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Derivatives

Designer Derivatives 00

The cube is used to obtain a list of options by a specified filter.

Incoming sockets
  • Instrument – the instrument, the underlying asset.

Outgoing sockets
  • Options - the list of options by the underlying asset.

Parameters
  • Option type – the option type can be Call option or Put option.

  • Expiry date - expiry date of option.

  • Strike (less) – the shift left (less) from the central strike. If the price is not set, then all strikes with a lower central value will be used. Shift is calculated in the strike steps, for example, if the strike step is 500 c.u., then the shift equal to 3 will be 1,500 c.u.

  • Strike (more) – the shift to the right (more) from the central strike. If the price is not set, then all strikes with a larger central value will be used. Shift is calculated in the strike steps, for example, if the strike step is 500 c.u., then the shift equal to 3 will be 1,500 c.u.

See Also

Other Resources