# Definitions

The following field definitions are organized by API endpoint. Because some fields are present in multiple endpoints, you may see the same definition twice. The fields may have different names because they are in different endpoints, but the definitions are still correct.

## Strikes

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>expirDate</td> <td>expiration date</td>
</tr>
<tr>
  <td>dte</td> <td>days to expiration</td>
</tr>
<tr>
  <td>strike</td> <td>option strike</td>
</tr>
<tr>
  <td>stockPrice</td> <td>stock price</td>
</tr>
<tr>
  <td>callVolume</td> <td>call option volume</td>
</tr>
<tr>
  <td>callOpenInterest</td> <td>call open interest</td>
</tr>
<tr>
  <td>callBidSize</td> <td>call bid size</td>
</tr>
<tr>
  <td>callAskSize</td> <td>call ask size</td>
</tr>
<tr>
  <td>putVolume</td> <td>put option volume</td>
</tr>
<tr>
  <td>putOpenInterest</td> <td>put open interest</td>
</tr>
<tr>
  <td>putBidSize</td> <td>put bid size</td>
</tr>
<tr>
  <td>putAskSize</td> <td>put ask size</td>
</tr>
<tr>
  <td>callBidPrice</td> <td>call bid price</td>
</tr>
<tr>
  <td>callValue</td>
  <td>call theoretical value based on smooth volatility</td>
</tr>
<tr>
  <td>callAskPrice</td> <td>call ask price</td>
</tr>
<tr>
  <td>putBidPrice</td> <td>put bid price</td>
</tr>
<tr>
  <td>putValue</td> <td>put theoretical value</td>
</tr>
<tr>
  <td>putAskPrice</td> <td>put ask price</td>
</tr>
<tr>
  <td>callBidIv</td> <td>call bid implied volatility</td>
</tr>
<tr>
  <td>callMidIv</td> <td>call mid implied volatility</td>
</tr>
<tr>
  <td>callAskIv</td> <td>call ask implied volatility</td>
</tr>
<tr>
  <td>smvVol</td> <td>ORATS final implied Volatility</td>
</tr>
<tr>
  <td>putBidIv</td> <td>put bid implied volatility</td>
</tr>
<tr>
  <td>putMidIv</td> <td>put mid implied volatility</td>
</tr>
<tr>
  <td>putAskIv</td> <td>put ask implied volatility</td>
</tr>
<tr>
  <td>residualRate</td> <td>implied interest rate data</td>
</tr>
<tr>
  <td>delta</td> <td>delta</td>
</tr>
<tr>
  <td>gamma</td> <td>gamma</td>
</tr>
<tr>
  <td>theta</td> <td>theta</td>
</tr>
<tr>
  <td>vega</td> <td>vega</td>
</tr>
<tr>
  <td>rho</td> <td>rho</td>
</tr>
<tr>
  <td>phi</td> <td>phi</td>
</tr>
<tr>
  <td>driftlessTheta</td>
  <td>time decay without taking in drift in underlying</td>
</tr>
<tr>
  <td>extSmvVol</td> <td>external volatility</td>
</tr>
<tr>
  <td>extCallValue</td> <td>external call theoretical price</td>
</tr>
<tr>
  <td>extPutValue</td> <td>external put theoretical price</td>
</tr>
<tr>
  <td>spotPrice</td> <td>spot price of the index</td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Monies Implied

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>expirDate</td> <td>expiration date</td>
</tr>
<tr>
  <td>stockPrice</td> <td>stock price</td>
</tr>
<tr>
  <td>riskFreeRate</td> <td>continuous interest (risk-free) rate</td>
</tr>
<tr>
  <td>yieldRate</td>
  <td>continuous dividend yield of discrete dividend’s NPV</td>
</tr>
<tr>
  <td>residualYieldRate</td>
  <td>
    adjustment amount for the dividend yield at the .50 call delta -0.055
    Implied rate means -5.5%.
  </td>
</tr>
<tr>
  <td>residualRateSlp</td>
  <td>
    slope of the residual rate linear regression. A particular call delta
    total div yield = div yield + (cdelta - .5) * slope.
  </td>
</tr>
<tr>
  <td>residualR2</td> <td>r^2 of the residual rate linear regression</td>
</tr>
<tr>
  <td>confidence</td>
  <td>
    portion of the delta range "covered" by market data (dependent on the
    "width")
  </td>
</tr>
<tr>
  <td>mwVol</td>
  <td>ATM weighted market width in implied volatility terms</td>
</tr>
<tr>
  <td>vol100</td> <td>seed volatility at the 100 call delta</td>
</tr>
<tr>
  <td>vol95</td> <td>seed volatility at the 95 call delta</td>
</tr>
<tr>
  <td>vol90</td> <td>seed volatility at the 90 call delta</td>
</tr>
<tr>
  <td>vol85</td> <td>seed volatility at the 85 call delta</td>
</tr>
<tr>
  <td>vol80</td> <td>seed volatility at the 80 call delta</td>
</tr>
<tr>
  <td>vol75</td> <td>seed volatility at the 75 call delta</td>
</tr>
<tr>
  <td>vol70</td> <td>seed volatility at the 70 call delta</td>
</tr>
<tr>
  <td>vol65</td> <td>seed volatility at the 65 call delta</td>
</tr>
<tr>
  <td>vol60</td> <td>seed volatility at the 60 call delta</td>
</tr>
<tr>
  <td>vol55</td> <td>seed volatility at the 55 call delta</td>
</tr>
<tr>
  <td>vol50</td> <td>seed volatility at the 50 call delta</td>
</tr>
<tr>
  <td>vol45</td> <td>seed volatility at the 45 call delta</td>
</tr>
<tr>
  <td>vol40</td> <td>seed volatility at the 40 call delta</td>
</tr>
<tr>
  <td>vol35</td> <td>seed volatility at the 35 call delta</td>
</tr>
<tr>
  <td>vol30</td> <td>seed volatility at the 30 call delta</td>
</tr>
<tr>
  <td>vol25</td> <td>seed volatility at the 25 call delta</td>
</tr>
<tr>
  <td>vol20</td> <td>seed volatility at the 20 call delta</td>
</tr>
<tr>
  <td>vol15</td> <td>seed volatility at the 15 call delta</td>
</tr>
<tr>
  <td>vol10</td> <td>seed volatility at the 10 call delta</td>
</tr>
<tr>
  <td>vol5</td> <td>seed volatility at the 5 call delta</td>
</tr>
<tr>
  <td>vol0</td> <td>seed volatility at the 0 call delta</td>
</tr>
<tr>
  <td>atmiv</td> <td>implied volatility for month 1</td>
</tr>
<tr>
  <td>slope</td>
  <td>
    best-fit regression line through the strike. volatilities adjusted to
    the tangent slope at the 50 delta.
  </td>
</tr>
<tr>
  <td>deriv</td>
  <td>
    derivative or curvature of the monthly strikes at 28 day interpolated
  </td>
</tr>
<tr>
  <td>fit</td> <td>the at the money monthly fit volatility</td>
</tr>
<tr>
  <td>spotPrice</td> <td>spot price of the index</td>
</tr>
<tr>
  <td>calVol</td>
  <td>smoothed at-the-money term structure implied volatility</td>
</tr>
<tr>
  <td>unadjVol</td>
  <td>
    smoothed at-the-money term structure implied volatility taking out the
    earnings effect
  </td>
</tr>
<tr>
  <td>earnEffect</td> <td>market implied earnings effect</td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Monies Forecast

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>expirDate</td> <td>expiration date</td>
</tr>
<tr>
  <td>stockPrice</td> <td>stock price</td>
</tr>
<tr>
  <td>riskFreeRate</td> <td>continuous interest (risk-free) rate</td>
</tr>
<tr>
  <td>vol100</td> <td>seed volatility at the 100 call delta</td>
</tr>
<tr>
  <td>vol95</td> <td>seed volatility at the 95 call delta</td>
</tr>
<tr>
  <td>vol90</td> <td>seed volatility at the 90 call delta</td>
</tr>
<tr>
  <td>vol85</td> <td>seed volatility at the 85 call delta</td>
</tr>
<tr>
  <td>vol80</td> <td>seed volatility at the 80 call delta</td>
</tr>
<tr>
  <td>vol75</td> <td>seed volatility at the 75 call delta</td>
</tr>
<tr>
  <td>vol70</td> <td>seed volatility at the 70 call delta</td>
</tr>
<tr>
  <td>vol65</td> <td>seed volatility at the 65 call delta</td>
</tr>
<tr>
  <td>vol60</td> <td>seed volatility at the 60 call delta</td>
</tr>
<tr>
  <td>vol55</td> <td>seed volatility at the 55 call delta</td>
</tr>
<tr>
  <td>vol50</td> <td>seed volatility at the 50 call delta</td>
</tr>
<tr>
  <td>vol45</td> <td>seed volatility at the 45 call delta</td>
</tr>
<tr>
  <td>vol40</td> <td>seed volatility at the 40 call delta</td>
</tr>
<tr>
  <td>vol35</td> <td>seed volatility at the 35 call delta</td>
</tr>
<tr>
  <td>vol30</td> <td>seed volatility at the 30 call delta</td>
</tr>
<tr>
  <td>vol25</td> <td>seed volatility at the 25 call delta</td>
</tr>
<tr>
  <td>vol20</td> <td>seed volatility at the 20 call delta</td>
</tr>
<tr>
  <td>vol15</td> <td>seed volatility at the 15 call delta</td>
</tr>
<tr>
  <td>vol10</td> <td>seed volatility at the 10 call delta</td>
</tr>
<tr>
  <td>vol5</td> <td>seed volatility at the 5 call delta</td>
</tr>
<tr>
  <td>vol0</td> <td>seed volatility at the 0 call delta</td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Summaries

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>stockPrice</td> <td>stock price</td>
</tr>
<tr>
  <td>annActDiv</td>
  <td>annual dividend from the next year of expected dividends</td>
</tr>
<tr>
  <td>annIdiv</td>
  <td>annual implied dividend given options prices put call parity</td>
</tr>
<tr>
  <td>borrow30</td>
  <td>
    implied hard-to-borrow interest rate at 30 days to expiration given
    options prices put call parity
  </td>
</tr>
<tr>
  <td>borrow2y</td>
  <td>
    implied hard-to-borrow interest rate at two years to expiration given
    options prices put call parity
  </td>
</tr>
<tr>
  <td>confidence</td>
  <td>
    total weighted confidence from the monthly implied volatilities derived
    from each month’s number of options and bid ask width of the options
    markets
  </td>
</tr>
<tr>
  <td>exErnIv10d</td>
  <td>
    implied 10 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv20d</td>
  <td>
    implied 20 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv30d</td>
  <td>
    implied 30 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv60d</td>
  <td>
    implied 60 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv90d</td>
  <td>
    implied 90 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv6m</td>
  <td>
    implied 6 month interpolated implied volatility with earnings effect out
  </td>
</tr>
<tr>
  <td>exErnIv1y</td>
  <td>
    implied one year interpolated implied volatility with earnings effect
    out
  </td>
</tr>
<tr>
  <td>ieeEarnEffect</td>
  <td>
    implied earnings effect (percentage of expected normal move) to make the
    best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>impliedMove</td>
  <td>
    percentage stock move in the implied earnings effect to make the
    best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>impliedNextDiv</td>
  <td>next implied dividend given options prices put call parity</td>
</tr>
<tr>
  <td>iv10d</td> <td>10 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv20d</td> <td>20 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv30d</td> <td>30 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv60d</td> <td>60 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv90d</td> <td>90 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv6m</td> <td>6 month interpolated implied volatility</td>
</tr>
<tr>
  <td>iv1y</td> <td>one year interpolated implied volatility</td>
</tr>
<tr>
  <td>mwAdj30</td>
  <td>
    ATM weighted market width in implied volatility terms interpolated to 30
    calendar days to expiration
  </td>
</tr>
<tr>
  <td>mwAdj2y</td>
  <td>
    ATM weighted market width in implied volatility terms interpolated to 2
    years to expiration
  </td>
</tr>
<tr>
  <td>nextDiv</td> <td>next dividend amount</td>
</tr>
<tr>
  <td>rDrv30</td>
  <td>
    derivative or curvature of the monthly strikes at 30 day interpolated.
    The derivative is the change in the slope for every 10 delta increase in
    the call delta
  </td>
</tr>
<tr>
  <td>rDrv2y</td> <td>derivative infinite implied</td>
</tr>
<tr>
  <td>rSlp30</td>
  <td>
    best-fit regression line through the strike volatilities adjusted to the
    tangent slope at the 50 delta. The slope is the change in the implied
    volatility for every 10 delta increase in the call delta
  </td>
</tr>
<tr>
  <td>rSlp2y</td> <td>implied infinite slope</td>
</tr>
<tr>
  <td>rVol30</td> <td>implied volatility at 30 days interpolated</td>
</tr>
<tr>
  <td>rVol2y</td> <td>implied volatility at 2 year interpolated</td>
</tr>
<tr>
  <td>rip</td>
  <td>dollar amount of options to start ignoring in delta calculation</td>
</tr>
<tr>
  <td>riskFree30</td>
  <td>
    continuous interest (risk-free) rate interpolated to 30 calendar days to
    expiration
  </td>
</tr>
<tr>
  <td>riskFree2y</td>
  <td>
    continuous interest (risk-free) rate interpolated to 2 years to
    expiration
  </td>
</tr>
<tr>
  <td>skewing</td>
  <td>
    Skewing is the difference between rVol30 and adjusted rVol2y where
    sqrtMinDays is 45 * 0.5. ((rVol30 - rVol2y * (1 - 1/sqrtMinDays)) *
    sqrtMinDays)
  </td>
</tr>
<tr>
  <td>contango</td>
  <td>
    short-term contango of at-the-money implied volatilities ex-earnings
  </td>
</tr>
<tr>
  <td>totalErrorConf</td>
  <td>
    total weighted squared error times the confidence in the monthly implied
    volatility
  </td>
</tr>
<tr>
  <td>dlt5Iv10d</td>
  <td>10 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv20d</td>
  <td>20 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv30d</td>
  <td>30 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv60d</td>
  <td>60 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv90d</td>
  <td>90 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv6m</td>
  <td>180 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>dlt5Iv1y</td>
  <td>365 calendar day interpolated implied volatility at the 5 delta</td>
</tr>
<tr>
  <td>exErnDlt5Iv10d</td>
  <td>
    10 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv20d</td>
  <td>
    20 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv30d</td>
  <td>
    30 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv60d</td>
  <td>
    60 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv90d</td>
  <td>
    90 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv6m</td>
  <td>
    180 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt5Iv1y</td>
  <td>
    365 calendar day interpolated implied volatility at the 5 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>dlt25Iv10d</td>
  <td>10 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv20d</td>
  <td>20 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv30d</td>
  <td>30 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv60d</td>
  <td>60 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv90d</td>
  <td>90 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv6m</td>
  <td>180 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>dlt25Iv1y</td>
  <td>365 calendar day interpolated implied volatility at the 25 delta</td>
</tr>
<tr>
  <td>exErnDlt25Iv10d</td>
  <td>
    10 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv20d</td>
  <td>
    20 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv30d</td>
  <td>
    30 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv60d</td>
  <td>
    60 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv90d</td>
  <td>
    90 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv6m</td>
  <td>
    180 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt25Iv1y</td>
  <td>
    365 calendar day interpolated implied volatility at the 25 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>dlt75Iv10d</td>
  <td>10 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv20d</td>
  <td>20 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv30d</td>
  <td>30 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv60d</td>
  <td>60 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv90d</td>
  <td>90 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv6m</td>
  <td>180 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>dlt75Iv1y</td>
  <td>365 calendar day interpolated implied volatility at the 75 delta</td>
</tr>
<tr>
  <td>exErnDlt75Iv10d</td>
  <td>
    10 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv20d</td>
  <td>
    20 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv30d</td>
  <td>
    30 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv60d</td>
  <td>
    40 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv90d</td>
  <td>
    50 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv6m</td>
  <td>
    180 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt75Iv1y</td>
  <td>
    365 calendar day interpolated implied volatility at the 75 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>dlt95Iv10d</td>
  <td>10 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv20d</td>
  <td>20 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv30d</td>
  <td>30 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv60d</td>
  <td>60 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv90d</td>
  <td>90 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv6m</td>
  <td>180 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>dlt95Iv1y</td>
  <td>365 calendar day interpolated implied volatility at the 95 delta</td>
</tr>
<tr>
  <td>exErnDlt95Iv10d</td>
  <td>
    10 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv20d</td>
  <td>
    20 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv30d</td>
  <td>
    30 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv60d</td>
  <td>
    60 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv90d</td>
  <td>
    90 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv6m</td>
  <td>
    180 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>exErnDlt95Iv1y</td>
  <td>
    365 calendar day interpolated implied volatility at the 95 delta with
    earnings effects removed
  </td>
</tr>
<tr>
  <td>fwd30_20</td>
  <td>
    The forward volatility extracted from the 30 day and 20 day implied
    volatility
  </td>
</tr>
<tr>
  <td>fwd60_30</td>
  <td>
    The forward volatility extracted from the 60 day and 30 day implied
    volatility
  </td>
</tr>
<tr>
  <td>fwd90_60</td>
  <td>
    The forward volatility extracted from the 90 day and 60 day implied
    volatility
  </td>
</tr>
<tr>
  <td>fwd180_90</td>
  <td>
    The forward volatility extracted from the 180 day and 90 day implied
    volatility
  </td>
</tr>
<tr>
  <td>fwd90_30</td>
  <td>
    The forward volatility extracted from the 90 day and 30 day implied
    volatility
  </td>
</tr>
<tr>
  <td>fexErn30_20</td>
  <td>
    The forward ex-earnings volatility extracted from the 30 day and 20 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fexErn60_30</td>
  <td>
    The forward ex-earnings volatility extracted from the 60 day and 30 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fexErn90_60</td>
  <td>
    The forward ex-earnings volatility extracted from the 90 day and 60 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fexErn180_90</td>
  <td>
    The forward ex-earnings volatility extracted from the 180 day and 90 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fexErn90_30</td>
  <td>
    The forward ex-earnings volatility extracted from the 90 day and 30 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>ffwd30_20</td>
  <td>
    The flat forward volatility extracted from the 30 day and 20 day implied
    volatility
  </td>
</tr>
<tr>
  <td>ffwd60_30</td>
  <td>
    The flat forward volatility extracted from the 60 day and 30 day implied
    volatility
  </td>
</tr>
<tr>
  <td>ffwd90_60</td>
  <td>
    The flat forward volatility extracted from the 90 day and 60 day implied
    volatility
  </td>
</tr>
<tr>
  <td>ffwd180_90</td>
  <td>
    The flat forward volatility extracted from the 180 day and 90 day
    implied volatility
  </td>
</tr>
<tr>
  <td>ffwd90_30</td>
  <td>
    The flat forward volatility extracted from the 90 day and 30 day implied
    volatility
  </td>
</tr>
<tr>
  <td>ffexErn30_20</td>
  <td>
    The flat forward ex-earnings volatility extracted from the 30 day and 20
    day implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>ffexErn60_30</td>
  <td>
    The flat forward ex-earnings volatility extracted from the 60 day and 30
    day implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>ffexErn90_60</td>
  <td>
    The flat forward ex-earnings volatility extracted from the 90 day and 60
    day implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>ffexErn180_90</td>
  <td>
    The flat forward ex-earnings volatility extracted from the 180 day and
    90 day implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>ffexErn90_30</td>
  <td>
    The flat forward ex-earnings volatility extracted from the 90 day and 30
    day implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fbfwd30_20</td>
  <td>
    The flat forward volatility divided by the forward volatility both
    extracted from the 30 day and 20 day implied volatility
  </td>
</tr>
<tr>
  <td>fbfwd60_30</td>
  <td>
    The flat forward volatility divided by the forward volatility both
    extracted from the 60 day and 30 day implied volatility
  </td>
</tr>
<tr>
  <td>fbfwd90_60</td>
  <td>
    The flat forward volatility divided by the forward volatility both
    extracted from the 90 day and 60 day implied volatility
  </td>
</tr>
<tr>
  <td>fbfwd180_90</td>
  <td>
    The flat forward volatility divided by the forward volatility both
    extracted from the 180 day and 90 day implied volatility
  </td>
</tr>
<tr>
  <td>fbfwd90_30</td>
  <td>
    The flat forward volatility divided by the forward volatility both
    extracted from the 90 day and 30 day implied volatility
  </td>
</tr>
<tr>
  <td>fbfexErn30_20</td>
  <td>
    The flat forward ex-earnings volatility divided by the forward
    ex-earnings volatility both extracted from the 30 day and 20 day implied
    ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fbfexErn60_30</td>
  <td>
    The flat forward ex-earnings volatility divided by the forward
    ex-earnings volatility both extracted from the 60 day and 30 day implied
    ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fbfexErn90_60</td>
  <td>
    The flat forward ex-earnings volatility divided by the forward
    ex-earnings volatility both extracted from the 90 day and 60 day implied
    ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fbfexErn180_90</td>
  <td>
    The flat forward ex-earnings volatility divided by the forward
    ex-earnings volatility both extracted from the 180 day and 90 day
    implied ex-earnings volatility
  </td>
</tr>
<tr>
  <td>fbfexErn90_30</td>
  <td>
    The flat forward ex-earnings volatility divided by the forward
    ex-earnings volatility both extracted from the 90 day and 30 day implied
    ex-earnings volatility
  </td>
</tr>
<tr>
  <td>impliedEarningsMove</td>
  <td>
    percentage stock move in the implied earnings effect to make the
    best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Cores

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>assetType</td>
  <td>
    characterizes stock as easy-to-borrow (ETB), hard-to-borrow (HTB),
    dividend paying, stock ETF or Index with these codes: 0 - ETB_NO_DIV 1 -
    HTB 2 - HTB_DIV_PAYING 3 - ETB_DIV_PAYING 4 - INDEX 5 - ETF 6 -
    VIX_STYLE_EX 7 - ETF_QDIV_ON_EX 8 - ETF_MDIV_ON_EX 9 - INDEX_AMER_EX
  </td>
</tr>
<tr>
  <td>priorCls</td> <td>closing price on the prior trading day</td>
</tr>
<tr>
  <td>pxAtmIv</td> <td>stock price taken at time of IV calculation</td>
</tr>
<tr>
  <td>mktCap</td>
  <td>
    market capitalization (shares outstanding * stock price) (in 000s)
  </td>
</tr>
<tr>
  <td>cVolu</td>
  <td>
    today’s call option volume for all strikes for the current trading day
  </td>
</tr>
<tr>
  <td>cOi</td> <td>total call open interest</td>
</tr>
<tr>
  <td>pVolu</td> <td>today’s put option volume for all strikes</td>
</tr>
<tr>
  <td>pOi</td> <td>total put open interest</td>
</tr>
<tr>
  <td>orFcst20d</td>
  <td>
    ORATS forecast of stock volatility for the next 20 days based on data
    with earnings taken out. The forecasts of the next 20 trading days of
    statistical/historical volatility are developed using short term
    ex-earnings historical volatility; ex earnings implied volatility and
    the IV HV relationships, related ETF HV IV relationships
  </td>
</tr>
<tr>
  <td>orIvFcst20d</td>
  <td>
    ORATS forecast of implied volatility in 20 days with earnings taken out.
    Could be compared to ORATS 20d IV implied volatility.The forecasts of
    the implied volatility in 20 trading days are developed using
    ex-earnings historical volatility; ex earnings implied volatility and
    the IV HV relationships, related ETF HV IV relationships
  </td>
</tr>
<tr>
  <td>orFcstInf</td>
  <td>
    ORATS forecast of the infinite implied volatility. Could be compared to
    actual implied volatility or actual infinite. The forecasts of the two
    year implied volatility are developed using long term ex-earnings
    historical volatility, ex-earnings implied volatility and the IV HV
    relationships, related ETF HV IV relationships
  </td>
</tr>
<tr>
  <td>orIvXern20d</td>
  <td>
    20 business day interpolated implied option volatility with earnings
    effect taken out (orIvXern)
  </td>
</tr>
<tr>
  <td>orIvXernInf</td>
  <td>
    ORATS long term implied volatility parameter solve of term structure at
    2 year out with 30 calendar day parameter and earnings effect out
  </td>
</tr>
<tr>
  <td>iv200Ma</td>
  <td>
    200 day moving average of the ORATS 20day ex-earn implied volatility
  </td>
</tr>
<tr>
  <td>atmIvM1</td>
  <td>implied volatility for the first standard expiration</td>
</tr>
<tr>
  <td>atmFitIvM1</td>
  <td>
    the at-the-money monthly fit volatility for month 1 using the term
    structure of the forecast and the implied at-the-money volatility
  </td>
</tr>
<tr>
  <td>atmFcstIvM1</td>
  <td>
    forecast of volatility for month 1 using the ex-earnings forecast plus
    the earnings effect at this days to expiration
  </td>
</tr>
<tr>
  <td>dtExM1</td>
  <td>
    days to expiration in month 1 standard expiration (not weekly or
    quarterly expirations)
  </td>
</tr>
<tr>
  <td>atmIvM2</td> <td>implied volatility for month 2</td>
</tr>
<tr>
  <td>atmFitIvM2</td>
  <td>at-the-money monthly fit volatility for month 2</td>
</tr>
<tr>
  <td>atmFcstIvM2</td> <td>forecast of volatility for month 2</td>
</tr>
<tr>
  <td>dtExM2</td> <td>days to expiration in month 2</td>
</tr>
<tr>
  <td>atmIvM3</td> <td>implied volatility for month 3</td>
</tr>
<tr>
  <td>atmFitIvM3</td>
  <td>at-the-money monthly fit volatility for month 3</td>
</tr>
<tr>
  <td>atmFcstIvM3</td> <td>forecast of volatility for month 3</td>
</tr>
<tr>
  <td>dtExM3</td> <td>days to expiration in month 3</td>
</tr>
<tr>
  <td>atmIvM4</td> <td>implied volatility for month 4</td>
</tr>
<tr>
  <td>atmFitIvM4</td>
  <td>at-the-money monthly fit volatility for month 4</td>
</tr>
<tr>
  <td>atmFcstIvM4</td> <td>forecast of volatility for month 4</td>
</tr>
<tr>
  <td>dtExM4</td> <td>days to expiration in month 4</td>
</tr>
<tr>
  <td>iRate5wk</td>
  <td>short term risk-free interest rate from treasuries</td>
</tr>
<tr>
  <td>iRateLt</td>
  <td>long term risk-free interest rate from treasuries</td>
</tr>
<tr>
  <td>px1kGam</td>
  <td>estimated cost of 1000 gamma per day for 30-day options</td>
</tr>
<tr>
  <td>volOfVol</td>
  <td>
    annualized standard deviation of daily (1day ORATS intraday vol)
    statistical volatility for one year
  </td>
</tr>
<tr>
  <td>volOfIvol</td>
  <td>
    annualized standard deviation of the ORATS ex-earnings 30 day implied.
  </td>
</tr>
<tr>
  <td>slope</td>
  <td>
    best-fit regression line through the strike volatilities adjusted to the
    tangent slope at the 50 delta. The slope is the change in the implied
    volatility for every 10 delta increase in the call delta
  </td>
</tr>
<tr>
  <td>slopeInf</td> <td>implied infinite slope</td>
</tr>
<tr>
  <td>slopeFcst</td>
  <td>
    ORATS forecast of the slope of implied volatility skew. Could be
    compared to the actual slope
  </td>
</tr>
<tr>
  <td>slopeFcstInf</td> <td>slope forecast infinite</td>
</tr>
<tr>
  <td>deriv</td>
  <td>
    derivative or curvature of the monthly strikes at 30 day interpolated.
    The derivative is the change in the slope for every 10 delta increase in
    the call delta
  </td>
</tr>
<tr>
  <td>derivInf</td> <td>derivative infinite implied</td>
</tr>
<tr>
  <td>derivFcst</td> <td>forecast derivative at 30 day interpolated</td>
</tr>
<tr>
  <td>derivFcstInf</td> <td>forecast infinite derivative</td>
</tr>
<tr>
  <td>mktWidthVol</td>
  <td>
    market width in implied vol points at the interpolated 30 days to
    expiration
  </td>
</tr>
<tr>
  <td>mktWidthVolInf</td>
  <td>
    market width in implied vol points at the interpolated 2 years to
    expiration
  </td>
</tr>
<tr>
  <td>cAddPrem</td> <td>deprecated item.</td>
</tr>
<tr>
  <td>pAddPrem</td> <td>deprecated item.</td>
</tr>
<tr>
  <td>rip</td>
  <td>dollar amount of options to start ignoring in delta calculation</td>
</tr>
<tr>
  <td>ivEarnReturn</td>
  <td>
    average of the volatility day of and day after earnings / implied day
    before divided by implied day before / implied day after
  </td>
</tr>
<tr>
  <td>fcstR2</td>
  <td>
    goodness of fit of the 20-day forecast to the 20-day future statistical
    volatility
  </td>
</tr>
<tr>
  <td>fcstR2Imp</td>
  <td>
    goodness of fit of the implied forecast vs actual implied in 20 days
  </td>
</tr>
<tr>
  <td>hiHedge</td> <td>deprecated item</td>
</tr>
<tr>
  <td>loHedge</td> <td>deprecated item</td>
</tr>
<tr>
  <td>stkVolu</td> <td>total stock volume for an underlyer</td>
</tr>
<tr>
  <td>avgOptVolu20d</td>
  <td>
    average for the last 20 days of total options volume for the symbol
  </td>
</tr>
<tr>
  <td>sector</td> <td>sector as derived by cusip number</td>
</tr>
<tr>
  <td>orHv1d</td> <td>1-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv5d</td> <td>5-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv10d</td> <td>10-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv20d</td> <td>20-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv60d</td> <td>60-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv90d</td> <td>90-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv120d</td> <td>120-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv252d</td> <td>252-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv500d</td> <td>500-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv1000d</td> <td>1000-day historical intraday volatility</td>
</tr>
<tr>
  <td>clsHv5d</td> <td>5-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv10d</td> <td>10-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv20d</td> <td>20-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv60d</td> <td>60-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv90d</td> <td>90-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv120d</td> <td>120-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv252d</td> <td>252-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv500d</td> <td>500-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv1000d</td> <td>1000-day historical close to close volatility</td>
</tr>
<tr>
  <td>iv20d</td> <td>20 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv30d</td> <td>30 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv60d</td> <td>60 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv90d</td> <td>90 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv6m</td> <td>6 month interpolated implied volatility</td>
</tr>
<tr>
  <td>clsPx1w</td>
  <td>stock price at the prior week (5 trading days ago)</td>
</tr>
<tr>
  <td>stkPxChng1wk</td>
  <td>stock price change over the prior week (5 trading days)</td>
</tr>
<tr>
  <td>clsPx1m</td>
  <td>stock price at the prior month (21 trading days ago)</td>
</tr>
<tr>
  <td>stkPxChng1m</td>
  <td>stock price change over the prior month (21 trading days)</td>
</tr>
<tr>
  <td>clsPx6m</td>
  <td>stock price at the prior 6 months (252/2) trading days ago</td>
</tr>
<tr>
  <td>stkPxChng6m</td>
  <td>stock price change over the prior 6 months (252/2) trading days</td>
</tr>
<tr>
  <td>clsPx1y</td>
  <td>stock price at the prior year (252 trading days ago)</td>
</tr>
<tr>
  <td>stkPxChng1y</td>
  <td>stock price change over the prior year (252 trading days)</td>
</tr>
<tr>
  <td>divFreq</td> <td>number of dividends per year</td>
</tr>
<tr>
  <td>divYield</td> <td>annualized dividends divided by stock price</td>
</tr>
<tr>
  <td>divGrwth</td> <td>slope of the forecasted dividends annualized</td>
</tr>
<tr>
  <td>divDate</td>
  <td>next dividend date is available through another subscription</td>
</tr>
<tr>
  <td>divAmt</td> <td>dividend amount.</td>
</tr>
<tr>
  <td>nextErn</td>
  <td>next earnings date is available through another subscription</td>
</tr>
<tr>
  <td>nextErnTod</td> <td>deprecated item</td>
</tr>
<tr>
  <td>lastErn</td> <td>last earnings date</td>
</tr>
<tr>
  <td>lastErnTod</td>
  <td>
    time of day earnings released: Before-2, After-3, During-4, Unknown-1
  </td>
</tr>
<tr>
  <td>absAvgErnMv</td>
  <td>
    average Earnings Move percentage: an average of the absolute values of
    the stock price moves corresponding to the time of the next earnings
    announcement
  </td>
</tr>
<tr>
  <td>impliedIee</td>
  <td>
    market implied earnings effect is found by solving for a term structure
    equation where the earnings effects adjust the months affected by
    earnings
  </td>
</tr>
<tr>
  <td>daysToNextErn</td> <td>deprecated item.</td>
</tr>
<tr>
  <td>tkOver</td>
  <td>0 - Not a takeover. 1 - A takeover or rumored takeover stock</td>
</tr>
<tr>
  <td>etfIncl</td>
  <td>ETFs where the symbol is a component pipe delimited if multiple</td>
</tr>
<tr>
  <td>bestEtf</td>
  <td>closest SPDR Sector ETF (default to SPY or RUT if none)</td>
</tr>
<tr>
  <td>sectorName</td> <td>short name of the sector</td>
</tr>
<tr>
  <td>correlSpy1m</td>
  <td>
    ORATS 30 day implied volatility ex-earnings (orIvXern) correlation with
    SPY one month
  </td>
</tr>
<tr>
  <td>correlSpy1y</td>
  <td>
    ORATS 30 day implied volatility ex-earnings (orIvXern) correlation with
    SPY one year
  </td>
</tr>
<tr>
  <td>correlEtf1m</td>
  <td>
    orIvXern correlation with the Best ETF 30 day IV over the last month
  </td>
</tr>
<tr>
  <td>correlEtf1y</td>
  <td>
    orIvXern correlation with the SPDR Sector ETF 30 day IV over the last
    year
  </td>
</tr>
<tr>
  <td>beta1m</td>
  <td>short term price beta with SPY for 30 calendar days</td>
</tr>
<tr>
  <td>beta1y</td> <td>long term price beta, 365 calendar days</td>
</tr>
<tr>
  <td>ivPctile1m</td>
  <td>percentile of the current orIvXern vs. month range</td>
</tr>
<tr>
  <td>ivPctile1y</td>
  <td>percentile of the current orIvXern vs. year range</td>
</tr>
<tr>
  <td>ivPctileSpy</td>
  <td>percentile of the current orIvXern / SPY vs. year range</td>
</tr>
<tr>
  <td>ivPctileEtf</td>
  <td>percentile of the current ETF orIvXern vs. year range</td>
</tr>
<tr>
  <td>ivStdvMean</td>
  <td>number of stdevs the orIvXern is away from mean for the year</td>
</tr>
<tr>
  <td>ivStdv1y</td> <td>standard deviation of the orIvXern for the year</td>
</tr>
<tr>
  <td>ivSpyRatio</td>
  <td>orIvXern divided by SPY 30 day ORATS implied volatility</td>
</tr>
<tr>
  <td>ivSpyRatioAvg1m</td>
  <td>
    orIvXern divided by SPY 30 day ORATS implied volatility 30 day average
  </td>
</tr>
<tr>
  <td>ivSpyRatioAvg1y</td>
  <td>
    orIvXern divided by SPY 30 day ORATS implied volatility one year average
  </td>
</tr>
<tr>
  <td>ivSpyRatioStdv1y</td>
  <td>
    orIvXern divided by SPY 30 day ORATS implied volatility one year
    standard deviation
  </td>
</tr>
<tr>
  <td>ivEtfRatio</td>
  <td>orIvXern divided by ETF 30 day ORATS implied volatility</td>
</tr>
<tr>
  <td>ivEtfRatioAvg1m</td>
  <td>
    orIvXern divided by ETF 30 day ORATS implied volatility 30 day average
  </td>
</tr>
<tr>
  <td>ivEtfRatioAvg1y</td>
  <td>
    orIvXern divided by ETF 30 day ORATS implied volatility one year average
  </td>
</tr>
<tr>
  <td>ivEtFratioStdv1y</td>
  <td>
    orIvXern divided by ETF 30 day ORATS implied volatility one year
    standard deviation
  </td>
</tr>
<tr>
  <td>ivHvXernRatio</td> <td>orIvXern / orHvXern20d Ratio</td>
</tr>
<tr>
  <td>ivHvXernRatio1m</td>
  <td>orIvXern / orHvXern20d Ratio vs monthly average</td>
</tr>
<tr>
  <td>ivHvXernRatio1y</td>
  <td>orIvXern / orHvXern20d Ratio vs yearly average</td>
</tr>
<tr>
  <td>ivHvXernRatioStdv1y</td>
  <td>orIvXern / orHvXern20d Ratio vs yearly range standard deviation</td>
</tr>
<tr>
  <td>etfIvHvXernRatio</td>
  <td>
    orIvXern / orHvXern20d Ratio divided by ETF 30day implied / orHv20d
    ratio.
  </td>
</tr>
<tr>
  <td>etfIvHvXernRatio1m</td>
  <td>
    orIvXern / orHvXern20d Ratio divided by ETF 30day implied / orHv20d
    ratio month average.
  </td>
</tr>
<tr>
  <td>etfIvHvXernRatio1y</td>
  <td>
    orIvXern / orHvXern20d Ratio divided by ETF 30day implied / orHv20d
    ratio year average
  </td>
</tr>
<tr>
  <td>etfIvHvXernRatioStdv1y</td>
  <td>
    orIvXern / orHvXern20d Ratio divided by ETF 30day implied / orHv20d
    ratio year standard deviation
  </td>
</tr>
<tr>
  <td>slopepctile</td> <td>one-year percentile for the slope</td>
</tr>
<tr>
  <td>slopeavg1m</td> <td>slope average for trailing month</td>
</tr>
<tr>
  <td>slopeavg1y</td> <td>slope average for trailing year</td>
</tr>
<tr>
  <td>slopeStdv1y</td> <td>standard deviation of the Slope</td>
</tr>
<tr>
  <td>etfSlopeRatio</td> <td>slope divided by ETF slope current</td>
</tr>
<tr>
  <td>etfSlopeRatioAvg1m</td>
  <td>slope divided by ETF slope month average</td>
</tr>
<tr>
  <td>etfSlopeRatioAvg1y</td>
  <td>slope divided by ETF slope year average</td>
</tr>
<tr>
  <td>etfSlopeRatioAvgStdv1y</td>
  <td>slope divided by ETF slope year standard deviation</td>
</tr>
<tr>
  <td>impliedR2</td>
  <td>
    regression formula goodness of fit of the 30 day ORATS implied
    volatility to the 20 day future statistical ex-earnings volatility
  </td>
</tr>
<tr>
  <td>contango</td>
  <td>
    short-term contango of at-the-money implied volatilities ex-earnings
  </td>
</tr>
<tr>
  <td>nextDiv</td> <td>next dividend amount</td>
</tr>
<tr>
  <td>impliedNextDiv</td>
  <td>next implied dividend given options prices put call parity</td>
</tr>
<tr>
  <td>annActDiv</td>
  <td>annual dividend from the next year of expected dividends</td>
</tr>
<tr>
  <td>annIdiv</td>
  <td>annual implied dividend given options prices put call parity</td>
</tr>
<tr>
  <td>borrow30</td>
  <td>
    implied hard-to-borrow interest rate at 30 days to expiration given
    options prices put call parity
  </td>
</tr>
<tr>
  <td>borrow2yr</td>
  <td>
    implied hard-to-borrow interest rate at two years to expiration given
    options prices put call parity
  </td>
</tr>
<tr>
  <td>error</td>
  <td>
    total weighted squared error times the confidence in the monthly implied
    volatility
  </td>
</tr>
<tr>
  <td>confidence</td>
  <td>
    total weighted confidence from the monthly implied volatilities derived
    from each month’s number of options and bid ask width of the options
    markets
  </td>
</tr>
<tr>
  <td>pxCls</td> <td>underlying price at the last close</td>
</tr>
<tr>
  <td>wksNextErn</td>
  <td>
    number of weeks until the next earnings announcement
  </td>
</tr>
<tr>
  <td>nextErnTod</td> <td>deprecated item</td>
</tr>
<tr>
  <td>ernMnth</td> <td>deprecated item</td>
</tr>
<tr>
  <td>avgOptVolu20d</td>
  <td>average option volume for all strikes over the last 20 days</td>
</tr>
<tr>
  <td>oi</td> <td>total open interest for all strikes.</td>
</tr>
<tr>
  <td>atmIvM1</td>
  <td>
    at-the-money implied volatility for month 1 interpolated using strikes
    weighted to at-the-money
  </td>
</tr>
<tr>
  <td>dtExM1</td> <td>days to expiration for month 1</td>
</tr>
<tr>
  <td>atmIvM2</td> <td>at-the-money implied volatility for month 2</td>
</tr>
<tr>
  <td>dtExm2</td> <td>Days to expiration for month 2</td>
</tr>
<tr>
  <td>atmIvM3</td> <td>at-the-money implied volatility for month 3</td>
</tr>
<tr>
  <td>dtExM3</td> <td>days to expiration for month 3</td>
</tr>
<tr>
  <td>atmIvM4</td> <td>at-the-money implied volatility for month 4</td>
</tr>
<tr>
  <td>dtExM4</td> <td>days to expiration for month 4</td>
</tr>
<tr>
  <td>straPxM1</td>
  <td>straddle price for month 1 closest to the money strikes</td>
</tr>
<tr>
  <td>straPxM2</td> <td>straddle price for month 2</td>
</tr>
<tr>
  <td>smoothStraPxM1</td>
  <td>
    straddle ORATS smooth theo for month 1 based on a smoothed line through
    all strikes
  </td>
</tr>
<tr>
  <td>smoothStrPxM2</td> <td>straddle ORATS smooth theo for month 2</td>
</tr>
<tr>
  <td>fcstStraPxM1</td> <td>straddle ORATS Forecast theo for month 1</td>
</tr>
<tr>
  <td>fcstStraPxM2</td> <td>straddle ORATS Forecast theo for month 2</td>
</tr>
<tr>
  <td>loStrikeM1</td>
  <td>low strike of the straddle or strangle for month 1</td>
</tr>
<tr>
  <td>hiStrikeM1</td>
  <td>high strike of the straddle or strangle for month 1</td>
</tr>
<tr>
  <td>loStrikeM2</td>
  <td>low strike of the straddle or strangle for month 2</td>
</tr>
<tr>
  <td>hiStrikeM2</td>
  <td>high strike of the straddle or strangle for month 2</td>
</tr>
<tr>
  <td>ernDate1</td> <td>historical earnings date back 1</td>
</tr>
<tr>
  <td>ernDate2</td> <td>historical earnings date back 2</td>
</tr>
<tr>
  <td>ernDate3</td> <td>historical earnings date back 3</td>
</tr>
<tr>
  <td>ernDate4</td> <td>historical earnings date back 4</td>
</tr>
<tr>
  <td>ernDate5</td> <td>historical earnings date back 5</td>
</tr>
<tr>
  <td>ernDate6</td> <td>historical earnings date back 6</td>
</tr>
<tr>
  <td>ernDate7</td> <td>historical earnings date back 7</td>
</tr>
<tr>
  <td>ernDate8</td> <td>historical earnings date back 8</td>
</tr>
<tr>
  <td>ernDate9</td> <td>historical earnings date back 9</td>
</tr>
<tr>
  <td>ernDate10</td> <td>historical earnings date back 10</td>
</tr>
<tr>
  <td>ernDate11</td> <td>historical earnings date back 11</td>
</tr>
<tr>
  <td>ernDate12</td> <td>historical earnings date back 12</td>
</tr>
<tr>
  <td>ernMv1</td> <td>percentage move for earnings date back 1</td>
</tr>
<tr>
  <td>ernMv2</td> <td>percentage move for earnings date back 2</td>
</tr>
<tr>
  <td>ernMv3</td> <td>percentage move for earnings date back 3</td>
</tr>
<tr>
  <td>ernMv4</td> <td>percentage move for earnings date back 4</td>
</tr>
<tr>
  <td>ernMv5</td> <td>percentage move for earnings date back 5</td>
</tr>
<tr>
  <td>ernMv6</td> <td>percentage move for earnings date back 6</td>
</tr>
<tr>
  <td>ernMv7</td> <td>percentage move for earnings date back 7</td>
</tr>
<tr>
  <td>ernMv8</td> <td>percentage move for earnings date back 8</td>
</tr>
<tr>
  <td>ernMv9</td> <td>percentage move for earnings date back 9</td>
</tr>
<tr>
  <td>ernMv10</td> <td>percentage move for earnings date back 10</td>
</tr>
<tr>
  <td>ernMv11</td> <td>percentage move for earnings date back 11</td>
</tr>
<tr>
  <td>ernMv12</td> <td>percentage move for earnings date back 12</td>
</tr>
<tr>
  <td>ernStraPct1</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 1
  </td>
</tr>
<tr>
  <td>ernStraPct2</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 2
  </td>
</tr>
<tr>
  <td>ernStraPct3</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 3
  </td>
</tr>
<tr>
  <td>ernStraPct4</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 4
  </td>
</tr>
<tr>
  <td>ernStraPct5</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 5
  </td>
</tr>
<tr>
  <td>ernStraPct6</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 6
  </td>
</tr>
<tr>
  <td>ernStraPct7</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 7
  </td>
</tr>
<tr>
  <td>ernStraPct8</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 8
  </td>
</tr>
<tr>
  <td>ernStraPct9</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 9
  </td>
</tr>
<tr>
  <td>ernStraPct10</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 10
  </td>
</tr>
<tr>
  <td>ernStraPct11</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 11
  </td>
</tr>
<tr>
  <td>ernStraPct12</td>
  <td>
    earn straddle price as a percent of the stock price for earnings date
    number 12
  </td>
</tr>
<tr>
  <td>ernEffct1</td> <td>earn effect for earnings date number 1</td>
</tr>
<tr>
  <td>ernEffct2</td> <td>earn effect for earnings date number 2</td>
</tr>
<tr>
  <td>ernEffct3</td> <td>earn effect for earnings date number 3</td>
</tr>
<tr>
  <td>ernEffct4</td> <td>earn effect for earnings date number 4</td>
</tr>
<tr>
  <td>ernEffct5</td> <td>earn effect for earnings date number 5</td>
</tr>
<tr>
  <td>ernEffct6</td> <td>earn effect for earnings date number 6</td>
</tr>
<tr>
  <td>ernEffct7</td> <td>earn effect for earnings date number 7</td>
</tr>
<tr>
  <td>ernEffct8</td> <td>earn effect for earnings date number 8</td>
</tr>
<tr>
  <td>ernEffct9</td> <td>earn effect for earnings date number 9</td>
</tr>
<tr>
  <td>ernEffct10</td> <td>earn effect for earnings date number 10</td>
</tr>
<tr>
  <td>ernEffct11</td> <td>earn effect for earnings date number 11</td>
</tr>
<tr>
  <td>ernEffct12</td> <td>earn effect for earnings date number 12</td>
</tr>
<tr>
  <td>orHv5d</td> <td>5-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv10d</td> <td>10-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv20d</td> <td>20-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv60d</td> <td>60-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv90d</td> <td>90-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv120d</td> <td>120-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv252d</td> <td>252-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv500d</td> <td>500-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv1000d</td> <td>1000-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHvXern5d</td>
  <td>
    5-day historical intraday volatility excluding day of and after earnings
    (5 observations less day of or day after earnings if applicable)
  </td>
</tr>
<tr>
  <td>orHvXern10d</td>
  <td>
    10-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern20d</td>
  <td>
    20-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern60d</td>
  <td>
    60-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern90d</td>
  <td>
    90-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern120d</td>
  <td>
    120-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern252d</td>
  <td>
    252-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern500d</td>
  <td>
    500-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern1000d</td>
  <td>
    1000-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHv5d</td> <td>5-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv10d</td> <td>10-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv20d</td> <td>20-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv60d</td> <td>60-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv90d</td> <td>90-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv120d</td> <td>120-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv252d</td> <td>252-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv500d</td> <td>500-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv1000d</td> <td>1000-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHvXern5d</td>
  <td>
    5-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern10d</td>
  <td>
    10-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern20d</td>
  <td>
    20-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern60d</td>
  <td>
    60-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern90d</td>
  <td>
    90-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern120d</td>
  <td>
    120-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern252d</td>
  <td>
    252-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern500d</td>
  <td>
    500-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern1000d</td>
  <td>
    1000-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>iv10d</td> <td>10 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv20d</td> <td>20 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv30d</td> <td>30 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv60d</td> <td>60 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv90d</td> <td>90 calendar day interpolated implied volatility</td>
</tr>
<tr>
  <td>iv6m</td> <td>6 month interpolated implied volatility</td>
</tr>
<tr>
  <td>iv1yr</td> <td>1 year interpolated implied volatility</td>
</tr>
<tr>
  <td>slope</td>
  <td>
    put call slope at the interpolated 30 calendar days of the tangent at 50
    delta
  </td>
</tr>
<tr>
  <td>fcstSlope</td>
  <td>ORATS forecasted 30 calendar day put/call slope</td>
</tr>
<tr>
  <td>fcstErnEffct</td>
  <td>
    ORATS forecasted earnings effect considers day of and day after
    earnings, seasonality, recentness, median and average of move divided by
    expected move
  </td>
</tr>
<tr>
  <td>absAvgErnMv</td>
  <td>
    absolute average percent earnings move 12 observations at the time of
    the historical earnings announcement
  </td>
</tr>
<tr>
  <td>ernMvStdv</td>
  <td>standard deviation of the 12 earnings moves absolute values</td>
</tr>
<tr>
  <td>impliedEe</td>
  <td>
    The implied earnings effect (percentage of expected normal move) to make
    the best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>impErnMv</td>
  <td>
    percentage stock move in the implied earnings effect to make the
    best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>impMth2ErnMv</td>
  <td>
    percentage stock move in the implied earnings effect to make the
    best-fit term structure of the month implied volatilities
  </td>
</tr>
<tr>
  <td>fairVol90d</td> <td>IV of the first earnings month</td>
</tr>
<tr>
  <td>fairXieeVol90d</td>
  <td>
    smoothed term structure ex-earnings Ivs at the front earnings month plus
    the solved earnings effect
  </td>
</tr>
<tr>
  <td>fairMth2XieeVol90d</td>
  <td>
    30 calendar day interpolated implied volatility with earnings effect out
    plus the additional IV earnings effect from the first earnings month
  </td>
</tr>
<tr>
  <td>impErnMv90d</td>
  <td>
    additional IV the front earnings month has over its ex-earnings IV
  </td>
</tr>
<tr>
  <td>impErnMvMth290d</td>
  <td>
    additional IV the second earnings month has over its ex-earnings IV
  </td>
</tr>
<tr>
  <td>exErnIv10d</td>
  <td>
    implied 10 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv20d</td>
  <td>
    implied 20 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv30d</td>
  <td>
    implied 30 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv60d</td>
  <td>
    implied 60 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv90d</td>
  <td>
    implied 90 calendar day interpolated implied volatility with earnings
    effect out
  </td>
</tr>
<tr>
  <td>exErnIv6m</td>
  <td>
    implied 6 month interpolated implied volatility with earnings effect out
  </td>
</tr>
<tr>
  <td>exErnIv1yr</td>
  <td>
    implied 1 year interpolated implied volatility with earnings effect out
  </td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Daily Price

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>clsPx</td>
  <td>closing stock price adjusted for splits and dividends</td>
</tr>
<tr>
  <td>hiPx</td>
  <td>high of day stock price adjusted for splits and dividends</td>
</tr>
<tr>
  <td>loPx</td>
  <td>low of day stock price adjusted for splits and dividends</td>
</tr>
<tr>
  <td>open</td>
  <td>opening stock price adjusted for splits and dividends</td>
</tr>
<tr>
  <td>stockVolume</td>
  <td>total stock volume of the day adjusted for splits and dividends</td>
</tr>
<tr>
  <td>unadjClsPx</td> <td>unadjusted closing stock price</td>
</tr>
<tr>
  <td>unadjHiPx</td> <td>unadjusted high of day stock price</td>
</tr>
<tr>
  <td>unadjLoPx</td> <td>unadjusted low of day stock price</td>
</tr>
<tr>
  <td>unadjOpen</td> <td>unadjusted opening stock price</td>
</tr>
<tr>
  <td>unadjStockVolume</td>
  <td>unadjusted total stock volume of the day</td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Historical Volatility

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>orHv1d</td> <td>1-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv5d</td> <td>5-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv10d</td> <td>10-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv20d</td> <td>20-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv30d</td> <td>30-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv60d</td> <td>60-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv90d</td> <td>90-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv100d</td> <td>100-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv120d</td> <td>120-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv252d</td> <td>252-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv500d</td> <td>500-day historical intraday volatility</td>
</tr>
<tr>
  <td>orHv1000d</td> <td>1000-day historical intraday volatility</td>
</tr>
<tr>
  <td>clsHv5d</td> <td>5-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv10d</td> <td>10-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv20d</td> <td>20-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv30d</td> <td>30-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv60d</td> <td>60-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv90d</td> <td>90-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv100d</td> <td>100-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv120d</td> <td>120-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv252d</td> <td>252-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv500d</td> <td>500-day historical close to close volatility</td>
</tr>
<tr>
  <td>clsHv1000d</td> <td>1000-day historical close to close volatility</td>
</tr>
<tr>
  <td>orHvXern5d</td>
  <td>
    5-day historical intraday volatility excluding day of and after earnings
  </td>
</tr>
<tr>
  <td>orHvXern10d</td>
  <td>
    10-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern20d</td>
  <td>
    20-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern30d</td>
  <td>
    30-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern60d</td>
  <td>
    460-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern90d</td>
  <td>
    90-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern100d</td>
  <td>
    100-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern120d</td>
  <td>
    120-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern252d</td>
  <td>
    252-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern500d</td>
  <td>
    500-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>orHvXern1000d</td>
  <td>
    1000-day historical intraday volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern5d</td>
  <td>
    5-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern10d</td>
  <td>
    10-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern20d</td>
  <td>
    20-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern30d</td>
  <td>
    30-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern60d</td>
  <td>
    60-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern90d</td>
  <td>
    90-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern100d</td>
  <td>
    100-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern120d</td>
  <td>
    120-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern252d</td>
  <td>
    252-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern500d</td>
  <td>
    500-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
<tr>
  <td>clsHvXern1000d</td>
  <td>
    1000-day historical close to close volatility excluding day of and after
    earnings
  </td>
</tr>
</tbody>
</table>

## Earnings History

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>earnDate</td> <td>earnings date</td>
</tr>
<tr>
  <td>anncTod</td>
  <td>
    time of day earnings released: Before=900, After=1630, During=1200,
    Unknown=2359
  </td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>

## Stock Split History

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>splitDate</td> <td>stock split date</td>
</tr>
<tr>
  <td>divisor</td> <td>ratio of stock split</td>
</tr>
</tbody>
</table>

## IV Rank

<table className="table-fixed">
<thead>
<tr>
  <th className="w-44">Field</th> <th>Definition</th>
</tr>
</thead>
<tbody>
<tr>
  <td>ticker</td> <td>underlying symbol</td>
</tr>
<tr>
  <td>tradeDate</td> <td>trade date</td>
</tr>
<tr>
  <td>iv</td> <td>implied volatility at 30 days interpolated</td>
</tr>
<tr>
  <td>ivRank1m</td>
  <td>
    A measure of implied volatility vs its past 1 month values, but it looks
    only at the highest and lowest values. Formula is (Current IV - 1 month
    Low IV) / (1 month Max - 1 month Min)
  </td>
</tr>
<tr>
  <td>ivPct1m</td>
  <td>
    A measure of implied volatility vs its past 1 month values. If IV
    percentile is 36% – It means that current IV value is higher than 36% of
    previous 1 month values (and lower than 64% of them).
  </td>
</tr>
<tr>
  <td>ivRank1y</td>
  <td>
    A measure of implied volatility vs its 1 year past values, but it looks
    only at the highest and lowest values. Formula is (Current IV - 1 yr Low
    IV) / (1 yr Max - 1 yr Min)
  </td>
</tr>
<tr>
  <td>ivPct1y</td>
  <td>
    A measure of implied volatility vs its past 1 year values. If IV
    percentile is 36% – It means that current IV value is higher than 36% of
    previous 1 year values (and lower than 64% of them).
  </td>
</tr>
<tr>
  <td>updatedAt</td> <td>date and time of data updated</td>
</tr>
</tbody>
</table>