Description

Type: int

Specifies an option instrument's "in the money" condition.

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.

Used In