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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

Last updated : November 11, 2022 - 7:16am