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rnkhouse/gist:20cfa1de97f47e3897150a803f00a600

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test_options_data.json
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gistfile1.txt
[
{
"underlying": "AAL",
"underlyingId": 5070993,
"symbol": "AAL19Jun20C10.00",
"symbolId": 29247369,
"bidPrice": 1.31,
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"lastTradePriceTrHrs": 1.33,
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"lastTradeSize": 1,
"lastTradeTick": "Up",
"lastTradeTime": "2020-05-07T15:14:03.567000-04:00",
"volume": 808,
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"theta": -0.019925,
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"openInterest": 5258,
"delay": 0,
"isHalted": false,
"VWAP": 1.466522
},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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"symbol": "AAL19Jun20C19.00",
"symbolId": 27356256,
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
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},
{
"underlying": "AAL",
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"VWAP": 6.513793
},
{
"underlying": "AAL",
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"delay": 0,
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"VWAP": 0.029615
},
{
"underlying": "AAL",
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"delay": 0,
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"VWAP": 0.028333
},
{
"underlying": "AAL",
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"delay": 0,
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"VWAP": 0
},
{
"underlying": "AAL",
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"volume": 0,
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"delay": 0,
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"VWAP": 0
},
{
"underlying": "AAL",
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"symbolId": 27356265,
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"gamma": 0.003941,
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"delay": 0,
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"VWAP": 0
},
{
"underlying": "AAL",
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"symbol": "AAL19Jun20C35.00",
"symbolId": 25681315,
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{
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{
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{
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},
{
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{
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},
{
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}
]
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