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OptionSymExp
Namespace: WealthLab.Data
Parent: Object

The OptionSymExp class represents the available strikes for a particular option expiration. OptionSymExp instances are typically added to an OptionChain to construct a complete option chain.

Constructors
OptionSymExp
public OptionSymExp(string optionSymbolRoot, DateTime expiration, List<double> strikes, bool isWeekly, double multiplier = 100, bool regularExpirationOnThursday = false)
public OptionSymExp(string optionSymbolRoot, DateTime expiration, bool isWeekly, double multiplier = 100, bool regularExpirationOnThursday = false)

Creates an OptionSymExp for the specified option symbol root and expiration. The first constructor accepts the available strikes for the expiration. The strikes are automatically sorted in ascending order. The second constructor creates an OptionSymExp without a strike list. This is useful for Providers that initially supply expiration dates and retrieve strikes later on demand. Use isWeekly to indicate that the expiration is a non-regular expiration. The multiplier defaults to 100. Set regularExpirationOnThursday to true for markets whose regular option expiration occurs on Thursday.



Members
Expiration
public DateTime Expiration

Returns the expiration date represented by this OptionSymExp.


IsWeekly
public bool IsWeekly

Returns true if this is a non-regular option expiration, such as a weekly or daily expiration.


Key
public string Key()

Returns a string that uniquely identifies this OptionSymExp by combining its OptionSymbolRoot and Expiration. The key has the following format:

OptionSymbolRoot@yyMMdd

For example, an SPXW expiration on August 28, 2026 would return:

SPXW@260828

Multiplier
public double Multiplier

Returns the contract multiplier for this option expiration. The default multiplier is 100, although Providers can specify a different value for contracts that use a different multiplier.


OptionSymbolRoot
public string OptionSymbolRoot

Returns the option symbol root associated with this expiration. The option symbol root is typically the same as the underlying symbol, but it can differ. For example, SPX weekly options can use SPXW as their option symbol root.


RegularExpirationsOnThursday
public bool RegularExpirationsOnThursday

Indicates whether regular option expirations for this OptionSymExp occur on Thursday rather than Friday. This can be used for markets or contracts whose regular expiration conventions differ from the standard Friday expiration.


Strikes
public List<double> Strikes

Gets or sets the list of available strike prices for this expiration. When supplied to the constructor, the strike values are sorted in ascending order. Some Providers return a single common list of strikes for all expirations; in this case, the same strike list can be supplied to each OptionSymExp. The property can also be assigned after construction, which is useful for Providers that retrieve strikes on demand.