derivitec.market_data.types.OptionVolPoint

class derivitec.market_data.types.OptionVolPoint(identifier=None, ask_vol=None, bid_vol=None, call_delta=None, claim_type=None, close_vol=None, delta=None, expiry=None, marked_vol=None, maturity=None, strike=None)

__init__(identifier=None, ask_vol=None, bid_vol=None, call_delta=None, claim_type=None, close_vol=None, delta=None, expiry=None, marked_vol=None, maturity=None, strike=None)

Parameters:

• identifier – The identifier

• ask_vol – The ask vol

• bid_vol – The bid vol

• call_delta – The call delta

• claim_type – The claim type

• close_vol – The close vol

• delta – The delta

• expiry – The expiry

• marked_vol – The marked vol

• maturity – The maturity

• strike – The strike

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([identifier, ask_vol, bid_vol, ...])
json_params()	JSON param names.
rebuild(content)	Recursive rebuild.
recursive_decompose(item)	Helper function to recursively convert some types to a suitable format for json.
to_dict()
typename()