Code Set
InTheMoneyConditionCodeSet
| ID | 2681 |
| Type | int |
| Pedigree | Added EP224 |
Specifies an option instrument's "in the money" condition.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| StandardITM | 0 | Standard in-the-money | The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put. | Added EP224 |
| ATMITM | 1 | At-the-money is in-the-money | The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior. | Added EP224 |
| ATMCallITM | 2 | At-the-money call is in-the-money | The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. | Added EP224 |
| ATMPutITM | 3 | At-the-money put is in-the-money | The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. | Added EP224 |
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