MarketMetricInfo

{
  "$schema": "http://json-schema.org/draft-07/schema#",
  "$id": "https://developer.tastytrade.com/schemas/market-metrics/MarketMetricInfo",
  "title": "MarketMetricInfo",
  "type": "object",
  "properties": {
    "symbol": {
      "description": "Symbol",
      "type": "string"
    },
    "implied-volatility-index": {
      "description": "IV Index of underlying",
      "type": "number",
      "format": "float"
    },
    "implied-volatility-index-5-day-change": {
      "description": "5 day change of IV index of underlying",
      "type": "number",
      "format": "float"
    },
    "implied-volatility-rank": {
      "description": "IV Rank of underlying",
      "type": "number",
      "format": "float"
    },
    "implied-volatility-percentile": {
      "description": "IV percentile of underlying",
      "type": "number",
      "format": "float"
    },
    "liquidity": {
      "description": "liquidity of underlying",
      "type": "number",
      "format": "float"
    },
    "liquidity-rank": {
      "description": "liquidity rank of underlying",
      "type": "number",
      "format": "float"
    },
    "liquidity-rating": {
      "description": "liquidity rating of underlying",
      "type": "number",
      "format": "int32"
    },
    "option-expiration-implied-volatilities": {
      "description": "List of option volatility data",
      "type": "array",
      "items": {
        "type": "object",
        "properties": {
          "expiration-date": {
            "description": "Option expiration date",
            "type": "string",
            "format": "date-time"
          },
          "settlement-type": {
            "description": "AM or PM settlement",
            "type": "string"
          },
          "option-chain-type": {
            "description": "Option chain type i.e. Standard or Non-standard.",
            "type": "string"
          },
          "implied-volatility": {
            "description": "Implied volatility of option expiration",
            "type": "number",
            "format": "double"
          }
        }
      }
    }
  },
  "description": "Includes underlying volatility and liquidity data as well as option volatility data."
}