Code
| Description
| Adjust
| Method
| App.
|
STRIKE
| Strike price. Also known as exercise price.
| Yes
| Edit†
| O
|
OPRICE
| Option price, as determined by the value set in the OBATE field.
| Yes
| Edit
| O
|
OBATE
| Option price used to calculate Implied Volatility.
| Yes
| Menu
| PUO
|
UPRICE
| Underlying price determined by the value set in the UBATE field.
| Yes
| Edit
| UO
|
UBATE
| The price of the underlying instrument used in pricing model. The price passed
to the pricing model is determined by this code.
| Yes
| Menu
| PUO
|
OPTAUPRICE
| Underlying price at the time of an option’s last ask
| Yes
| Edit
| PUO
|
OPTBUPRICE
| Underlying price at the time of an option’s last bid
| Yes
| Edit
| PUO
|
OPTUPRICE
| Underlying price at the time of the most recent option price (bid, ask, or
last).
| Yes
| Edit
| PUO
|
MID
| Mid point of bid and ask.
| Yes
| Edit
| O
|
BASE
| Base for certain interest rate futures, where the quoted futures price is
derived by subtracting the discount yield from a base.
| Yes
| Edit
| UO
|
OFFSET
| Optional Adjustment to Underlying price. This field is added to UPRICE when
pricing an option with a different underlying instrument. Used for pricing the
futures options when the contract of one month is used as the underlying of the
options on a future of a different month. Also used when valuing index options
(OEX) with index futures (SP) used as the underlying. The default value
displayed is derived using the put-call-parity relationship. This value only affects
the option pricing model when it is locked or when you are using a different
underlying than the option’s true underlying in the pricing model.
| Yes
| Edit
| UO
|
