StrikeValues

class sigtech.framework.strategies.rolling_options_strategy_base.StrikeValues

Possible values for strike inputs.

classmethod atm_percentage_offset(percent: Optional[float] = None)

Specify the strike as % offset from ATM.

classmethod fx_spot_percentage_offset(percent: Optional[float] = None)

Specify the strike of an FX option as % offset from spot.

classmethod fx_fwd_percentage_offset(percent: Optional[float] = None)

Specify the strike of an FX option as % offset from forward.