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Module option_chain

Module option_chain 

Source
Expand description

Option chain data types for aggregated option series snapshots.

Structs§

OptionChainSlice
A point-in-time snapshot of an option chain for a single series.
OptionGreeks
Exchange-provided option Greeks and implied volatility for a single instrument.
OptionStrikeData
Combined quote and Greeks data for a single strike in an option chain.

Enums§

StrikeRange
Defines which strikes to include in an option chain subscription.