OptionSymbol

QuantConnect.Securities.Option.OptionSymbol

Bases: Object

Static class contains common utility methods specific to symbols representing the option contracts

get_last_day_of_trading

get_last_day_of_trading(
    symbol: Union[Symbol, str, BaseContract],
) -> datetime

Returns the last trading date for the option contract

Parameters:

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

get_settlement_date_time

get_settlement_date_time(
    symbol: Union[Symbol, str, BaseContract],
) -> datetime

Returns the settlement date time of the option contract.

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The option contract symbol	required

Returns:

Type	Description
datetime	The settlement date time.

is_option_contract_expired

is_option_contract_expired(
    symbol: Union[Symbol, str, BaseContract],
    current_time_utc: Union[datetime, date],
) -> bool

Returns true if the option contract is expired at the specified time

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract]	The option contract symbol	required
current_time_utc	Union[datetime, date]	The current time (UTC)	required

Returns:

Type	Description
bool	True if the option contract is expired at the specified time, false otherwise.

is_standard

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

Returns true if the option is a standard contract that expires 3rd Friday of the month

Parameters:

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

is_standard_contract

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

Returns true if the option is a standard contract that expires 3rd Friday of the month

Parameters:

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

is_weekly

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

Returns true if the option is a weekly contract that expires on Friday , except 3rd Friday of the month

Parameters:

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

map_to_underlying

map_to_underlying(
    option_ticker: str, security_type: SecurityType
) -> str

Maps the option ticker to it's underlying

Parameters:

Name	Type	Description	Default
option_ticker	str	The option ticker to map	required
security_type	SecurityType	The security type of the option or underlying	required

Returns:

Type	Description
str	The underlying ticker.