Message

FlexOption

An exchange traded option created with investor selected terms instead of the fixed terms of an existing standard series. Investors choose the strike, expiration, and exercise style and their broker solicits prices from market participants.

fields9 used byFlexConsolidationused byFlexOptionState

▶Proto definition.proto

message FlexOption {
  Ticker ticker = 1;
  string flex_ticker = 2;
  string option_symbol = 3;
  int32 strike = 4;
  string expiry = 5;
  OptionType type = 6;
  FlexOption.Settlement settlement = 7;
  FlexOption.ExerciseStyle exercise_style = 8;
  FlexOption.Delivery delivery = 9;
}

Fields

ticker Ticker 1

Underlying ticker of the FLEX option contract.

flex_ticker string 2

FLEX ticker assigned by OCC.

option_symbol string 3

OSI symbol of the FLEX option contract.

strike int32 4

Strike price in thousandths of a dollar.

expiry string 5

Expiration date in YYYY-MM-DD.

type OptionType 6

Call or put.

settlement FlexOption.Settlement 7

Settlement timing or calculation method.

exercise_style FlexOption.ExerciseStyle 8

Exercise style of the contract.

delivery FlexOption.Delivery 9

Delivery method of the contract.