ExchangeTradedOption

class sigtech.framework.instruments.options.ExchangeTradedOption

Baseclasses: OptionBase

Subclasses: EquityIndexOption, CommodityFutureOption, BondFutureOption

Class to represent a listed, exchange-traded option contract.

contract_size: Optional[float]

contract_units: Optional[str]

property data_point: DataPoint

Field used when retrieving history.

exercise_type: Optional[Literal['European', 'American']]

property greek_fields

Additional fields used for risk management.

property underlying_fields: list[str]

Additional fields used for risk management.

classmethod construct_name(underlying, maturity_date, option_type, strike, env: Optional[ConfiguredEnvironment] = None) → str

Object name given underlying, maturity and strike info.

Parameters:

• underlying – Name of the underlying.

• maturity_date – Maturity date.

• option_type – Type of the option.

• strike – Strike value.

• env – Configured environment (optional).

Returns:

str.