IndexOptionSymbol

QuantConnect.Securities.IndexOption.IndexOptionSymbol

Bases: Object

Index Option Symbol

SUPPORTED_INDEX_OPTION_TICKERS: HashSet[str] = ...

Supported index option tickers

get_expiry_date(
    ticker: str, last_trading_date: Union[datetime, date]
) -> datetime

Returns the expiry date for the given index option ticker and last trading date

get_last_trading_date(
    ticker: str, expiration_date: Union[datetime, date]
) -> datetime

Returns the last trading date for the given index option ticker and expiration date

is_index_option(ticker: str) -> bool

Checks if the ticker provided is a supported Index Option

Parameters:

Name	Type	Description	Default
`ticker`	`str`	Ticker of the index option	required

Returns:

Type	Description
`bool`	true if the ticker matches an index option's ticker.

is_standard(
    symbol: Union[Symbol, str, BaseContract],
) -> bool

Determines if the Index Option Symbol is for a monthly contract

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	Index Option Symbol	required

Returns:

Type	Description
`bool`	True if monthly contract, false otherwise.

map_to_underlying(index_option: str) -> str

Maps an index option ticker to its underlying index ticker

Parameters:

Name	Type	Description	Default
`index_option`	`str`	Index option ticker to map to the underlying	required

Returns:

Type	Description
`str`	Index ticker.