Description
Type: int
Specifies an option instrument's "in the money" condition in general terms.
Valid values:
-
0 = Standard in-the-money
The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put.
-
1 = At-the-money is in-the-money
The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior.
-
2 = At-the-money call is in-the-money
The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.
-
3 = At-the-money put is in-the-money
The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior.