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OptiTrainer/spyDataFake.js

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2020-02-27 18:38:52 -06:00
let fakeDta={"symbol":"SPY","status":"SUCCESS","underlying":null,"strategy":"SINGLE","interval":0,"isDelayed":false,"isIndex":false,"interestRate":2.42788,"underlyingPrice":314.085,"volatility":29,"daysToExpiration":0,"numberOfContracts":8640,"callExpDateMap":{"2020-02-26:0":{"275.0":[{"putCall":"CALL","symbol":"SPY_022620C275","description":"SPY Feb 26 2020 275 Call (Weekly)","exchangeName":"OPR","bid":38.56,"ask":39.56,"last":38.76,"mark":39.06,"bidSize":10,"askSize":10,"bidAskSize":"10X10","lastSize":0,"highPrice":0,"lowPrice":0,"openPrice":0,"closePrice":38.3,"totalVolume":0,"tradeDate":null,"tradeTimeInLong":1582657812929,"quoteTimeInLong":1582727401195,"netChange":-8.94,"volatility":97.743,"delta":0.996,"gamma":0.001,"theta":-0.105,"vega":0.002,"rho":0.007,"openInterest":45,"timeValue":-0.29,"theoreticalOptionValue":39.105,"theoreticalVolatility":29,"optionDeliverablesList":null,"strikePrice":275,"expirationDate":1582765200000,"daysToExpiration":0,"expirationType":"S","lastTradingDay":1582693200000,"multiplier":100,"settlementType":" ","deliverableNote":"","isIndexOption":null,"percentChange":-23.35,"markChange":0.76,"markPercentChange":1.98,"inTheMoney":true,"mini":false,"nonStandard":false}],"280.0":[{"putCall":"CALL","symbol":"SPY_022620C280","description":"SPY Feb 26 2020 280 Call (Weekly)","exchangeName":"OPR","bid":33.56,"ask":34.56,"last":32.67,"mark":34.06,"bidSize":10,"askSize":10,"bidAskSize":"10X10","lastSize":0,"highPrice":0,"lowPrice":0,"openPrice":0,"closePrice":33.32,"totalVolume":0,"tradeDate":null,"tradeTimeInLong":1582663870833,"quoteTimeInLong":1582727401195,"netChange":-10.06,"volatility":87.622,"delta":0.994,"gamma":0.001,"theta":-0.121,"vega":0.003,"rho":0.008,"openInterest":84,"timeValue":-1.38,"theoreticalOptionValue":34.11,"theoreticalVolatility":29,"optionDeliverablesList":null,"strikePrice":280,"expirationDate":1582765200000,"daysToExpiration":0,"expirationType":"S","lastTradingDay":1582693200000,"multiplier":100,"settlementType":" ","deliverableNote":"","isIndexOption":null,"percentChange":-30.21,"markChange":0.74,"markPercentChange":2.23,"inTheMoney":true,"mini":false,"nonStandard":false}],"281.0":[{"putCall":"CALL","symbol":"SPY_022620C281","description":"SPY Feb 26 2020 281 Call (Weekly)","exchangeName":"OPR","bid":32.56,"ask":33.56,"last":0,"mark":33.06,"bidSize":10,"askSize":10,"bidAskSize":"10X10","lastSize":0,"highPrice":0,"lowPrice":0,"openPrice":0,"closePrice":0,"totalVolume":0,"tradeDate":null,"tradeTimeInLong":0,"quoteTimeInLong":1582727401195,"netChange":0,"volatility":85.167,"delta":0.994,"gamma":0.001,"theta":-0.12,"vega":0.003,"rho":0.008,"openInterest":0,"timeValue":0.01,"theoreticalOptionValue":33.11,"theoreticalVolatility":29,"optionDeliverablesList":null,"strikePrice":281,"expirationDate":1582765200000,"daysToExpiration":0,"expirationType":"S","lastTradingDay":1582693200000,"multiplier":100,"settlementType":" ","deliverableNote":"","isIndexOption":null,"percentChange":0,"markChange":33.06,"markPercentChange":0,"inTheMoney":true,"mini":false,"nonStandard":false}],"282.0":[{"putCall":"CALL","symbol":"SPY_022620C282","description":"SPY Feb 26 2020 282 Call (Weekly)","exchangeName":"OPR","bid":31.56,"ask":32.56,"last":0,"mark":32.06,"bidSize":10,"askSize":10,"bidAskSize":"10X10","lastSize":0,"highPrice":0,"lowPrice":0,"openPrice":0,"closePrice":0,"totalVolume":0,"tradeDate":null,"tradeTimeInLong":0,"quoteTimeInLong":1582727401195,"netChange":0,"volatility":82.716,"delta":0.994,"gamma":0.001,"theta":-0.119,"vega":0.003,"rho":0.008,"openInterest":0,"timeValue":0.01,"theoreticalOptionValue":32.11,"theoreticalVolatility":29,"optionDeliverablesList":null,"strikePrice":282,"expirationDate":1582765200000,"daysToExpiration":0,"expirationType":"S","lastTradingDay":1582693200000,"multiplier":100,"settlementType":" ","deliverableNote":"","isIndexOption":null,"percentChange":0,"markChange":32.06,"markPercentChange":0,"inTheMoney":true,"mini":false,"nonStandard":false}],"283.0":[{"putCall":"CALL","symbol":"SPY_022620C283","description":"SPY Feb 26 2020 283 Call (Weekly)","exchangeName