Enum
Strategy
The classified options strategy a spread represents.
Values
STRATEGY_OTHER
0
The legs did not match a known strategy.
STRATEGY_SYNTHETIC
1
Synthetic.
STRATEGY_STRIP
2
Strip.
STRATEGY_STRAP
3
Strap.
STRATEGY_1_1_2
4
One by one by two.
STRATEGY_IRON_BUTTERFLY
5
Iron butterfly.
STRATEGY_IRON_CONDOR
6
Iron condor.
STRATEGY_CALL_CONDOR
7
Call condor.
STRATEGY_PUT_CONDOR
8
Put condor.
STRATEGY_JADE_LIZARD
9
Jade lizard.
STRATEGY_PUT_LADDER
10
Put ladder.
STRATEGY_CALL_LADDER
11
Call ladder.
STRATEGY_CALL_VERTICAL_SPREAD
12
Call vertical spread.
STRATEGY_PUT_VERTICAL_SPREAD
13
Put vertical spread.
STRATEGY_STRANGLE
14
Strangle.
STRATEGY_STRADDLE
15
Straddle.
STRATEGY_PUT_CALENDAR
16
Put calendar.
STRATEGY_CALL_CALENDAR
17
Call calendar.
STRATEGY_PUT_RATIO_SPREAD
18
Put ratio spread.
STRATEGY_CALL_RATIO_SPREAD
19
Call ratio spread.
STRATEGY_PUT_BACKSPREAD
20
Put backspread.
STRATEGY_CALL_BACKSPREAD
21
Call backspread.
STRATEGY_PUT_FRONTSPREAD
22
Put frontspread.
STRATEGY_CALL_FRONTSPREAD
23
Call frontspread.
STRATEGY_CALL_BUTTERFLY_SPREAD
24
Call butterfly spread.
STRATEGY_PUT_BUTTERFLY_SPREAD
25
Put butterfly spread.
STRATEGY_CALL
26
Single call.
STRATEGY_PUT
27
Single put.
STRATEGY_RISK_REVERSAL
28
Risk reversal.
STRATEGY_CALL_DIAGONAL_SPREAD_BULLISH
29
Deprecated, folded into STRATEGY_CALL_DIAGONAL_SPREAD.
STRATEGY_PUT_DIAGONAL_SPREAD_BULLISH
30
Deprecated, folded into STRATEGY_PUT_DIAGONAL_SPREAD.
STRATEGY_CALL_DIAGONAL_SPREAD_BEARISH
31
Deprecated, folded into STRATEGY_CALL_DIAGONAL_SPREAD.
STRATEGY_PUT_DIAGONAL_SPREAD_BEARISH
32
Deprecated, folded into STRATEGY_PUT_DIAGONAL_SPREAD.
STRATEGY_BOX_SPREAD
33
Box spread.
STRATEGY_STRADDLE_SWAP
34
Straddle swap.
STRATEGY_STRANGLE_SWAP
35
Strangle swap.
STRATEGY_RATIO_RISK_REVERSAL
36
Ratio risk reversal.
STRATEGY_TIME_BUTTERFLY
37
Time butterfly.
STRATEGY_JELLY_ROLL
38
Jelly roll.
STRATEGY_CALL_DIAGONAL_SPREAD
39
Call diagonal spread.
STRATEGY_PUT_DIAGONAL_SPREAD
40
Put diagonal spread.