Creates a new OptionGreek instance.

Contains the option's ask price.

Contains the option's bid price.

Contains the option's delta, which measures the sensitivity of the option's price to changes in the price of the underlying asset. The default value is Double.NaN.

Contains a Provider-specific identifier describing how the Greek values were calculated. For the Interactive Brokers Provider, values can include:

• 13 - Computed Greeks and implied volatility based on the underlying price and option model price.
• 53 - Greek values based on a user-specified price, such as the result of an option price or implied volatility calculation. Other Providers may not use this property.

Contains the option's gamma, which measures the rate of change of delta as the underlying asset's price changes. The default value is Double.NaN.

Contains the option's implied volatility. The default value is Double.NaN.

Contains implied volatility calculated using the option's ask price. The default value is Double.NaN.

Contains implied volatility calculated using the option's bid price. The default value is Double.NaN.

Gets or sets an optional mark price. When reading this property, the assigned mark is returned only when it is greater than zero and lies within the current Bid and Ask range. Otherwise, the Midpoint value is returned.

Returns a price based on the current Bid and Ask values. If both Bid and Ask are greater than zero, returns their average. If only Bid is valid, returns Bid. If only Ask is valid, returns Ask. If neither is valid, returns zero.

Contains the date and time at which the option last traded. Since many option contracts trade infrequently, the last-traded price can differ significantly from the current bid and ask.

Contains an option price reported by the Provider. Depending on the Provider, this can represent the last-traded price, mark price, or another option price value.

Contains the option's Phi Greek value, if supplied by the Provider. The default value is Double.NaN.

Contains the present value of dividends expected on the option's underlying asset, if supplied by the Provider. The default value is Double.NaN.

Contains the option's rho, which measures the sensitivity of the option's price to changes in interest rates. The default value is Double.NaN.

Contains the ORATS final implied volatility value when supplied by Providers such as Tradier. The default value is Double.NaN.

Gets or sets the option symbol associated with this set of Greek and market data.

Contains an optional Provider-specific string value.

Contains the option's theta, which measures the effect of time decay on the option's price. The default value is Double.NaN.

Contains the price of the underlying asset associated with the option data. The default value is Double.NaN.

Contains the date and time at which the Greek or volatility data was last updated. The interpretation of the time zone depends on the Provider supplying the data.

Contains the option's vega, which measures the sensitivity of the option's price to changes in implied volatility. The default value is Double.NaN.