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 |
最近更新日期 : November 11, 2022 - 7:16am
