Inheritance diagram for options_monitor.OptionsMonitor:
Public Member Functions | |
| def | __init__ (self, underlying, data_manager, rates) |
| def | initialize_all_options (self) |
| def | update_indices (self, options) |
| def | option_by_symbol (self, symbol) |
| def | options_by_expiry (self, expiry) |
| def | options_by_day (self, day) |
| def | options_by_contract (self, contract) |
| def | options_by_type (self, otype) |
| def | get_options_by_expiry (self, current_day, days_to_expiry=None, maturity=None, option_type kind=None) |
| def | days_available (self) |
| def | get_butterfly (self, day, kind, span, center=None, days_to_expiry=None, maturity=None) |
| def | get_straddle (self, day, center=None, moneyness_spread=0, days_to_expiry=None, min_dte=None, maturity=None) |
| def | get_bull_spread (self, day, spread_type, first_strike=None, second_strike=None, moneyness_spread=0.1, days_to_expiry=None, maturity=None) |
| def | get_naked_atm_option (self, day, otype, days_to_expiry=None, maturity=None) |
| def | get_naked_option (self, day, otype, moneyness_spread=None, days_to_expiry=None, min_dte=None, maturity=None) |
Public Attributes | |
| underlying | |
| data | |
| rates | |
Detailed Description
Computes which optins are available at what points in time.
Constructor & Destructor Documentation
◆ __init__()
| def options_monitor.OptionsMonitor.__init__ | ( | self, | |
| underlying, | |||
| data_manager, | |||
| rates | |||
| ) |
Okay, so we have to create all options now.
Member Function Documentation
◆ get_bull_spread()
| def options_monitor.OptionsMonitor.get_bull_spread | ( | self, | |
| day, | |||
| spread_type, | |||
first_strike = None, |
|||
second_strike = None, |
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moneyness_spread = 0.1, |
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days_to_expiry = None, |
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maturity = None |
|||
| ) |
Gets butterfly for a particular day.
◆ get_butterfly()
| def options_monitor.OptionsMonitor.get_butterfly | ( | self, | |
| day, | |||
| kind, | |||
| span, | |||
center = None, |
|||
days_to_expiry = None, |
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maturity = None |
|||
| ) |
Gets butterfly for a particular day.
◆ get_naked_atm_option()
| def options_monitor.OptionsMonitor.get_naked_atm_option | ( | self, | |
| day, | |||
| otype, | |||
days_to_expiry = None, |
|||
maturity = None |
|||
| ) |
Gets butterfly for a particular day.
◆ get_naked_option()
| def options_monitor.OptionsMonitor.get_naked_option | ( | self, | |
| day, | |||
| otype, | |||
moneyness_spread = None, |
|||
days_to_expiry = None, |
|||
min_dte = None, |
|||
maturity = None |
|||
| ) |
Gets butterfly for a particular day.
◆ get_options_by_expiry()
| def options_monitor.OptionsMonitor.get_options_by_expiry | ( | self, | |
| current_day, | |||
days_to_expiry = None, |
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maturity = None, |
|||
| option_type | kind = None |
||
| ) |
Returns options within certain days to expiry from current day.
◆ get_straddle()
| def options_monitor.OptionsMonitor.get_straddle | ( | self, | |
| day, | |||
center = None, |
|||
moneyness_spread = 0, |
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days_to_expiry = None, |
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min_dte = None, |
|||
maturity = None |
|||
| ) |
Gets butterfly for a particular day.
The documentation for this class was generated from the following file:
- options_monitor.py
