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MassiveOptionSnapshot

rustrade_data::exchange::massive

Struct MassiveOptionSnapshot 

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#[non_exhaustive]
pub struct MassiveOptionSnapshot {
    pub contract: MassiveOptionContract,
    pub greeks: Option<OptionGreeks>,
    pub implied_volatility: Option<f64>,
    pub open_interest: Option<u64>,
    pub break_even_price: Option<Decimal>,
    pub day: Option<OptionDayBar>,
    pub last_quote: Option<OptionQuote>,
    pub last_trade: Option<OptionTrade>,
    pub underlying: Option<UnderlyingAsset>,
}
Expand description

Option snapshot with Greeks and market data from Massive.

Returned by the snapshot endpoints. Requires Options Starter+ subscription.

§Note on Greeks

Greeks may be None for deep ITM options or when the exchange doesn’t compute them. Rho is NOT available from Massive.

implied_volatility is exposed at the snapshot level because Massive may return IV even when no greeks block is present (deep ITM case).

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§contract: MassiveOptionContract

Contract details.

§greeks: Option<OptionGreeks>

Greeks values (delta, gamma, theta, vega).

§implied_volatility: Option<f64>

Implied volatility. May be present even when greeks is None.

§open_interest: Option<u64>

Open interest (end of day).

§break_even_price: Option<Decimal>

Break-even price.

§day: Option<OptionDayBar>

Daily OHLCV data.

§last_quote: Option<OptionQuote>

Last quote (bid/ask).

§last_trade: Option<OptionTrade>

Last trade.

§underlying: Option<UnderlyingAsset>

Underlying asset price and metrics.

Trait Implementations§

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impl Clone for MassiveOptionSnapshot

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for MassiveOptionSnapshot

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl PartialEq for MassiveOptionSnapshot

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fn eq(&self, other: &Self) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl StructuralPartialEq for MassiveOptionSnapshot

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