OptionContract

QuantConnect.Data.Market.OptionContract

OptionContract(security: ISecurityPrice)

OptionContract(
    contract_data: OptionUniverse,
    symbol_properties: SymbolProperties,
)

Bases: BaseContract

Defines a single option contract at a specific expiration and strike price

Signature descriptions:

Initializes a new instance of the OptionContract class
Initializes a new option contract from a given OptionUniverse instance

Parameters:

Name	Type	Description	Default
`security`	`Optional[ISecurityPrice]`	The option contract security	`None`
`contract_data`	`Optional[OptionUniverse]`	The option universe contract data to use as source for this contract	`None`
`symbol_properties`	`Optional[SymbolProperties]`	The contract symbol properties	`None`

strike

strike: float

Gets the strike price

scaled_strike

scaled_strike: float

Gets the strike price multiplied by the strike multiplier

right

right: OptionRight

Gets the right being purchased (call or put )

style

style: OptionStyle

Gets the option style

theoretical_price

theoretical_price: float

Gets the theoretical price of this option contract as computed by the IOptionPriceModel

implied_volatility

implied_volatility: float

Gets the implied volatility of the option contract as computed by the IOptionPriceModel

greeks

greeks: Greeks

Gets the greeks for this contract

open_interest

open_interest: float

Gets the open interest

last_price

last_price: float

Gets the last price this contract traded at

volume

volume: int

Gets the last volume this contract traded at

bid_price

bid_price: float

Gets the current bid price

bid_size

bid_size: int

Get the current bid size

ask_price

ask_price: float

Gets the ask price

ask_size

ask_size: int

Gets the current ask size

underlying_last_price

underlying_last_price: float

Gets the last price the underlying security traded at

symbol

symbol: Symbol

Gets the contract's symbol

id

id: SecurityIdentifier

The security identifier of the symbol

underlying_symbol

underlying_symbol: Symbol

Gets the underlying security's symbol

expiry

expiry: datetime

Gets the expiration date

time

time: datetime

Gets the local date time this contract's data was last updated

create

create(
    base_data: BaseData,
    security: ISecurityPrice,
    underlying: BaseData,
) -> OptionContract

create(
    end_time: Union[datetime, date],
    security: ISecurityPrice,
    underlying: BaseData,
) -> OptionContract

create(
    contract_data: OptionUniverse,
    symbol_properties: SymbolProperties,
) -> OptionContract

Signature descriptions:

Creates a OptionContract
Creates a new option contract from a given OptionUniverse instance, using its data to form a quote bar to source pricing data

Parameters:

Name	Type	Description	Default
`base_data`	`Optional[BaseData]`		`None`
`security`	`Optional[ISecurityPrice]`	Provides price properties for a Security	`None`
`underlying`	`Optional[BaseData]`	Last underlying security trade data	`None`
`end_time`	`Optional[Union[datetime, date]]`	local date time this contract's data was last updated	`None`
`contract_data`	`Optional[OptionUniverse]`	The option universe contract data to use as source for this contract	`None`
`symbol_properties`	`Optional[SymbolProperties]`	The contract symbol properties	`None`

Returns:

Type	Description
`OptionContract`	Option contract.

to_string

to_string() -> str

Returns a string that represents the current object.

Returns:

Type	Description
`str`	A string that represents the current object.