{ "$schema": "http://json-schema.org/draft-07/schema#", "$id": "https://developer.tastytrade.com/schemas/market-metrics/MarketMetricInfo", "title": "MarketMetricInfo", "type": "object", "properties": { "symbol": { "description": "Symbol", "type": "string" }, "implied-volatility-index": { "description": "IV Index of underlying", "type": "number", "format": "float" }, "implied-volatility-index-5-day-change": { "description": "5 day change of IV index of underlying", "type": "number", "format": "float" }, "implied-volatility-rank": { "description": "IV Rank of underlying", "type": "number", "format": "float" }, "implied-volatility-percentile": { "description": "IV percentile of underlying", "type": "number", "format": "float" }, "liquidity": { "description": "liquidity of underlying", "type": "number", "format": "float" }, "liquidity-rank": { "description": "liquidity rank of underlying", "type": "number", "format": "float" }, "liquidity-rating": { "description": "liquidity rating of underlying", "type": "number", "format": "int32" }, "option-expiration-implied-volatilities": { "description": "List of option volatility data", "type": "array", "items": { "type": "object", "properties": { "expiration-date": { "description": "Option expiration date", "type": "string", "format": "date-time" }, "settlement-type": { "description": "AM or PM settlement", "type": "string" }, "option-chain-type": { "description": "Option chain type i.e. Standard or Non-standard.", "type": "string" }, "implied-volatility": { "description": "Implied volatility of option expiration", "type": "number", "format": "double" } } } } }, "description": "Includes underlying volatility and liquidity data as well as option volatility data." }