[//]: # (CLASS:OptionStatsRealtime)

[//]: # (KIND:object)

### OptionStatsRealtime

#### Properties

[//]: # (START_DEFINITION)

Name | Type | Description
------------ | ------------- | -------------
**impliedVolatility** | Number | The implied volatility of the contract calculated using the Black-Scholes Model.  
**delta** | Number | Delta represents the rate of change between the option's price and a $1 change in the underlying asset's price.  
**gamma** | Number | Gamma represents the rate of change between an option's delta and the underlying asset's price.  
**theta** | Number | Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option's time decay.  
**vega** | Number | Vega represents the rate of change between an option's value and the underlying asset's implied volatility.  
**underlyingPrice** | Number | The most recent trade price of the underlying asset.  

[//]: # (END_DEFINITION)