OptionStrategyDefinitions
Bases: Object
Provides a listing of pre-defined OptionStrategyDefinition These definitions are blueprints for OptionStrategy instances. Factory functions for those can be found at OptionStrategies
ALL_DEFINITIONS: ImmutableList[OptionStrategyDefinition]
Collection of all OptionStrategyDefinitions
COVERED_CALL: OptionStrategyDefinition
Hold 1 lot of the underlying and sell 1 call contract
PROTECTIVE_CALL: OptionStrategyDefinition
Hold -1 lot of the underlying and buy 1 call contract
COVERED_PUT: OptionStrategyDefinition
Hold -1 lot of the underlying and sell 1 put contract
PROTECTIVE_PUT: OptionStrategyDefinition
Hold 1 lot of the underlying and buy 1 put contract
PROTECTIVE_COLLAR: OptionStrategyDefinition
Hold 1 lot of the underlying, sell 1 call contract and buy 1 put contract. The strike price of the short call is below the strike of the long put with the same expiration.
CONVERSION: OptionStrategyDefinition
Hold 1 lot of the underlying, sell 1 call contract and buy 1 put contract. The strike price of the call and put are the same, with the same expiration.
REVERSE_CONVERSION: OptionStrategyDefinition
Hold 1 lot of the underlying, sell 1 call contract and buy 1 put contract. The strike price of the call and put are the same, with the same expiration.
BEAR_CALL_SPREAD: OptionStrategyDefinition
Bear Call Spread strategy consists of two calls with the same expiration but different strikes. The strike price of the short call is below the strike of the long call. This is a credit spread.
BEAR_PUT_SPREAD: OptionStrategyDefinition
Bear Put Spread strategy consists of two puts with the same expiration but different strikes. The strike price of the short put is below the strike of the long put. This is a debit spread.
BULL_CALL_SPREAD: OptionStrategyDefinition
Bull Call Spread strategy consists of two calls with the same expiration but different strikes. The strike price of the short call is higher than the strike of the long call. This is a debit spread.
BULL_PUT_SPREAD: OptionStrategyDefinition
Method creates new Bull Put Spread strategy, that consists of two puts with the same expiration but different strikes. The strike price of the short put is above the strike of the long put. This is a credit spread.
STRADDLE: OptionStrategyDefinition
Straddle strategy is a combination of buying a call and buying a put, both with the same strike price and expiration.
SHORT_STRADDLE: OptionStrategyDefinition
Short Straddle strategy is a combination of selling a call and selling a put, both with the same strike price and expiration.
STRANGLE: OptionStrategyDefinition
Strangle strategy consists of buying a call option and a put option with the same expiration date. The strike price of the call is above the strike of the put.
SHORT_STRANGLE: OptionStrategyDefinition
Strangle strategy consists of selling a call option and a put option with the same expiration date. The strike price of the call is above the strike of the put.
BUTTERFLY_CALL: OptionStrategyDefinition
Short Butterfly Call strategy consists of two short calls at a middle strike, and one long call each at a lower and upper strike. The upper and lower strikes must both be equidistant from the middle strike.
SHORT_BUTTERFLY_CALL: OptionStrategyDefinition
Butterfly Call strategy consists of two long calls at a middle strike, and one short call each at a lower and upper strike. The upper and lower strikes must both be equidistant from the middle strike.
BUTTERFLY_PUT: OptionStrategyDefinition
Butterfly Put strategy consists of two short puts at a middle strike, and one long put each at a lower and upper strike. The upper and lower strikes must both be equidistant from the middle strike.
SHORT_BUTTERFLY_PUT: OptionStrategyDefinition
Short Butterfly Put strategy consists of two long puts at a middle strike, and one short put each at a lower and upper strike. The upper and lower strikes must both be equidistant from the middle strike.
CALL_CALENDAR_SPREAD: OptionStrategyDefinition
Call Calendar Spread strategy is a short one call option and long a second call option with a more distant expiration.
SHORT_CALL_CALENDAR_SPREAD: OptionStrategyDefinition
Short Call Calendar Spread strategy is long one call option and short a second call option with a more distant expiration.
PUT_CALENDAR_SPREAD: OptionStrategyDefinition
Put Calendar Spread strategy is a short one put option and long a second put option with a more distant expiration.
SHORT_PUT_CALENDAR_SPREAD: OptionStrategyDefinition
Short Put Calendar Spread strategy is long one put option and short a second put option with a more distant expiration.
IRON_BUTTERFLY: OptionStrategyDefinition
Iron Butterfly strategy consists of a short ATM call, a short ATM put, a long OTM call, and a long OTM put. The strike spread between ATM and OTM call and put are the same. All at the same expiration date.
SHORT_IRON_BUTTERFLY: OptionStrategyDefinition
Short Iron Butterfly strategy consists of a long ATM call, a long ATM put, a short OTM call, and a short OTM put. The strike spread between ATM and OTM call and put are the same. All at the same expiration date.
IRON_CONDOR: OptionStrategyDefinition
Iron Condor strategy is buying a put, selling a put with a higher strike price, selling a call and buying a call with a higher strike price. All at the same expiration date
SHORT_IRON_CONDOR: OptionStrategyDefinition
Short Iron Condor strategy is selling a put, buying a put with a higher strike price, buying a call and selling a call with a higher strike price. All at the same expiration date
BOX_SPREAD: OptionStrategyDefinition
Long Box Spread strategy is long 1 call and short 1 put with the same strike, while short 1 call and long 1 put with a higher, same strike. All options have the same expiry. expiration.
SHORT_BOX_SPREAD: OptionStrategyDefinition
Short Box Spread strategy is short 1 call and long 1 put with the same strike, while long 1 call and short 1 put with a higher, same strike. All options have the same expiry. expiration.
JELLY_ROLL: OptionStrategyDefinition
Jelly Roll is short 1 call and long 1 call with the same strike but further expiry, together with long 1 put and short 1 put with the same strike and expiries as calls.
SHORT_JELLY_ROLL: OptionStrategyDefinition
Short Jelly Roll is long 1 call and short 1 call with the same strike but further expiry, together with short 1 put and long 1 put with the same strike and expiries as calls.
BEAR_CALL_LADDER: OptionStrategyDefinition
Bear Call Ladder strategy is short 1 call and long 2 calls, with ascending strike prices in order, All options have the same expiry.
BEAR_PUT_LADDER: OptionStrategyDefinition
Bear Put Ladder strategy is long 1 put and short 2 puts, with descending strike prices in order, All options have the same expiry.
BULL_CALL_LADDER: OptionStrategyDefinition
Bull Call Ladder strategy is long 1 call and short 2 calls, with ascending strike prices in order, All options have the same expiry.
BULL_PUT_LADDER: OptionStrategyDefinition
Bull Put Ladder strategy is short 1 put and long 2 puts, with descending strike prices in order, All options have the same expiry.