TagField NameAbbr nameData TypeUnion DatatypeDescriptionPedigree
2681InTheMoneyConditionITMCondint

Specifies an option instrument's in the money condition.


InTheMoneyConditionCodeSet
0=

Standard in-the-money

The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put.

Added EP224 [StandardITM]
1=

At-the-money is in-the-money

The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior.

Added EP224 [ATMITM]
2=

At-the-money call is in-the-money

The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.

Added EP224 [ATMCallITM]
3=

At-the-money put is in-the-money

The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.

Added EP224 [ATMPutITM]
Added EP224

Used in components:
[Instrument]