Event options
Event options build an option chain for each day from option events: for every tenor, a table of strikes with the call and put values side by side. Each event is one option on one day: a tenor, a strike, call or put, and its values, such as settlement price, volatility and delta. See Options for how options data works on the platform.
Northgate reads the ICE Endex TTF options from common data, in the list ICE.NDEX.EFO:OPTIONS (dataset ICE.NDEX_OPT.EFO). Priya has already defined NGE.GAS.TTF:EFO_OPTIONS on the TTF gas record.
Defining event options
Open the list and select the Event options tab, then New (or select a saved one to change it).
| Field | Example | Notes |
|---|---|---|
| Keep it on the master data record | NGE.GAS.TTF | A private record. The ICE list is in common data, so a record must be chosen. |
| Tenor field | absolute | The contract of each option, such as 2026M12. |
| Strike field | STRIKE_PRICE | |
| Call or put field | CONTRACT_TYPE | |
| Call value and Put value | C, P | The values of that field for calls and puts. CALL and PUT are also understood. |
| Main value | SETTLEMENT_PRICE | The value charted against the strike. |
| Columns | SETTLEMENT_PRICE, OPTION_VOLATILITY, DELTA_FACTOR, OPEN_INTEREST | The fields shown for each call and put, in order. |
| Holiday calendar, Timezone, Currency, Units | EUR, MWh | |
| Only events where | Optional JSON filter on the events. |
The fields are filled in from the list's events when you select New: the ICE field names are recognised.
The option chain
When a saved definition is opened, Built option chain shows what the platform builds. Choose the Ondate and the Tenor. The chart plots the main value of the calls and the puts against the strike, and the table below shows the chain: the call columns on the left, the strike in the middle and the put columns on the right.
CSV (all tenors) downloads every tenor, strike and side with the columns.
Previewing from the events
Preview from the events builds the chain in the browser from one day's events, as for event curves, so a new or changed definition can be checked before it is saved.
If the preview finds no options, check the tenor, strike and call or put fields, and the call and put values.