Event options
Build an option chain for each day from option events, such as the licensed ICE Endex TTF options, and view it strike by strike
Build an option chain for each day from option events, such as the licensed ICE Endex TTF options, and view it strike by strike
An EventOptions is options data (an option chain for each maturity) that is dynamically built from events.
What options data is in OpenDataDSL and how it is built from events
An Options variable holds the options for one ondate: a list of tenors (maturities), each with an option chain of strikes with the call and put values side by side.
Options data type, option chains per maturity
Defining options built from events, their settings, and reading option chains and single options in ODSL and the REST API
Upload the options your company holds and read only those options, with the market values and your position volume and traded price