Q4-5: 選擇權相關data type為何?
Data type |
Explanation |
---|---|
MP |
Settlement price(mid of last bid/ask where no settlement published) |
VX |
Implied volatility trade weighted(the day’s volume) |
OS |
Strike price of the single option closest at the money at a day |
VM |
Volume of traded contracts |
OXPD |
Expiry date |
OXCP |
Exercise price |
OLOT |
Contract size |
VL |
Implied volatility for single options |