Parent: Object
OptionSymExp holds a list strikes for an expiration date.
public DateTime Expiration { get; }
The expiration date for this instance of `OptionSymExp`.
Instantiante an OptionChain
with the underlying symbol. Because Index options typically expire on Thursday before the Friday option expiration, specify if the chain class is for Index options by passing true to isIndex. Complete an option chain by creating OptionSymExp
objects for each expiration and use the OptionChain.Add
method to add them to the chain.
When true, identifies the expiration as a non-regular option expiration date.
Usually the multiplier is 100, but can be different for special cases.
public string OptionSymbolRoot { get; }
Typically, the root is the underlier symbol for the option chain. In cases like weekly index options, the root (e.g., SPX) can be different (e.g., SPXW). ### Expiration
Regular expiry on Thursday
The list of Strikes for this Expiration. In some cases, option chains delivered by a broker includes only one list of strikes for all expirations. In this case, simply duplicate the same list of strikes for each OptionSymExp.Expiration
.