Field
LegOptionRatio
| ID (tag) | 1017 |
| Type | float |
| Pedigree | Added EP18 |
Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
Used in components:
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