Options Yields

The “Covered Call” strategy assumes the trader is long exactly one unit of underlying asset after proceeds from selling their call. (ex: Underlying price = $500, Trader position in underlying before selling the call = $475 Short $700 call proceeds = $25 Trader positioning in underlying after short call proceeds = $500 (one whole unit) RETURN CALCULATIONS Absolute Yield: $25/$475 Annualized Yield: $25/$475 (525,600 / minutes left until expiration) . The “Cash Secured Put” yield assumes the trader maintains enough cash on hand AFTER proceeds from selling the put. (ex: Trader’s cash position BEFORE selling put = $275 Short $300 Put Proceeds = $25 Trader cash balance AFTER short put proceeds = $300 (100% cash secured) RETURN CALCULATIONS Absolute Yield: $25/$275 Annualized Yield: $25/$275 (525,600 / minutes left until expiration).

payload.metadata.api-versionstringVersion of the API.
payload.data[index].timestampstringThis is the timestamp of dataset.
payload.data[index].instrumentNormalizedstringThis is the standardized instrument name.
payload.data[index].expirationTimestamptimestampThis is the expiration date for the underlying instrument.
payload.data[index].strikenumberThis is the instrument strike price.
payload.data[index].putCallstringThis is the flag for the instrument being a put or call.
payload.data[index].indexPricenumberThis is the spot market price at the time of the trade.
payload.data[index].markPricenumberThis is the instrument mark price.
payload.data[index].yieldStrategystringThis is the type of yield strategy used.
payload.data[index].annualizationnumberThis is the annualizing factor used to scale the absolute yield into an annualized yield. This value is calculated by 525,600 /. minutes remaining to expiration.
payload.data[index].absoluteYieldnumberThis is the absolute strategy yield. The yield is based on a fully collateralized strategy, using the received premium as part of the collateral.
payload.data[index].annualizedYieldnumberThis is the strategy yield once annualized.

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