Index Options¶
Format¶
IND:<TICKER> <EXPIRATION DATE> <C>|<P><STRIKE> <PREMIUM>
Examples¶
| Symbol |
|---|
IND:SPX 20170331 P2100 4.55 |
Fields¶
| Parameter | Description |
|---|---|
<TICKER> |
Simple ticker for the index |
<EXPIRATION DATE> |
String in YYYYMMDD format indicating the expiration date for the contract |
<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 |