Skip to content
Velo

.get_options_columns

Returns the column names accepted by options row requests.

Example

columns = client.get_options_columns()
 
params = {
    'type': 'options',
    'columns': ['iv_1m', 'skew_1m'],
    # ...
}

Parameters

None.

Return type

list[str]

The returned list contains:

iv_1w
iv_1m
iv_3m
iv_6m
skew_1w
skew_1m
skew_3m
skew_6m
vega_coins
vega_dollars
call_delta_coins
call_delta_dollars
put_delta_coins
put_delta_dollars
gamma_coins
gamma_dollars
call_volume
call_premium
call_notional
put_volume
put_premium
put_notional
dollar_volume
dvol_open
dvol_high
dvol_low
dvol_close
index_price