Contracts
A contract is a single tradable option, identified by its contract name. Each contract publishes:| Field | Description |
|---|---|
markPrice / bidPrice / askPrice | Mark, best-bid, and best-ask prices |
markIV / bidIV / askIV | Implied volatility per side (see Pricing & Greeks) |
delta / gamma / vega / theta / rho | Greeks |
indexPrice | Underlying index price |
openInterest | Total open contracts |
volume24h | 24-hour traded volume |
Quotes
The Quotes Stream delivers top-of-book best bid/ask (with size and IV) for each contract — a lighter feed than full contracts when you only need the current market.Order Book
The Order Book Stream provides the full book for a single contract as a snapshot followed by delta updates, with per-level implied volatility. Apply deltas in order to maintain a local book.Trades
The Public Trades Stream provides real-time executions for a contract, and a snapshot of recent trades on request.Prices Used Across the API
| Price | Where it comes from | Used for |
|---|---|---|
| Index price | Underlying spot index | Margin, settlement reference |
| Mark price | Black-76 fair value from mark IV | Margin, unrealized PnL |
| Forward | Expected underlying price at expiry | Black-76 pricing input |
| Settlement price | Underlying price at expiry (08:00 UTC) | Settlement payoff |