def set_strike(self, val):
""" Specifies a strike price """
d = {}
for dic in self.data:
if parse(dic['strike']) == val and val in self.strikes:
d = dic
break
if d:
self._price = parse(d.get('p')) or d.get('lastPrice')
self.id = d.get('cid')
self.exchange = d.get('e')
self._bid = parse(d.get('b')) or d.get('bid', 0)
self._ask = parse(d.get('a')) or d.get('ask', 0)
self.strike = parse(d['strike'])
self._change = parse(d.get('c')) or d.get('change',
0) # change in currency
self._cp = parse(d.get('cp', 0)) or d.get('percentChange',
0) # percentage change
self._volume = parse(d.get('vol')) or d.get('volume', 0)
self._open_interest = parse(d.get('oi')) or d.get(
'openInterest', 0)
self.code = d.get('s') or d.get('contractSymbol')
self.itm = (
(self.__class__.Option_type == 'Call'
and self.underlying.price > self.strike)
or (self.__class__.Option_type == 'Put'
and self.underlying.price < self.strike)) # in the money
self.BandS = BlackandScholes(self.underlying.price,
self.strike, self.T, self._price,
self.rate(self.T),
self.__class__.Option_type, self.q)
else:
raise LookupError('No options listed for given strike price.')
def set_strike(self, val):
d = {}
for dic in self.data:
if parse(dic['strike']) == val and val in self.strikes:
d = dic
break
if d:
self._price = parse(d['p'])
self.id = d['cid']
self.exchange = d['e']
self._bid = parse(d['b'])
self._ask = parse(d['a'])
self.strike = parse(d['strike'])
self._change = parse(d.get('c', 0)) # change in currency
self._cp = parse(d.get('cp', 0)) # percentage change
self._volume = parse(d['vol'])
self._open_interest = parse(d['oi'])
self.code = d['s']
self.ticker = self.code[:-15]
self.BandS = BlackandScholes(
self.underlying.price,
self.strike,
self.T,
self._price,
rate(self.T),
self.__class__.Option_type,
self.q
)
else:
raise LookupError('No options listed for given strike price.')