| 2684 | DerivativeInTheMoneyCondition | ITMCond | int | | Specifies an option instrument's in the money condition in general terms.
See InTheMoneyCondition(2681) for complete definition.
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
Updated EP271
|