Strikes
The cube is used to obtain a list of options by a specified filter.
Incoming sockets
Incoming sockets
- Instrument – the instrument, the underlying asset.
Outgoing sockets
Outgoing sockets
- Options - the list of options by the underlying asset.
Parameters
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.