": "2019-10-24 14:20:36.130850-04:00", "implied_volatility": 0.076547, "gamma": 0.165969}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 187.0, "open": null, "id0": 213449644, "mark": 0.96, "low": 0.82, "theta": -0.129515, "symbol": "SPY", "bid_size": 698.0, "strike_price": 300.0, "bid": 0.95, "volume": 18442.0, "rho": 0.016448, "delta": 0.503622, "ask": 0.97, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:21:08.941872-04:00", "implied_volatility": 0.076155, "gamma": 0.166836}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213452572, "mark": 0.955, "low": 0.82, "theta": -0.129515, "symbol": "SPY", "bid_size": 517.0, "strike_price": 300.0, "bid": 0.95, "volume": 18442.0, "rho": 0.016448, "delta": 0.503622, "ask": 0.96, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:21:41.230056-04:00", "implied_volatility": 0.076155, "gamma": 0.166836}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 32.0, "open": null, "id0": 213455531, "mark": 0.945, "low": 0.82, "theta": -0.130034, "symbol": "SPY", "bid_size": 502.0, "strike_price": 300.0, "bid": 0.94, "volume": 18443.0, "rho": 0.016284, "delta": 0.498641, "ask": 0.95, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 14:22:13.613954-04:00", "implied_volatility": 0.076557, "gamma": 0.165983}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 357.0, "open": null, "id0": 213458532, "mark": 0.95, "low": 0.82, "theta": -0.129449, "symbol": "SPY", "bid_size": 327.0, "strike_price": 300.0, "bid": 0.94, "volume": 18443.0, "rho": 0.016339, "delta": 0.500286, "ask": 0.96, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:22:45.941936-04:00", "implied_volatility": 0.076158, "gamma": 0.166847}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 14.0, "open": null, "id0": 213461529, "mark": 0.955, "low": 0.82, "theta": -0.129515, "symbol": "SPY", "bid_size": 603.0, "strike_price": 300.0, "bid": 0.95, "volume": 18443.0, "rho": 0.016448, "delta": 0.503622, "ask": 0.96, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:23:18.145322-04:00", "implied_volatility": 0.076155, "gamma": 0.166836}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 60.0, "open": null, "id0": 213464460, "mark": 0.985, "low": 0.82, "theta": -0.130541, "symbol": "SPY", "bid_size": 49.0, "strike_price": 300.0, "bid": 0.98, "volume": 18467.0, "rho": 0.016692, "delta": 0.511069, "ask": 0.99, "putorcall": "call", "vega": 0.125231, "time": "2019-10-24 14:23:50.366114-04:00", "implied_volatility": 0.076727, "gamma": 0.16551}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213467360, "mark": 0.975, "low": 0.82, "theta": -0.128985, "symbol": "SPY", "bid_size": 1792.0, "strike_price": 300.0, "bid": 0.97, "volume": 18479.0, "rho": 0.016725, "delta": 0.512012, "ask": 0.98, "putorcall": "call", "vega": 0.125224, "time": "2019-10-24 14:24:23.241218-04:00", "implied_volatility": 0.075725, "gamma": 0.167687}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 19.0, "open": null, "id0": 213470268, "mark": 0.985, "low": 0.82, "theta": -0.128993, "symbol": "SPY", "bid_size": 871.0, "strike_price": 300.0, "bid": 0.98, "volume": 18503.0, "rho": 0.016835, "delta": 0.515369, "ask": 0.99, "putorcall": "call", "vega": 0.125197, "time": "2019-10-24 14:24:56.136651-04:00", "implied_volatility": 0.075703, "gamma": 0.167676}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213473181, "mark": 0.975, "low": 0.82, "theta": -0.130208, "symbol": "SPY", "bid_size": 260.0, "strike_price": 300.0, "bid": 0.97, "volume": 18504.0, "rho": 0.016611, "delta": 0.5086, "ask": 0.98, "putorcall": "call", "vega": 0.125244, "time": "2019-10-24 14:25:29.170640-04:00", "implied_volatility": 0.076539, "gamma": 0.16595}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 119.0, "open": null, "id0": 213476044, "mark": 0.955, "low": 0.82, "theta": -0.130109, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 0.95, "volume": 18534.0, "rho": 0.016393, "delta": 0.501961, "ask": 0.96, "putorcall": "call", "vega": 0.125255, "time": "2019-10-24 14:26:01.823062-04:00", "implied_volatility": 0.076556, "gamma": 0.165972}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213478973, "mark": 0.935, "low": 0.82, "theta": -0.128784, "symbol": "SPY", "bid_size": 737.0, "strike_price": 300.0, "bid": 0.93, "volume": 18620.0, "rho": 0.016284, "delta": 0.498593, "ask": 0.94, "putorcall": "call", "vega": 0.125247, "time": "2019-10-24 14:26:34.447741-04:00", "implied_volatility": 0.075758, "gamma": 0.167732}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213481913, "mark": 0.935, "low": 0.82, "theta": -0.128204, "symbol": "SPY", "bid_size": 523.0, "strike_price": 300.0, "bid": 0.93, "volume": 18620.0, "rho": 0.016338, "delta": 0.500238, "ask": 0.94, "putorcall": "call", "vega": 0.125252, "time": "2019-10-24 14:27:06.945623-04:00", "implied_volatility": 0.075364, "gamma": 0.168606}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213484805, "mark": 0.955, "low": 0.82, "theta": -0.128918, "symbol": "SPY", "bid_size": 291.0, "strike_price": 300.0, "bid": 0.95, "volume": 18647.0, "rho": 0.016504, "delta": 0.505302, "ask": 0.96, "putorcall": "call", "vega": 0.125253, "time": "2019-10-24 14:27:39.222843-04:00", "implied_volatility": 0.075752, "gamma": 0.16771}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 17.0, "open": null, "id0": 213487750, "mark": 0.975, "low": 0.82, "theta": -0.128979, "symbol": "SPY", "bid_size": 182.0, "strike_price": 300.0, "bid": 0.97, "volume": 18647.0, "rho": 0.016725, "delta": 0.512029, "ask": 0.98, "putorcall": "call", "vega": 0.125224, "time": "2019-10-24 14:28:11.406361-04:00", "implied_volatility": 0.07572, "gamma": 0.167696}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213490645, "mark": 0.975, "low": 0.82, "theta": -0.128367, "symbol": "SPY", "bid_size": 575.0, "strike_price": 300.0, "bid": 0.97, "volume": 18647.0, "rho": 0.016782, "delta": 0.513746, "ask": 0.98, "putorcall": "call", "vega": 0.125211, "time": "2019-10-24 14:28:43.498940-04:00", "implied_volatility": 0.075315, "gamma": 0.16857}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 54.0, "open": null, "id0": 213493482, "mark": 0.975, "low": 0.82, "theta": -0.128985, "symbol": "SPY", "bid_size": 173.0, "strike_price": 300.0, "bid": 0.97, "volume": 18649.0, "rho": 0.016725, "delta": 0.512012, "ask": 0.98, "putorcall": "call", "vega": 0.125224, "time": "2019-10-24 14:29:15.595896-04:00", "implied_volatility": 0.075725, "gamma": 0.167687}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 213496357, "mark": 0.985, "low": 0.82, "theta": -0.128681, "symbol": "SPY", "bid_size": 287.0, "strike_price": 300.0, "bid": 0.98, "volume": 18649.0, "rho": 0.016864, "delta": 0.516243, "ask": 0.99, "putorcall": "call", "vega": 0.125188, "time": "2019-10-24 14:29:47.814162-04:00", "implied_volatility": 0.075497, "gamma": 0.168116}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 24.0, "open": null, "id0": 213499186, "mark": 0.985, "low": 0.82, "theta": -0.128367, "symbol": "SPY", "bid_size": 559.0, "strike_price": 300.0, "bid": 0.98, "volume": 18659.0, "rho": 0.016893, "delta": 0.517121, "ask": 0.99, "putorcall": "call", "vega": 0.125178, "time": "2019-10-24 14:30:20.184291-04:00", "implied_volatility": 0.07529, "gamma": 0.168559}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213502090, "mark": 0.975, "low": 0.82, "theta": -0.128373, "symbol": "SPY", "bid_size": 547.0, "strike_price": 300.0, "bid": 0.97, "volume": 18659.0, "rho": 0.016782, "delta": 0.513729, "ask": 0.98, "putorcall": "call", "vega": 0.125211, "time": "2019-10-24 14:30:52.538977-04:00", "implied_volatility": 0.075319, "gamma": 0.168561}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213504956, "mark": 0.975, "low": 0.82, "theta": -0.128373, "symbol": "SPY", "bid_size": 698.0, "strike_price": 300.0, "bid": 0.97, "volume": 18659.0, "rho": 0.016782, "delta": 0.513729, "ask": 0.98, "putorcall": "call", "vega": 0.125211, "time": "2019-10-24 14:31:25.187515-04:00", "implied_volatility": 0.075319, "gamma": 0.168561}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213507784, "mark": 0.985, "low": 0.82, "theta": -0.128367, "symbol": "SPY", "bid_size": 614.0, "strike_price": 300.0, "bid": 0.98, "volume": 18659.0, "rho": 0.016893, "delta": 0.517121, "ask": 0.99, "putorcall": "call", "vega": 0.125178, "time": "2019-10-24 14:31:57.980504-04:00", "implied_volatility": 0.07529, "gamma": 0.168559}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 200.0, "open": null, "id0": 213510766, "mark": 1.04, "low": 0.82, "theta": -0.128784, "symbol": "SPY", "bid_size": 317.0, "strike_price": 300.0, "bid": 1.03, "volume": 18766.0, "rho": 0.017388, "delta": 0.532188, "ask": 1.05, "putorcall": "call", "vega": 0.124923, "time": "2019-10-24 14:32:30.639183-04:00", "implied_volatility": 0.075513, "gamma": 0.167619}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213513683, "mark": 1.035, "low": 0.82, "theta": -0.129449, "symbol": "SPY", "bid_size": 340.0, "strike_price": 300.0, "bid": 1.03, "volume": 18936.0, "rho": 0.017328, "delta": 0.530359, "ask": 1.04, "putorcall": "call", "vega": 0.124964, "time": "2019-10-24 14:33:03.096988-04:00", "implied_volatility": 0.075938, "gamma": 0.166747}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 13.0, "open": null, "id0": 213516572, "mark": 1.055, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 218.0, "strike_price": 300.0, "bid": 1.05, "volume": 18977.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.06, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 14:33:35.258366-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 76.0, "open": null, "id0": 213519516, "mark": 1.05, "low": 0.82, "theta": -0.128691, "symbol": "SPY", "bid_size": 365.0, "strike_price": 300.0, "bid": 1.04, "volume": 19077.0, "rho": 0.017499, "delta": 0.535562, "ask": 1.06, "putorcall": "call", "vega": 0.124841, "time": "2019-10-24 14:34:07.292407-04:00", "implied_volatility": 0.075458, "gamma": 0.167608}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 100.0, "open": null, "id0": 213522498, "mark": 1.085, "low": 0.82, "theta": -0.128869, "symbol": "SPY", "bid_size": 17.0, "strike_price": 300.0, "bid": 1.08, "volume": 19078.0, "rho": 0.017881, "delta": 0.547159, "ask": 1.09, "putorcall": "call", "vega": 0.124492, "time": "2019-10-24 14:34:39.487021-04:00", "implied_volatility": 0.075631, "gamma": 0.166678}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 249.0, "open": null, "id0": 213525468, "mark": 1.08, "low": 0.82, "theta": -0.127606, "symbol": "SPY", "bid_size": 131.0, "strike_price": 300.0, "bid": 1.07, "volume": 19314.0, "rho": 0.017898, "delta": 0.547649, "ask": 1.09, "putorcall": "call", "vega": 0.124474, "time": "2019-10-24 14:35:11.904650-04:00", "implied_volatility": 0.074824, "gamma": 0.168453}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213528385, "mark": 1.065, "low": 0.82, "theta": -0.127766, "symbol": "SPY", "bid_size": 167.0, "strike_price": 300.0, "bid": 1.06, "volume": 19314.0, "rho": 0.017785, "delta": 0.544218, "ask": 1.07, "putorcall": "call", "vega": 0.12459, "time": "2019-10-24 14:35:44.407305-04:00", "implied_volatility": 0.074902, "gamma": 0.168457}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213531265, "mark": 1.075, "low": 0.82, "theta": -0.128312, "symbol": "SPY", "bid_size": 82.0, "strike_price": 300.0, "bid": 1.07, "volume": 19334.0, "rho": 0.017834, "delta": 0.545715, "ask": 1.08, "putorcall": "call", "vega": 0.124541, "time": "2019-10-24 14:36:17.426961-04:00", "implied_volatility": 0.075263, "gamma": 0.167572}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 62.0, "open": null, "id0": 213534174, "mark": 1.065, "low": 0.82, "theta": -0.129147, "symbol": "SPY", "bid_size": 42.0, "strike_price": 300.0, "bid": 1.06, "volume": 19341.0, "rho": 0.017659, "delta": 0.540435, "ask": 1.07, "putorcall": "call", "vega": 0.124708, "time": "2019-10-24 14:36:50.228952-04:00", "implied_volatility": 0.075768, "gamma": 0.166712}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 78.0, "open": null, "id0": 213537098, "mark": 1.075, "low": 0.82, "theta": -0.128312, "symbol": "SPY", "bid_size": 104.0, "strike_price": 300.0, "bid": 1.06, "volume": 19341.0, "rho": 0.017834, "delta": 0.545715, "ask": 1.09, "putorcall": "call", "vega": 0.124541, "time": "2019-10-24 14:37:22.753071-04:00", "implied_volatility": 0.075263, "gamma": 0.167572}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213539958, "mark": 1.075, "low": 0.82, "theta": -0.128312, "symbol": "SPY", "bid_size": 129.0, "strike_price": 300.0, "bid": 1.07, "volume": 19341.0, "rho": 0.017834, "delta": 0.545715, "ask": 1.08, "putorcall": "call", "vega": 0.124541, "time": "2019-10-24 14:37:55.243031-04:00", "implied_volatility": 0.075263, "gamma": 0.167572}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213542703, "mark": 1.085, "low": 0.82, "theta": -0.128508, "symbol": "SPY", "bid_size": 112.0, "strike_price": 300.0, "bid": 1.08, "volume": 19345.0, "rho": 0.017913, "delta": 0.548142, "ask": 1.09, "putorcall": "call", "vega": 0.124457, "time": "2019-10-24 14:38:27.455501-04:00", "implied_volatility": 0.075407, "gamma": 0.167122}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213545480, "mark": 1.085, "low": 0.82, "theta": -0.128223, "symbol": "SPY", "bid_size": 41.0, "strike_price": 300.0, "bid": 1.08, "volume": 19345.0, "rho": 0.017939, "delta": 0.548917, "ask": 1.09, "putorcall": "call", "vega": 0.124429, "time": "2019-10-24 14:38:59.548599-04:00", "implied_volatility": 0.075231, "gamma": 0.167471}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213548304, "mark": 1.085, "low": 0.82, "theta": -0.128152, "symbol": "SPY", "bid_size": 64.0, "strike_price": 300.0, "bid": 1.08, "volume": 19347.0, "rho": 0.017946, "delta": 0.549111, "ask": 1.09, "putorcall": "call", "vega": 0.124422, "time": "2019-10-24 14:39:31.541026-04:00", "implied_volatility": 0.075187, "gamma": 0.167559}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 95.0, "open": null, "id0": 213551155, "mark": 1.075, "low": 0.82, "theta": -0.128312, "symbol": "SPY", "bid_size": 8.0, "strike_price": 300.0, "bid": 1.07, "volume": 19347.0, "rho": 0.017834, "delta": 0.545715, "ask": 1.08, "putorcall": "call", "vega": 0.124541, "time": "2019-10-24 14:40:04.630758-04:00", "implied_volatility": 0.075263, "gamma": 0.167572}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213554027, "mark": 1.065, "low": 0.82, "theta": -0.128455, "symbol": "SPY", "bid_size": 228.0, "strike_price": 300.0, "bid": 1.06, "volume": 19349.0, "rho": 0.017722, "delta": 0.542325, "ask": 1.07, "putorcall": "call", "vega": 0.12465, "time": "2019-10-24 14:40:37.371113-04:00", "implied_volatility": 0.075333, "gamma": 0.167584}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 309.0, "open": null, "id0": 213556894, "mark": 1.08, "low": 0.82, "theta": -0.12815, "symbol": "SPY", "bid_size": 145.0, "strike_price": 300.0, "bid": 1.07, "volume": 19350.0, "rho": 0.017848, "delta": 0.546158, "ask": 1.09, "putorcall": "call", "vega": 0.124526, "time": "2019-10-24 14:41:09.910546-04:00", "implied_volatility": 0.075162, "gamma": 0.167773}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 95.0, "open": null, "id0": 213559736, "mark": 1.085, "low": 0.82, "theta": -0.127436, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.08, "volume": 19370.0, "rho": 0.01801, "delta": 0.551067, "ask": 1.09, "putorcall": "call", "vega": 0.124349, "time": "2019-10-24 14:41:42.571734-04:00", "implied_volatility": 0.074744, "gamma": 0.16844}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 21.0, "open": null, "id0": 213562606, "mark": 1.085, "low": 0.82, "theta": -0.128152, "symbol": "SPY", "bid_size": 213.0, "strike_price": 300.0, "bid": 1.08, "volume": 19376.0, "rho": 0.017946, "delta": 0.549111, "ask": 1.09, "putorcall": "call", "vega": 0.124422, "time": "2019-10-24 14:42:15.141913-04:00", "implied_volatility": 0.075187, "gamma": 0.167559}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213565540, "mark": 1.085, "low": 0.82, "theta": -0.127436, "symbol": "SPY", "bid_size": 110.0, "strike_price": 300.0, "bid": 1.08, "volume": 19378.0, "rho": 0.01801, "delta": 0.551067, "ask": 1.09, "putorcall": "call", "vega": 0.124349, "time": "2019-10-24 14:42:47.633152-04:00", "implied_volatility": 0.074744, "gamma": 0.16844}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 73.0, "open": null, "id0": 213568460, "mark": 1.085, "low": 0.82, "theta": -0.128862, "symbol": "SPY", "bid_size": 53.0, "strike_price": 300.0, "bid": 1.08, "volume": 19388.0, "rho": 0.017881, "delta": 0.547178, "ask": 1.09, "putorcall": "call", "vega": 0.124491, "time": "2019-10-24 14:43:20.185956-04:00", "implied_volatility": 0.075627, "gamma": 0.166687}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213571252, "mark": 1.065, "low": 0.82, "theta": -0.128101, "symbol": "SPY", "bid_size": 407.0, "strike_price": 300.0, "bid": 1.06, "volume": 19391.0, "rho": 0.017754, "delta": 0.543298, "ask": 1.07, "putorcall": "call", "vega": 0.124619, "time": "2019-10-24 14:43:52.243246-04:00", "implied_volatility": 0.075111, "gamma": 0.168032}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213574042, "mark": 1.055, "low": 0.82, "theta": -0.129265, "symbol": "SPY", "bid_size": 275.0, "strike_price": 300.0, "bid": 1.05, "volume": 19391.0, "rho": 0.017549, "delta": 0.537071, "ask": 1.06, "putorcall": "call", "vega": 0.124802, "time": "2019-10-24 14:44:24.396643-04:00", "implied_volatility": 0.07583, "gamma": 0.166723}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213576838, "mark": 1.055, "low": 0.82, "theta": -0.127549, "symbol": "SPY", "bid_size": 296.0, "strike_price": 300.0, "bid": 1.05, "volume": 19391.0, "rho": 0.017705, "delta": 0.541786, "ask": 1.06, "putorcall": "call", "vega": 0.124666, "time": "2019-10-24 14:44:56.263703-04:00", "implied_volatility": 0.074749, "gamma": 0.168922}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 138.0, "open": null, "id0": 213579712, "mark": 1.07, "low": 0.82, "theta": -0.128455, "symbol": "SPY", "bid_size": 161.0, "strike_price": 300.0, "bid": 1.06, "volume": 19414.0, "rho": 0.017722, "delta": 0.542325, "ask": 1.08, "putorcall": "call", "vega": 0.12465, "time": "2019-10-24 14:45:28.410898-04:00", "implied_volatility": 0.075333, "gamma": 0.167584}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 156.0, "open": null, "id0": 213582554, "mark": 1.07, "low": 0.82, "theta": -0.128017, "symbol": "SPY", "bid_size": 174.0, "strike_price": 300.0, "bid": 1.06, "volume": 19414.0, "rho": 0.017762, "delta": 0.543528, "ask": 1.08, "putorcall": "call", "vega": 0.124612, "time": "2019-10-24 14:46:00.451073-04:00", "implied_volatility": 0.075059, "gamma": 0.168138}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 6.0, "open": null, "id0": 213585287, "mark": 1.055, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 113.0, "strike_price": 300.0, "bid": 1.05, "volume": 19414.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.06, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 14:46:32.831921-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213588188, "mark": 1.055, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 128.0, "strike_price": 300.0, "bid": 1.05, "volume": 19425.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.06, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 14:47:05.828536-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213590970, "mark": 1.055, "low": 0.82, "theta": -0.128445, "symbol": "SPY", "bid_size": 87.0, "strike_price": 300.0, "bid": 1.05, "volume": 19425.0, "rho": 0.017623, "delta": 0.539318, "ask": 1.06, "putorcall": "call", "vega": 0.12474, "time": "2019-10-24 14:47:38.563232-04:00", "implied_volatility": 0.075312, "gamma": 0.167772}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 102.0, "open": null, "id0": 213593833, "mark": 1.045, "low": 0.82, "theta": -0.129365, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.04, "volume": 19436.0, "rho": 0.017438, "delta": 0.533713, "ask": 1.05, "putorcall": "call", "vega": 0.124888, "time": "2019-10-24 14:48:11.009655-04:00", "implied_volatility": 0.075887, "gamma": 0.166735}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 148.0, "open": null, "id0": 213596624, "mark": 1.03, "low": 0.82, "theta": -0.128112, "symbol": "SPY", "bid_size": 164.0, "strike_price": 300.0, "bid": 1.02, "volume": 19436.0, "rho": 0.017346, "delta": 0.530887, "ask": 1.04, "putorcall": "call", "vega": 0.124952, "time": "2019-10-24 14:48:43.535047-04:00", "implied_volatility": 0.075082, "gamma": 0.168629}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 166.0, "open": null, "id0": 213599488, "mark": 1.03, "low": 0.82, "theta": -0.128199, "symbol": "SPY", "bid_size": 132.0, "strike_price": 300.0, "bid": 1.02, "volume": 19436.0, "rho": 0.017338, "delta": 0.530648, "ask": 1.04, "putorcall": "call", "vega": 0.124957, "time": "2019-10-24 14:49:15.641140-04:00", "implied_volatility": 0.075138, "gamma": 0.168513}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 179.0, "open": null, "id0": 213602407, "mark": 1.025, "low": 0.82, "theta": -0.129515, "symbol": "SPY", "bid_size": 34.0, "strike_price": 300.0, "bid": 1.02, "volume": 19436.0, "rho": 0.017217, "delta": 0.527008, "ask": 1.03, "putorcall": "call", "vega": 0.125032, "time": "2019-10-24 14:49:47.627863-04:00", "implied_volatility": 0.075984, "gamma": 0.166758}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 159.0, "open": null, "id0": 213605187, "mark": 1.02, "low": 0.82, "theta": -0.128266, "symbol": "SPY", "bid_size": 215.0, "strike_price": 300.0, "bid": 1.01, "volume": 19436.0, "rho": 0.017227, "delta": 0.527261, "ask": 1.03, "putorcall": "call", "vega": 0.125026, "time": "2019-10-24 14:50:19.561558-04:00", "implied_volatility": 0.075184, "gamma": 0.168525}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 141.0, "open": null, "id0": 213608108, "mark": 1.025, "low": 0.82, "theta": -0.129057, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.02, "volume": 19442.0, "rho": 0.017259, "delta": 0.528273, "ask": 1.03, "putorcall": "call", "vega": 0.125007, "time": "2019-10-24 14:50:51.671686-04:00", "implied_volatility": 0.075688, "gamma": 0.167368}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 176.0, "open": null, "id0": 213610973, "mark": 1.035, "low": 0.82, "theta": -0.129779, "symbol": "SPY", "bid_size": 2.0, "strike_price": 300.0, "bid": 1.03, "volume": 19442.0, "rho": 0.017298, "delta": 0.529452, "ask": 1.04, "putorcall": "call", "vega": 0.124983, "time": "2019-10-24 14:51:23.931121-04:00", "implied_volatility": 0.07615, "gamma": 0.166314}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 112.0, "open": null, "id0": 213613830, "mark": 1.035, "low": 0.82, "theta": -0.129779, "symbol": "SPY", "bid_size": 23.0, "strike_price": 300.0, "bid": 1.03, "volume": 19442.0, "rho": 0.017298, "delta": 0.529452, "ask": 1.04, "putorcall": "call", "vega": 0.124983, "time": "2019-10-24 14:51:56.509876-04:00", "implied_volatility": 0.07615, "gamma": 0.166314}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213616674, "mark": 1.025, "low": 0.82, "theta": -0.128199, "symbol": "SPY", "bid_size": 225.0, "strike_price": 300.0, "bid": 1.02, "volume": 19442.0, "rho": 0.017338, "delta": 0.530648, "ask": 1.03, "putorcall": "call", "vega": 0.124957, "time": "2019-10-24 14:52:29.284361-04:00", "implied_volatility": 0.075138, "gamma": 0.168513}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213619466, "mark": 1.025, "low": 0.82, "theta": -0.128859, "symbol": "SPY", "bid_size": 337.0, "strike_price": 300.0, "bid": 1.02, "volume": 19443.0, "rho": 0.017278, "delta": 0.528818, "ask": 1.03, "putorcall": "call", "vega": 0.124996, "time": "2019-10-24 14:53:01.951400-04:00", "implied_volatility": 0.075561, "gamma": 0.167631}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213622330, "mark": 1.045, "low": 0.82, "theta": -0.129365, "symbol": "SPY", "bid_size": 102.0, "strike_price": 300.0, "bid": 1.04, "volume": 19448.0, "rho": 0.017438, "delta": 0.533713, "ask": 1.05, "putorcall": "call", "vega": 0.124888, "time": "2019-10-24 14:53:35.709187-04:00", "implied_volatility": 0.075887, "gamma": 0.166735}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 30.0, "open": null, "id0": 213625083, "mark": 1.055, "low": 0.82, "theta": -0.128032, "symbol": "SPY", "bid_size": 57.0, "strike_price": 300.0, "bid": 1.05, "volume": 19462.0, "rho": 0.017661, "delta": 0.540452, "ask": 1.06, "putorcall": "call", "vega": 0.124706, "time": "2019-10-24 14:54:09.278243-04:00", "implied_volatility": 0.075052, "gamma": 0.168301}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 77.0, "open": null, "id0": 213627980, "mark": 1.045, "low": 0.82, "theta": -0.129365, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.04, "volume": 19464.0, "rho": 0.017438, "delta": 0.533713, "ask": 1.05, "putorcall": "call", "vega": 0.124888, "time": "2019-10-24 14:54:41.813202-04:00", "implied_volatility": 0.075887, "gamma": 0.166735}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 87.0, "open": null, "id0": 213630731, "mark": 1.055, "low": 0.82, "theta": -0.12865, "symbol": "SPY", "bid_size": 53.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.017604, "delta": 0.538753, "ask": 1.06, "putorcall": "call", "vega": 0.124756, "time": "2019-10-24 14:55:14.145522-04:00", "implied_volatility": 0.075442, "gamma": 0.167508}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 36.0, "open": null, "id0": 213633474, "mark": 1.055, "low": 0.82, "theta": -0.129265, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.017549, "delta": 0.537071, "ask": 1.06, "putorcall": "call", "vega": 0.124802, "time": "2019-10-24 14:55:46.480094-04:00", "implied_volatility": 0.07583, "gamma": 0.166723}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 107.0, "open": null, "id0": 213636252, "mark": 1.055, "low": 0.82, "theta": -0.128924, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.01758, "delta": 0.538004, "ask": 1.06, "putorcall": "call", "vega": 0.124777, "time": "2019-10-24 14:56:18.562881-04:00", "implied_volatility": 0.075614, "gamma": 0.167159}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 77.0, "open": null, "id0": 213639079, "mark": 1.055, "low": 0.82, "theta": -0.128239, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.017642, "delta": 0.539884, "ask": 1.06, "putorcall": "call", "vega": 0.124723, "time": "2019-10-24 14:56:50.494799-04:00", "implied_volatility": 0.075182, "gamma": 0.168036}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 112.0, "open": null, "id0": 213641754, "mark": 1.055, "low": 0.82, "theta": -0.128582, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.017611, "delta": 0.538941, "ask": 1.06, "putorcall": "call", "vega": 0.12475, "time": "2019-10-24 14:57:23.105534-04:00", "implied_volatility": 0.075399, "gamma": 0.167596}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 494.0, "open": null, "id0": 213644509, "mark": 1.075, "low": 0.82, "theta": -0.129362, "symbol": "SPY", "bid_size": 14.0, "strike_price": 300.0, "bid": 1.07, "volume": 19474.0, "rho": 0.017739, "delta": 0.542856, "ask": 1.08, "putorcall": "call", "vega": 0.124634, "time": "2019-10-24 14:57:55.378045-04:00", "implied_volatility": 0.075918, "gamma": 0.166267}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 111.0, "open": null, "id0": 213647347, "mark": 1.06, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 181.0, "strike_price": 300.0, "bid": 1.05, "volume": 19474.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.07, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 14:58:27.995096-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 139.0, "open": null, "id0": 213650177, "mark": 1.055, "low": 0.82, "theta": -0.128239, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.05, "volume": 19494.0, "rho": 0.017642, "delta": 0.539884, "ask": 1.06, "putorcall": "call", "vega": 0.124723, "time": "2019-10-24 14:59:01.031669-04:00", "implied_volatility": 0.075182, "gamma": 0.168036}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 139.0, "open": null, "id0": 213653003, "mark": 1.055, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.05, "volume": 19544.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.06, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 14:59:33.731936-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 100.0, "open": null, "id0": 213655921, "mark": 1.065, "low": 0.82, "theta": -0.128455, "symbol": "SPY", "bid_size": 200.0, "strike_price": 300.0, "bid": 1.05, "volume": 19544.0, "rho": 0.017722, "delta": 0.542325, "ask": 1.08, "putorcall": "call", "vega": 0.12465, "time": "2019-10-24 15:00:07.644750-04:00", "implied_volatility": 0.075333, "gamma": 0.167584}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 106.0, "open": null, "id0": 213658863, "mark": 1.055, "low": 0.82, "theta": -0.127894, "symbol": "SPY", "bid_size": 29.0, "strike_price": 300.0, "bid": 1.05, "volume": 19544.0, "rho": 0.017674, "delta": 0.540832, "ask": 1.06, "putorcall": "call", "vega": 0.124695, "time": "2019-10-24 15:00:39.937083-04:00", "implied_volatility": 0.074966, "gamma": 0.168478}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 109.0, "open": null, "id0": 213661818, "mark": 1.08, "low": 0.82, "theta": -0.126895, "symbol": "SPY", "bid_size": 265.0, "strike_price": 300.0, "bid": 1.07, "volume": 19544.0, "rho": 0.017963, "delta": 0.549606, "ask": 1.09, "putorcall": "call", "vega": 0.124403, "time": "2019-10-24 15:01:12.113608-04:00", "implied_volatility": 0.074383, "gamma": 0.169343}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 3.0, "open": null, "id0": 213664761, "mark": 1.095, "low": 0.82, "theta": -0.127249, "symbol": "SPY", "bid_size": 106.0, "strike_price": 300.0, "bid": 1.09, "volume": 19544.0, "rho": 0.018123, "delta": 0.554491, "ask": 1.1, "putorcall": "call", "vega": 0.124214, "time": "2019-10-24 15:01:44.233529-04:00", "implied_volatility": 0.074659, "gamma": 0.168427}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 3.0, "open": null, "id0": 213667707, "mark": 1.105, "low": 0.82, "theta": -0.127052, "symbol": "SPY", "bid_size": 241.0, "strike_price": 300.0, "bid": 1.1, "volume": 19555.0, "rho": 0.018236, "delta": 0.557904, "ask": 1.11, "putorcall": "call", "vega": 0.124071, "time": "2019-10-24 15:02:17.042105-04:00", "implied_volatility": 0.074573, "gamma": 0.168404}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213670575, "mark": 1.115, "low": 0.82, "theta": -0.128307, "symbol": "SPY", "bid_size": 17.0, "strike_price": 300.0, "bid": 1.11, "volume": 19558.0, "rho": 0.018216, "delta": 0.557342, "ask": 1.12, "putorcall": "call", "vega": 0.124096, "time": "2019-10-24 15:02:49.653166-04:00", "implied_volatility": 0.075375, "gamma": 0.166648}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213673316, "mark": 1.115, "low": 0.82, "theta": -0.128674, "symbol": "SPY", "bid_size": 5.0, "strike_price": 300.0, "bid": 1.11, "volume": 19558.0, "rho": 0.018183, "delta": 0.556351, "ask": 1.12, "putorcall": "call", "vega": 0.124139, "time": "2019-10-24 15:03:22.207966-04:00", "implied_volatility": 0.075599, "gamma": 0.166216}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213676105, "mark": 1.115, "low": 0.82, "theta": -0.128307, "symbol": "SPY", "bid_size": 24.0, "strike_price": 300.0, "bid": 1.11, "volume": 19573.0, "rho": 0.018216, "delta": 0.557342, "ask": 1.12, "putorcall": "call", "vega": 0.124096, "time": "2019-10-24 15:03:54.726824-04:00", "implied_volatility": 0.075375, "gamma": 0.166648}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213679014, "mark": 1.115, "low": 0.82, "theta": -0.128307, "symbol": "SPY", "bid_size": 73.0, "strike_price": 300.0, "bid": 1.11, "volume": 19787.0, "rho": 0.018216, "delta": 0.557342, "ask": 1.12, "putorcall": "call", "vega": 0.124096, "time": "2019-10-24 15:04:27.347766-04:00", "implied_volatility": 0.075375, "gamma": 0.166648}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213682003, "mark": 1.14, "low": 0.82, "theta": -0.127092, "symbol": "SPY", "bid_size": 435.0, "strike_price": 300.0, "bid": 1.13, "volume": 19792.0, "rho": 0.018509, "delta": 0.566202, "ask": 1.15, "putorcall": "call", "vega": 0.123684, "time": "2019-10-24 15:05:00.911372-04:00", "implied_volatility": 0.074722, "gamma": 0.167489}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 111.0, "open": null, "id0": 213684861, "mark": 1.12, "low": 0.82, "theta": -0.127568, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.11, "volume": 19792.0, "rho": 0.018282, "delta": 0.559341, "ask": 1.13, "putorcall": "call", "vega": 0.124008, "time": "2019-10-24 15:05:33.024038-04:00", "implied_volatility": 0.074925, "gamma": 0.167519}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213687801, "mark": 1.125, "low": 0.82, "theta": -0.126962, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.12, "volume": 19792.0, "rho": 0.018429, "delta": 0.563787, "ask": 1.13, "putorcall": "call", "vega": 0.123802, "time": "2019-10-24 15:06:05.071742-04:00", "implied_volatility": 0.074599, "gamma": 0.167943}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213690756, "mark": 1.135, "low": 0.82, "theta": -0.127092, "symbol": "SPY", "bid_size": 74.0, "strike_price": 300.0, "bid": 1.13, "volume": 19795.0, "rho": 0.018509, "delta": 0.566202, "ask": 1.14, "putorcall": "call", "vega": 0.123684, "time": "2019-10-24 15:06:37.510070-04:00", "implied_volatility": 0.074722, "gamma": 0.167489}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 26.0, "open": null, "id0": 213693703, "mark": 1.095, "low": 0.82, "theta": -0.127974, "symbol": "SPY", "bid_size": 51.0, "strike_price": 300.0, "bid": 1.09, "volume": 19820.0, "rho": 0.018058, "delta": 0.552514, "ask": 1.1, "putorcall": "call", "vega": 0.124294, "time": "2019-10-24 15:07:10.050750-04:00", "implied_volatility": 0.075105, "gamma": 0.167546}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213696615, "mark": 1.095, "low": 0.82, "theta": -0.126884, "symbol": "SPY", "bid_size": 497.0, "strike_price": 300.0, "bid": 1.09, "volume": 19820.0, "rho": 0.018156, "delta": 0.555489, "ask": 1.1, "putorcall": "call", "vega": 0.124173, "time": "2019-10-24 15:07:42.930977-04:00", "implied_volatility": 0.074436, "gamma": 0.16887}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213699521, "mark": 1.115, "low": 0.82, "theta": -0.127196, "symbol": "SPY", "bid_size": 229.0, "strike_price": 300.0, "bid": 1.11, "volume": 19823.0, "rho": 0.018316, "delta": 0.56035, "ask": 1.12, "putorcall": "call", "vega": 0.123963, "time": "2019-10-24 15:08:16.054529-04:00", "implied_volatility": 0.074699, "gamma": 0.167958}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 134.0, "open": null, "id0": 213702376, "mark": 1.12, "low": 0.82, "theta": -0.126823, "symbol": "SPY", "bid_size": 248.0, "strike_price": 300.0, "bid": 1.11, "volume": 19823.0, "rho": 0.01835, "delta": 0.561365, "ask": 1.13, "putorcall": "call", "vega": 0.123916, "time": "2019-10-24 15:08:48.439711-04:00", "implied_volatility": 0.074473, "gamma": 0.168399}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213705253, "mark": 1.105, "low": 0.82, "theta": -0.127413, "symbol": "SPY", "bid_size": 123.0, "strike_price": 300.0, "bid": 1.1, "volume": 19823.0, "rho": 0.018203, "delta": 0.556921, "ask": 1.11, "putorcall": "call", "vega": 0.124113, "time": "2019-10-24 15:09:20.878538-04:00", "implied_volatility": 0.074794, "gamma": 0.167972}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213708001, "mark": 1.105, "low": 0.82, "theta": -0.12778, "symbol": "SPY", "bid_size": 98.0, "strike_price": 300.0, "bid": 1.1, "volume": 19826.0, "rho": 0.01817, "delta": 0.555924, "ask": 1.11, "putorcall": "call", "vega": 0.124156, "time": "2019-10-24 15:09:52.996302-04:00", "implied_volatility": 0.075018, "gamma": 0.167533}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 170.0, "open": null, "id0": 213710778, "mark": 1.09, "low": 0.82, "theta": -0.127988, "symbol": "SPY", "bid_size": 173.0, "strike_price": 300.0, "bid": 1.08, "volume": 19826.0, "rho": 0.01796, "delta": 0.549559, "ask": 1.1, "putorcall": "call", "vega": 0.124405, "time": "2019-10-24 15:10:24.999387-04:00", "implied_volatility": 0.075085, "gamma": 0.167761}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213713490, "mark": 1.095, "low": 0.82, "theta": -0.128966, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.09, "volume": 19840.0, "rho": 0.017968, "delta": 0.549822, "ask": 1.1, "putorcall": "call", "vega": 0.124397, "time": "2019-10-24 15:10:57.073662-04:00", "implied_volatility": 0.075717, "gamma": 0.166346}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 109.0, "open": null, "id0": 213716236, "mark": 1.12, "low": 0.82, "theta": -0.127568, "symbol": "SPY", "bid_size": 156.0, "strike_price": 300.0, "bid": 1.11, "volume": 19840.0, "rho": 0.018282, "delta": 0.559341, "ask": 1.13, "putorcall": "call", "vega": 0.124008, "time": "2019-10-24 15:11:29.197680-04:00", "implied_volatility": 0.074925, "gamma": 0.167519}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213718995, "mark": 1.105, "low": 0.82, "theta": -0.127413, "symbol": "SPY", "bid_size": 179.0, "strike_price": 300.0, "bid": 1.1, "volume": 19840.0, "rho": 0.018203, "delta": 0.556921, "ask": 1.11, "putorcall": "call", "vega": 0.124113, "time": "2019-10-24 15:12:01.143202-04:00", "implied_volatility": 0.074794, "gamma": 0.167972}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 138.0, "open": null, "id0": 213721781, "mark": 1.105, "low": 0.82, "theta": -0.12778, "symbol": "SPY", "bid_size": 41.0, "strike_price": 300.0, "bid": 1.1, "volume": 19841.0, "rho": 0.01817, "delta": 0.555924, "ask": 1.11, "putorcall": "call", "vega": 0.124156, "time": "2019-10-24 15:12:33.488984-04:00", "implied_volatility": 0.075018, "gamma": 0.167533}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213724716, "mark": 1.125, "low": 0.82, "theta": -0.126204, "symbol": "SPY", "bid_size": 323.0, "strike_price": 300.0, "bid": 1.12, "volume": 19845.0, "rho": 0.018498, "delta": 0.565847, "ask": 1.13, "putorcall": "call", "vega": 0.123701, "time": "2019-10-24 15:13:06.324681-04:00", "implied_volatility": 0.074142, "gamma": 0.168827}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 213727595, "mark": 1.125, "low": 0.82, "theta": -0.128088, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.12, "volume": 19846.0, "rho": 0.018328, "delta": 0.560745, "ask": 1.13, "putorcall": "call", "vega": 0.123946, "time": "2019-10-24 15:13:39.170817-04:00", "implied_volatility": 0.07528, "gamma": 0.166634}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 103.0, "open": null, "id0": 213730422, "mark": 1.12, "low": 0.82, "theta": -0.126072, "symbol": "SPY", "bid_size": 266.0, "strike_price": 300.0, "bid": 1.11, "volume": 19890.0, "rho": 0.018418, "delta": 0.563413, "ask": 1.13, "putorcall": "call", "vega": 0.123819, "time": "2019-10-24 15:14:11.703200-04:00", "implied_volatility": 0.074019, "gamma": 0.169288}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 140.0, "open": null, "id0": 213733320, "mark": 1.11, "low": 0.82, "theta": -0.125932, "symbol": "SPY", "bid_size": 229.0, "strike_price": 300.0, "bid": 1.1, "volume": 20051.0, "rho": 0.018337, "delta": 0.56097, "ask": 1.12, "putorcall": "call", "vega": 0.123933, "time": "2019-10-24 15:14:44.668831-04:00", "implied_volatility": 0.073892, "gamma": 0.169751}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 139.0, "open": null, "id0": 213736193, "mark": 1.095, "low": 0.82, "theta": -0.127612, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.09, "volume": 20051.0, "rho": 0.01809, "delta": 0.5535, "ask": 1.1, "putorcall": "call", "vega": 0.124254, "time": "2019-10-24 15:15:17.535284-04:00", "implied_volatility": 0.074882, "gamma": 0.167985}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213739033, "mark": 1.095, "low": 0.82, "theta": -0.127249, "symbol": "SPY", "bid_size": 70.0, "strike_price": 300.0, "bid": 1.09, "volume": 20051.0, "rho": 0.018123, "delta": 0.554491, "ask": 1.1, "putorcall": "call", "vega": 0.124214, "time": "2019-10-24 15:15:49.638069-04:00", "implied_volatility": 0.074659, "gamma": 0.168427}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 4.0, "open": null, "id0": 213742002, "mark": 1.095, "low": 0.82, "theta": -0.125782, "symbol": "SPY", "bid_size": 83.0, "strike_price": 300.0, "bid": 1.09, "volume": 20061.0, "rho": 0.018257, "delta": 0.558519, "ask": 1.1, "putorcall": "call", "vega": 0.124043, "time": "2019-10-24 15:16:21.923718-04:00", "implied_volatility": 0.073763, "gamma": 0.170216}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 213744920, "mark": 1.115, "low": 0.82, "theta": -0.126823, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.11, "volume": 20065.0, "rho": 0.01835, "delta": 0.561365, "ask": 1.12, "putorcall": "call", "vega": 0.123916, "time": "2019-10-24 15:16:54.234622-04:00", "implied_volatility": 0.074473, "gamma": 0.168399}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 111.0, "open": null, "id0": 213747776, "mark": 1.105, "low": 0.82, "theta": -0.126312, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.1, "volume": 20076.0, "rho": 0.018303, "delta": 0.559928, "ask": 1.11, "putorcall": "call", "vega": 0.123981, "time": "2019-10-24 15:17:27.558923-04:00", "implied_volatility": 0.074123, "gamma": 0.169294}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213750659, "mark": 1.095, "low": 0.82, "theta": -0.12504, "symbol": "SPY", "bid_size": 139.0, "strike_price": 300.0, "bid": 1.09, "volume": 20076.0, "rho": 0.018325, "delta": 0.56057, "ask": 1.1, "putorcall": "call", "vega": 0.12395, "time": "2019-10-24 15:18:00.953537-04:00", "implied_volatility": 0.073312, "gamma": 0.171125}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213753499, "mark": 1.095, "low": 0.82, "theta": -0.126518, "symbol": "SPY", "bid_size": 71.0, "strike_price": 300.0, "bid": 1.09, "volume": 20131.0, "rho": 0.01819, "delta": 0.556493, "ask": 1.1, "putorcall": "call", "vega": 0.12413, "time": "2019-10-24 15:18:34.084511-04:00", "implied_volatility": 0.074212, "gamma": 0.169317}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213756319, "mark": 1.105, "low": 0.82, "theta": -0.125558, "symbol": "SPY", "bid_size": 460.0, "strike_price": 300.0, "bid": 1.1, "volume": 20131.0, "rho": 0.018372, "delta": 0.561998, "ask": 1.11, "putorcall": "call", "vega": 0.123885, "time": "2019-10-24 15:19:06.223336-04:00", "implied_volatility": 0.073666, "gamma": 0.170201}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 469.0, "open": null, "id0": 213759251, "mark": 1.13, "low": 0.82, "theta": -0.125823, "symbol": "SPY", "bid_size": 50.0, "strike_price": 300.0, "bid": 1.12, "volume": 20150.0, "rho": 0.018532, "delta": 0.566886, "ask": 1.14, "putorcall": "call", "vega": 0.123648, "time": "2019-10-24 15:19:41.826087-04:00", "implied_volatility": 0.073913, "gamma": 0.169273}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213762181, "mark": 1.115, "low": 0.82, "theta": -0.126448, "symbol": "SPY", "bid_size": 5.0, "strike_price": 300.0, "bid": 1.11, "volume": 20166.0, "rho": 0.018384, "delta": 0.562385, "ask": 1.12, "putorcall": "call", "vega": 0.123868, "time": "2019-10-24 15:20:15.342554-04:00", "implied_volatility": 0.074246, "gamma": 0.168842}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 90.0, "open": null, "id0": 213765134, "mark": 1.115, "low": 0.82, "theta": -0.126448, "symbol": "SPY", "bid_size": 13.0, "strike_price": 300.0, "bid": 1.11, "volume": 20166.0, "rho": 0.018384, "delta": 0.562385, "ask": 1.12, "putorcall": "call", "vega": 0.123868, "time": "2019-10-24 15:20:48.601543-04:00", "implied_volatility": 0.074246, "gamma": 0.168842}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213768062, "mark": 1.125, "low": 0.82, "theta": -0.125441, "symbol": "SPY", "bid_size": 66.0, "strike_price": 300.0, "bid": 1.12, "volume": 20166.0, "rho": 0.018567, "delta": 0.567931, "ask": 1.13, "putorcall": "call", "vega": 0.123594, "time": "2019-10-24 15:21:22.349087-04:00", "implied_volatility": 0.073684, "gamma": 0.16972}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 87.0, "open": null, "id0": 213770907, "mark": 1.11, "low": 0.82, "theta": -0.124806, "symbol": "SPY", "bid_size": 207.0, "strike_price": 300.0, "bid": 1.1, "volume": 20171.0, "rho": 0.018441, "delta": 0.564073, "ask": 1.12, "putorcall": "call", "vega": 0.123786, "time": "2019-10-24 15:21:55.757564-04:00", "implied_volatility": 0.073211, "gamma": 0.17111}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 63.0, "open": null, "id0": 213773823, "mark": 1.135, "low": 0.82, "theta": -0.124779, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.13, "volume": 20180.0, "rho": 0.018717, "delta": 0.572491, "ask": 1.14, "putorcall": "call", "vega": 0.123351, "time": "2019-10-24 15:22:29.900972-04:00", "implied_volatility": 0.073339, "gamma": 0.170154}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 11.0, "open": null, "id0": 213776624, "mark": 1.135, "low": 0.82, "theta": -0.124779, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.13, "volume": 20181.0, "rho": 0.018717, "delta": 0.572491, "ask": 1.14, "putorcall": "call", "vega": 0.123351, "time": "2019-10-24 15:23:03.155386-04:00", "implied_volatility": 0.073339, "gamma": 0.170154}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 151.0, "open": null, "id0": 213779400, "mark": 1.135, "low": 0.82, "theta": -0.125168, "symbol": "SPY", "bid_size": 5.0, "strike_price": 300.0, "bid": 1.13, "volume": 20185.0, "rho": 0.018682, "delta": 0.571427, "ask": 1.14, "putorcall": "call", "vega": 0.12341, "time": "2019-10-24 15:23:36.217611-04:00", "implied_volatility": 0.073571, "gamma": 0.169704}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213782310, "mark": 1.145, "low": 0.82, "theta": -0.125663, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.14, "volume": 20321.0, "rho": 0.018727, "delta": 0.572798, "ask": 1.15, "putorcall": "call", "vega": 0.123335, "time": "2019-10-24 15:24:09.034722-04:00", "implied_volatility": 0.073918, "gamma": 0.168795}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 149.0, "open": null, "id0": 213785290, "mark": 1.16, "low": 0.82, "theta": -0.123769, "symbol": "SPY", "bid_size": 63.0, "strike_price": 300.0, "bid": 1.15, "volume": 20321.0, "rho": 0.018986, "delta": 0.580638, "ask": 1.17, "putorcall": "call", "vega": 0.122875, "time": "2019-10-24 15:24:41.360745-04:00", "implied_volatility": 0.072856, "gamma": 0.170569}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 417.0, "open": null, "id0": 213788246, "mark": 1.17, "low": 0.82, "theta": -0.123031, "symbol": "SPY", "bid_size": 48.0, "strike_price": 300.0, "bid": 1.16, "volume": 20331.0, "rho": 0.01914, "delta": 0.585289, "ask": 1.18, "putorcall": "call", "vega": 0.122579, "time": "2019-10-24 15:25:13.646055-04:00", "implied_volatility": 0.072488, "gamma": 0.170993}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 23.0, "open": null, "id0": 213791120, "mark": 1.185, "low": 0.82, "theta": -0.123121, "symbol": "SPY", "bid_size": 40.0, "strike_price": 300.0, "bid": 1.18, "volume": 20445.0, "rho": 0.019301, "delta": 0.590205, "ask": 1.19, "putorcall": "call", "vega": 0.122248, "time": "2019-10-24 15:25:45.602933-04:00", "implied_volatility": 0.072677, "gamma": 0.170055}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213794076, "mark": 1.175, "low": 0.82, "theta": -0.123489, "symbol": "SPY", "bid_size": 83.0, "strike_price": 300.0, "bid": 1.17, "volume": 20457.0, "rho": 0.019184, "delta": 0.586637, "ask": 1.18, "putorcall": "call", "vega": 0.122491, "time": "2019-10-24 15:26:17.821094-04:00", "implied_volatility": 0.072822, "gamma": 0.170078}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 33.0, "open": null, "id0": 213797022, "mark": 1.19, "low": 0.82, "theta": -0.122283, "symbol": "SPY", "bid_size": 364.0, "strike_price": 300.0, "bid": 1.18, "volume": 20458.0, "rho": 0.019377, "delta": 0.59249, "ask": 1.2, "putorcall": "call", "vega": 0.122086, "time": "2019-10-24 15:26:50.156845-04:00", "implied_volatility": 0.072193, "gamma": 0.170957}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 67.0, "open": null, "id0": 213799954, "mark": 1.175, "low": 0.82, "theta": -0.124309, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.17, "volume": 20459.0, "rho": 0.01911, "delta": 0.58441, "ask": 1.18, "putorcall": "call", "vega": 0.122638, "time": "2019-10-24 15:27:22.471018-04:00", "implied_volatility": 0.073299, "gamma": 0.169183}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213802783, "mark": 1.185, "low": 0.82, "theta": -0.123952, "symbol": "SPY", "bid_size": 23.0, "strike_price": 300.0, "bid": 1.18, "volume": 20459.0, "rho": 0.019227, "delta": 0.58795, "ask": 1.19, "putorcall": "call", "vega": 0.122404, "time": "2019-10-24 15:27:54.846025-04:00", "implied_volatility": 0.073159, "gamma": 0.169162}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 147.0, "open": null, "id0": 213805653, "mark": 1.175, "low": 0.82, "theta": -0.124717, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.17, "volume": 20461.0, "rho": 0.019073, "delta": 0.583307, "ask": 1.18, "putorcall": "call", "vega": 0.122709, "time": "2019-10-24 15:28:27.718346-04:00", "implied_volatility": 0.073537, "gamma": 0.16874}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 35.0, "open": null, "id0": 213808534, "mark": 1.155, "low": 0.82, "theta": -0.12457, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.15, "volume": 20471.0, "rho": 0.018914, "delta": 0.57845, "ask": 1.16, "putorcall": "call", "vega": 0.123009, "time": "2019-10-24 15:29:00.351441-04:00", "implied_volatility": 0.073328, "gamma": 0.169669}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 80.0, "open": null, "id0": 213811419, "mark": 1.145, "low": 0.82, "theta": -0.124823, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.14, "volume": 20471.0, "rho": 0.018803, "delta": 0.575083, "ask": 1.15, "putorcall": "call", "vega": 0.123206, "time": "2019-10-24 15:29:32.751690-04:00", "implied_volatility": 0.07342, "gamma": 0.16975}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 59.0, "open": null, "id0": 213814277, "mark": 1.14, "low": 0.82, "theta": -0.123602, "symbol": "SPY", "bid_size": 103.0, "strike_price": 300.0, "bid": 1.13, "volume": 20471.0, "rho": 0.018825, "delta": 0.575726, "ask": 1.15, "putorcall": "call", "vega": 0.123167, "time": "2019-10-24 15:30:05.953672-04:00", "implied_volatility": 0.072641, "gamma": 0.171517}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 62.0, "open": null, "id0": 213817148, "mark": 1.14, "low": 0.82, "theta": -0.123207, "symbol": "SPY", "bid_size": 447.0, "strike_price": 300.0, "bid": 1.13, "volume": 20471.0, "rho": 0.018861, "delta": 0.576819, "ask": 1.15, "putorcall": "call", "vega": 0.123103, "time": "2019-10-24 15:30:38.185884-04:00", "implied_volatility": 0.072407, "gamma": 0.171976}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 39.0, "open": null, "id0": 213820041, "mark": 1.115, "low": 0.82, "theta": -0.124554, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.11, "volume": 20472.0, "rho": 0.018556, "delta": 0.567585, "ask": 1.12, "putorcall": "call", "vega": 0.123611, "time": "2019-10-24 15:31:10.123174-04:00", "implied_volatility": 0.073105, "gamma": 0.171094}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 28.0, "open": null, "id0": 213822911, "mark": 1.105, "low": 0.82, "theta": -0.123667, "symbol": "SPY", "bid_size": 114.0, "strike_price": 300.0, "bid": 1.1, "volume": 20536.0, "rho": 0.018545, "delta": 0.567234, "ask": 1.11, "putorcall": "call", "vega": 0.123628, "time": "2019-10-24 15:31:42.241600-04:00", "implied_volatility": 0.072525, "gamma": 0.17249}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 105.0, "open": null, "id0": 213825842, "mark": 1.115, "low": 0.82, "theta": -0.125695, "symbol": "SPY", "bid_size": 52.0, "strike_price": 300.0, "bid": 1.11, "volume": 20537.0, "rho": 0.018452, "delta": 0.564446, "ask": 1.12, "putorcall": "call", "vega": 0.123769, "time": "2019-10-24 15:32:14.475495-04:00", "implied_volatility": 0.073791, "gamma": 0.169736}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 108.0, "open": null, "id0": 213828677, "mark": 1.145, "low": 0.82, "theta": -0.124878, "symbol": "SPY", "bid_size": 19.0, "strike_price": 300.0, "bid": 1.14, "volume": 20537.0, "rho": 0.018798, "delta": 0.574933, "ask": 1.15, "putorcall": "call", "vega": 0.123214, "time": "2019-10-24 15:32:46.976587-04:00", "implied_volatility": 0.073452, "gamma": 0.169687}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 112.0, "open": null, "id0": 213831529, "mark": 1.13, "low": 0.82, "theta": -0.123895, "symbol": "SPY", "bid_size": 281.0, "strike_price": 300.0, "bid": 1.12, "volume": 20537.0, "rho": 0.018708, "delta": 0.57218, "ask": 1.14, "putorcall": "call", "vega": 0.123367, "time": "2019-10-24 15:33:19.684306-04:00", "implied_volatility": 0.072761, "gamma": 0.171535}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 272.0, "open": null, "id0": 213834363, "mark": 1.145, "low": 0.82, "theta": -0.125271, "symbol": "SPY", "bid_size": 1.0, "strike_price": 300.0, "bid": 1.14, "volume": 20537.0, "rho": 0.018762, "delta": 0.573862, "ask": 1.15, "putorcall": "call", "vega": 0.123276, "time": "2019-10-24 15:33:52.363802-04:00", "implied_volatility": 0.073685, "gamma": 0.16924}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 80.0, "open": null, "id0": 213837219, "mark": 1.125, "low": 0.82, "theta": -0.124284, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.12, "volume": 20537.0, "rho": 0.018672, "delta": 0.571108, "ask": 1.13, "putorcall": "call", "vega": 0.123426, "time": "2019-10-24 15:34:25.173556-04:00", "implied_volatility": 0.072992, "gamma": 0.171077}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 225.0, "open": null, "id0": 213840093, "mark": 1.135, "low": 0.82, "theta": -0.125168, "symbol": "SPY", "bid_size": 16.0, "strike_price": 300.0, "bid": 1.13, "volume": 20537.0, "rho": 0.018682, "delta": 0.571427, "ask": 1.14, "putorcall": "call", "vega": 0.12341, "time": "2019-10-24 15:34:57.832253-04:00", "implied_volatility": 0.073571, "gamma": 0.169704}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213842938, "mark": 1.125, "low": 0.82, "theta": -0.124856, "symbol": "SPY", "bid_size": 53.0, "strike_price": 300.0, "bid": 1.12, "volume": 20537.0, "rho": 0.01862, "delta": 0.569533, "ask": 1.13, "putorcall": "call", "vega": 0.12351, "time": "2019-10-24 15:35:29.998505-04:00", "implied_volatility": 0.073334, "gamma": 0.170405}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 122.0, "open": null, "id0": 213845815, "mark": 1.125, "low": 0.82, "theta": -0.124671, "symbol": "SPY", "bid_size": 17.0, "strike_price": 300.0, "bid": 1.12, "volume": 20537.0, "rho": 0.018637, "delta": 0.570042, "ask": 1.13, "putorcall": "call", "vega": 0.123483, "time": "2019-10-24 15:36:02.314292-04:00", "implied_volatility": 0.073223, "gamma": 0.170623}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213848593, "mark": 1.125, "low": 0.82, "theta": -0.124284, "symbol": "SPY", "bid_size": 5.0, "strike_price": 300.0, "bid": 1.12, "volume": 20537.0, "rho": 0.018672, "delta": 0.571108, "ask": 1.13, "putorcall": "call", "vega": 0.123426, "time": "2019-10-24 15:36:34.644523-04:00", "implied_volatility": 0.072992, "gamma": 0.171077}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213851435, "mark": 1.155, "low": 0.82, "theta": -0.122554, "symbol": "SPY", "bid_size": 67.0, "strike_price": 300.0, "bid": 1.15, "volume": 20546.0, "rho": 0.019097, "delta": 0.583974, "ask": 1.16, "putorcall": "call", "vega": 0.122663, "time": "2019-10-24 15:37:06.540213-04:00", "implied_volatility": 0.072145, "gamma": 0.171937}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213854321, "mark": 1.155, "low": 0.82, "theta": -0.124171, "symbol": "SPY", "bid_size": 41.0, "strike_price": 300.0, "bid": 1.15, "volume": 20556.0, "rho": 0.01895, "delta": 0.57954, "ask": 1.16, "putorcall": "call", "vega": 0.122942, "time": "2019-10-24 15:37:38.876978-04:00", "implied_volatility": 0.073092, "gamma": 0.170118}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213857301, "mark": 1.135, "low": 0.82, "theta": -0.125168, "symbol": "SPY", "bid_size": 21.0, "strike_price": 300.0, "bid": 1.13, "volume": 20661.0, "rho": 0.018682, "delta": 0.571427, "ask": 1.14, "putorcall": "call", "vega": 0.12341, "time": "2019-10-24 15:38:11.435039-04:00", "implied_volatility": 0.073571, "gamma": 0.169704}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213860229, "mark": 1.155, "low": 0.82, "theta": -0.124171, "symbol": "SPY", "bid_size": 299.0, "strike_price": 300.0, "bid": 1.15, "volume": 20665.0, "rho": 0.01895, "delta": 0.57954, "ask": 1.16, "putorcall": "call", "vega": 0.122942, "time": "2019-10-24 15:38:44.347830-04:00", "implied_volatility": 0.073092, "gamma": 0.170118}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 52.0, "open": null, "id0": 213863054, "mark": 1.18, "low": 0.82, "theta": -0.123489, "symbol": "SPY", "bid_size": 293.0, "strike_price": 300.0, "bid": 1.17, "volume": 20665.0, "rho": 0.019184, "delta": 0.586637, "ask": 1.19, "putorcall": "call", "vega": 0.122491, "time": "2019-10-24 15:39:17.252101-04:00", "implied_volatility": 0.072822, "gamma": 0.170078}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 90.0, "open": null, "id0": 213866100, "mark": 1.18, "low": 0.82, "theta": -0.123489, "symbol": "SPY", "bid_size": 20.0, "strike_price": 300.0, "bid": 1.17, "volume": 20676.0, "rho": 0.019184, "delta": 0.586637, "ask": 1.19, "putorcall": "call", "vega": 0.122491, "time": "2019-10-24 15:39:50.053117-04:00", "implied_volatility": 0.072822, "gamma": 0.170078}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 116.0, "open": null, "id0": 213869096, "mark": 1.195, "low": 0.82, "theta": -0.123577, "symbol": "SPY", "bid_size": 18.0, "strike_price": 300.0, "bid": 1.19, "volume": 20726.0, "rho": 0.019344, "delta": 0.591505, "ask": 1.2, "putorcall": "call", "vega": 0.122158, "time": "2019-10-24 15:40:23.020638-04:00", "implied_volatility": 0.073012, "gamma": 0.16914}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213871983, "mark": 1.185, "low": 0.82, "theta": -0.123121, "symbol": "SPY", "bid_size": 63.0, "strike_price": 300.0, "bid": 1.18, "volume": 20726.0, "rho": 0.019301, "delta": 0.590205, "ask": 1.19, "putorcall": "call", "vega": 0.122248, "time": "2019-10-24 15:40:55.555192-04:00", "implied_volatility": 0.072677, "gamma": 0.170055}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213874988, "mark": 1.195, "low": 0.82, "theta": -0.122734, "symbol": "SPY", "bid_size": 81.0, "strike_price": 300.0, "bid": 1.19, "volume": 20729.0, "rho": 0.01942, "delta": 0.593788, "ask": 1.2, "putorcall": "call", "vega": 0.121994, "time": "2019-10-24 15:41:27.625477-04:00", "implied_volatility": 0.072526, "gamma": 0.170032}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 5.0, "open": null, "id0": 213877924, "mark": 1.195, "low": 0.82, "theta": -0.122734, "symbol": "SPY", "bid_size": 91.0, "strike_price": 300.0, "bid": 1.19, "volume": 20729.0, "rho": 0.01942, "delta": 0.593788, "ask": 1.2, "putorcall": "call", "vega": 0.121994, "time": "2019-10-24 15:41:59.666339-04:00", "implied_volatility": 0.072526, "gamma": 0.170032}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213880813, "mark": 1.165, "low": 0.82, "theta": -0.123023, "symbol": "SPY", "bid_size": 120.0, "strike_price": 300.0, "bid": 1.16, "volume": 20729.0, "rho": 0.019141, "delta": 0.585312, "ask": 1.17, "putorcall": "call", "vega": 0.122577, "time": "2019-10-24 15:42:31.834737-04:00", "implied_volatility": 0.072484, "gamma": 0.171002}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 27.0, "open": null, "id0": 213883726, "mark": 1.155, "low": 0.82, "theta": -0.12457, "symbol": "SPY", "bid_size": 95.0, "strike_price": 300.0, "bid": 1.15, "volume": 20731.0, "rho": 0.018914, "delta": 0.57845, "ask": 1.16, "putorcall": "call", "vega": 0.123009, "time": "2019-10-24 15:43:04.091527-04:00", "implied_volatility": 0.073328, "gamma": 0.169669}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 37.0, "open": null, "id0": 213886578, "mark": 1.14, "low": 0.82, "theta": -0.123996, "symbol": "SPY", "bid_size": 152.0, "strike_price": 300.0, "bid": 1.13, "volume": 20756.0, "rho": 0.018789, "delta": 0.574641, "ask": 1.15, "putorcall": "call", "vega": 0.12323, "time": "2019-10-24 15:43:36.645547-04:00", "implied_volatility": 0.072874, "gamma": 0.17106}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213889459, "mark": 1.125, "low": 0.82, "theta": -0.123895, "symbol": "SPY", "bid_size": 73.0, "strike_price": 300.0, "bid": 1.12, "volume": 20790.0, "rho": 0.018708, "delta": 0.57218, "ask": 1.13, "putorcall": "call", "vega": 0.123367, "time": "2019-10-24 15:44:09.300368-04:00", "implied_volatility": 0.072761, "gamma": 0.171535}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 226.0, "open": null, "id0": 213892337, "mark": 1.115, "low": 0.82, "theta": -0.125316, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.11, "volume": 20790.0, "rho": 0.018487, "delta": 0.565486, "ask": 1.12, "putorcall": "call", "vega": 0.123717, "time": "2019-10-24 15:44:42.339931-04:00", "implied_volatility": 0.073563, "gamma": 0.170186}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 110.0, "open": null, "id0": 213895331, "mark": 1.125, "low": 0.82, "theta": -0.125057, "symbol": "SPY", "bid_size": 19.0, "strike_price": 300.0, "bid": 1.12, "volume": 20799.0, "rho": 0.018602, "delta": 0.568984, "ask": 1.13, "putorcall": "call", "vega": 0.123539, "time": "2019-10-24 15:45:15.060123-04:00", "implied_volatility": 0.073454, "gamma": 0.17017}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213898310, "mark": 1.095, "low": 0.82, "theta": -0.124667, "symbol": "SPY", "bid_size": 44.0, "strike_price": 300.0, "bid": 1.09, "volume": 20824.0, "rho": 0.018359, "delta": 0.561604, "ask": 1.1, "putorcall": "call", "vega": 0.123902, "time": "2019-10-24 15:45:47.665758-04:00", "implied_volatility": 0.073085, "gamma": 0.171582}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 127.0, "open": null, "id0": 213901277, "mark": 1.11, "low": 0.82, "theta": -0.123284, "symbol": "SPY", "bid_size": 207.0, "strike_price": 300.0, "bid": 1.1, "volume": 20825.0, "rho": 0.018581, "delta": 0.568301, "ask": 1.12, "putorcall": "call", "vega": 0.123572, "time": "2019-10-24 15:46:20.194407-04:00", "implied_volatility": 0.072295, "gamma": 0.172955}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213904195, "mark": 1.125, "low": 0.82, "theta": -0.124284, "symbol": "SPY", "bid_size": 119.0, "strike_price": 300.0, "bid": 1.12, "volume": 20825.0, "rho": 0.018672, "delta": 0.571108, "ask": 1.13, "putorcall": "call", "vega": 0.123426, "time": "2019-10-24 15:46:52.321327-04:00", "implied_volatility": 0.072992, "gamma": 0.171077}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 4.0, "open": null, "id0": 213907108, "mark": 1.135, "low": 0.82, "theta": -0.123996, "symbol": "SPY", "bid_size": 25.0, "strike_price": 300.0, "bid": 1.13, "volume": 20825.0, "rho": 0.018789, "delta": 0.574641, "ask": 1.14, "putorcall": "call", "vega": 0.12323, "time": "2019-10-24 15:47:24.531925-04:00", "implied_volatility": 0.072874, "gamma": 0.17106}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 1.0, "open": null, "id0": 213910015, "mark": 1.175, "low": 0.82, "theta": -0.123489, "symbol": "SPY", "bid_size": 66.0, "strike_price": 300.0, "bid": 1.17, "volume": 20832.0, "rho": 0.019184, "delta": 0.586637, "ask": 1.18, "putorcall": "call", "vega": 0.122491, "time": "2019-10-24 15:47:56.530150-04:00", "implied_volatility": 0.072822, "gamma": 0.170078}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 16.0, "open": null, "id0": 213912989, "mark": 1.195, "low": 0.82, "theta": -0.122734, "symbol": "SPY", "bid_size": 59.0, "strike_price": 300.0, "bid": 1.19, "volume": 20832.0, "rho": 0.01942, "delta": 0.593788, "ask": 1.2, "putorcall": "call", "vega": 0.121994, "time": "2019-10-24 15:48:28.889219-04:00", "implied_volatility": 0.072526, "gamma": 0.170032}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 22.0, "open": null, "id0": 213915939, "mark": 1.195, "low": 0.82, "theta": -0.123577, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.19, "volume": 20844.0, "rho": 0.019344, "delta": 0.591505, "ask": 1.2, "putorcall": "call", "vega": 0.122158, "time": "2019-10-24 15:49:01.299154-04:00", "implied_volatility": 0.073012, "gamma": 0.16914}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213918908, "mark": 1.195, "low": 0.82, "theta": -0.123157, "symbol": "SPY", "bid_size": 18.0, "strike_price": 300.0, "bid": 1.19, "volume": 20844.0, "rho": 0.019382, "delta": 0.592642, "ask": 1.2, "putorcall": "call", "vega": 0.122077, "time": "2019-10-24 15:49:34.255242-04:00", "implied_volatility": 0.072769, "gamma": 0.169585}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 67.0, "open": null, "id0": 213921902, "mark": 1.245, "low": 0.82, "theta": -0.122316, "symbol": "SPY", "bid_size": 10.0, "strike_price": 300.0, "bid": 1.24, "volume": 20849.0, "rho": 0.019858, "delta": 0.607103, "ask": 1.25, "putorcall": "call", "vega": 0.12096, "time": "2019-10-24 15:50:08.682043-04:00", "implied_volatility": 0.072688, "gamma": 0.168127}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 10.0, "open": null, "id0": 213924991, "mark": 1.245, "low": 0.82, "theta": -0.122316, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.24, "volume": 20877.0, "rho": 0.019858, "delta": 0.607103, "ask": 1.25, "putorcall": "call", "vega": 0.12096, "time": "2019-10-24 15:50:41.204241-04:00", "implied_volatility": 0.072688, "gamma": 0.168127}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 113.0, "open": null, "id0": 213928016, "mark": 1.26, "low": 0.82, "theta": -0.12229, "symbol": "SPY", "bid_size": 60.0, "strike_price": 300.0, "bid": 1.25, "volume": 20887.0, "rho": 0.019937, "delta": 0.609519, "ask": 1.27, "putorcall": "call", "vega": 0.120757, "time": "2019-10-24 15:51:13.550558-04:00", "implied_volatility": 0.07276, "gamma": 0.167661}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 631.0, "open": null, "id0": 213930981, "mark": 1.235, "low": 0.82, "theta": -0.123647, "symbol": "SPY", "bid_size": 138.0, "strike_price": 300.0, "bid": 1.22, "volume": 20891.0, "rho": 0.019661, "delta": 0.601165, "ask": 1.25, "putorcall": "call", "vega": 0.121441, "time": "2019-10-24 15:51:45.774600-04:00", "implied_volatility": 0.073358, "gamma": 0.167287}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 569.0, "open": null, "id0": 213933972, "mark": 1.205, "low": 0.82, "theta": -0.123183, "symbol": "SPY", "bid_size": 358.0, "strike_price": 300.0, "bid": 1.19, "volume": 20892.0, "rho": 0.019461, "delta": 0.595073, "ask": 1.22, "putorcall": "call", "vega": 0.121901, "time": "2019-10-24 15:52:18.135552-04:00", "implied_volatility": 0.072859, "gamma": 0.169116}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 49.0, "open": null, "id0": 213936949, "mark": 1.205, "low": 0.82, "theta": -0.123608, "symbol": "SPY", "bid_size": 54.0, "strike_price": 300.0, "bid": 1.2, "volume": 20897.0, "rho": 0.019423, "delta": 0.593929, "ask": 1.21, "putorcall": "call", "vega": 0.121985, "time": "2019-10-24 15:52:50.490943-04:00", "implied_volatility": 0.073103, "gamma": 0.168674}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 25.0, "open": null, "id0": 213939909, "mark": 1.195, "low": 0.82, "theta": -0.124413, "symbol": "SPY", "bid_size": 65.0, "strike_price": 300.0, "bid": 1.19, "volume": 20897.0, "rho": 0.019269, "delta": 0.589252, "ask": 1.2, "putorcall": "call", "vega": 0.122316, "time": "2019-10-24 15:53:22.986228-04:00", "implied_volatility": 0.073495, "gamma": 0.168257}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 44.0, "open": null, "id0": 213942824, "mark": 1.19, "low": 0.82, "theta": -0.123538, "symbol": "SPY", "bid_size": 51.0, "strike_price": 300.0, "bid": 1.18, "volume": 20900.0, "rho": 0.019264, "delta": 0.589074, "ask": 1.2, "putorcall": "call", "vega": 0.122327, "time": "2019-10-24 15:53:56.067436-04:00", "implied_volatility": 0.072918, "gamma": 0.169608}, {"high": 1.77, "exp_date": "2019-10-28", "open_interest": 52929.0, "ask_size": 2.0, "open": null, "id0": 213945893, "mark": 1.215, "low": 0.82, "theta": -0.122339, "symbol": "SPY", "bid_size": 98.0, "strike_price": 300.0, "bid": 1.21, "volume": 20901.0, "rho": 0.019618, "delta": 0.599823, "ask": 1.22, "putorcall": "call", "vega": 0.121543, "time": "2019-10-24 15:54:29.225822-04:00", "implied_volatility": 0.072453, "gamma": 0.169534}]