Search Framework:
Namespace: WealthLab.Backtest
Parent: Object

OptionSymExp holds a list strikes for an expiration date.

public DateTime Expiration { get; }

The expiration date for this instance of `OptionSymExp`.
public OptionSymExp(string optionSymbolRoot, DateTime expiration, List<double> strikes, bool isWeekly, double multiplier = 100, bool regularExpirationOnThursday = false)

Instantiante an OptionChain with the underlying symbol. Because Index options typically expire on Thursday before the Friday option expiration, specify if the chain class is for Index options by passing true to isIndex. Complete an option chain by creating OptionSymExp objects for each expiration and use the OptionChain.Add method to add them to the chain.

public bool IsWeekly { get; }

When true, identifies the expiration as a non-regular option expiration date.

public double Multiplier { get; }

Usually the multiplier is 100, but can be different for special cases.


public string OptionSymbolRoot { get; }

Example Code
Typically, the root is the underlier symbol for the option chain. In cases like weekly index options, the root (e.g., SPX) can be different (e.g., SPXW). 

### Expiration

public bool RegularExpirationsOnThursday { get; set; }

Regular expiry on Thursday

public List<double> Strikes { get; }

The list of Strikes for this Expiration. In some cases, option chains delivered by a broker includes only one list of strikes for all expirations. In this case, simply duplicate the same list of strikes for each OptionSymExp.Expiration.