FX Options¶
Format¶
<CROSS CURRENCY> <EXPIRATION DATE> <FORWARD RATE> <C>|<P><STRIKE> <PREMIUM>
Examples¶
| Symbol |
|---|
MXNUSD 20161210 0.045 P0.040 1.2 |
Fields¶
| Parameter | Description |
|---|---|
<CROSS CURRENCY> |
ISO code for the cross currency pair. Any combination from the coverage currencies is supported |
<EXPIRATION DATE> |
String in YYYYMMDD format indicating the expiration date for the contract |
<FORWARD RATE> |
Double indicating the contracted exchange rate |
<C>\|<P> |
Indicates if a call (C) or put (P) option |
<STRIKE> |
The strike of the option |
<PREMIUM> |
The option premium. Used by Everysk to calculate the implied volatility for simulations |
The option symbology is always in reference to the first currency in the pair. For example, a put on MXNUSD is a put on the Mexican peso and a call on the US dollar.