Calculate Option Pricing

Build option spread pricing details

analysis_engine.build_option_spread_details.build_option_spread_details(trade_type, spread_type, option_type, close, num_contracts, low_strike, low_ask, low_bid, high_strike, high_ask, high_bid)

Calculate pricing information for supported spreads including max loss, max profit, and mid price (break even coming soon)

Parameters:

• trade_type – entry (TRADE_ENTRY) or exit (TRADE_EXIT) of a spread position
• spread_type – vertical bull (SPREAD_VERTICAL_BULL) and vertical bear (SPREAD_VERTICAL_BEAR) are the only supported calculations for now
• option_type – call (OPTION_CALL) or put (OPTION_PUT)
• close – closing price of the underlying asset
• num_contracts – integer number of contracts
• low_strike – float - strike for the low leg of the spread
• low_ask – float - ask price for the low leg of the spread
• low_bid – float - bid price for the low leg of the spread
• high_strike – float - strike for the high leg of the spread
• high_ask – float - ask price for the high leg of the spread
• high_bid – float - bid price for the high leg of the spread