| Name | Type | Description |
|---|---|---|
| StrikePrice | decimal? | The actual strike price. Present when the requesting surface type is raw. |
| UnixTimestamp | decimal? | The expiration DateTime. Present when the requesting surface type is raw. |
| ForwardNaturalLogMoneyness | decimal? | The natural logarithm of forward moneyness, calculated as ln(F / K), where F is the forward underlying price adjusted for risk-free rate and dividend yield over time to expiration, and K is the option strike. Present when the requesting surface type is something other than raw. |
| SquareRootTau | decimal? | The square root of tau, where tau is the option’s time to expiration in years using a 365.25-day year basis. Present when the requesting surface type is something other than raw. |
| ImpliedVolatility | decimal? | The implied volatility of the contract calculated using the Black-Scholes Model, and smoothed if the requesting surface type was logarithmic_smoothed. Always present. |