Module: IB::Symbols::Options

Extended by:
IB::Symbols
Defined in:
lib/ib/symbols/options.rb

Constant Summary

Constants included from IB::Symbols

VERSION

Class Method Summary collapse

Methods included from IB::Symbols

[], add_contract, all, allocate_collection, bunch, contracts, hardcoded?, method_missing, print_all, purge_collection, read_collection, remove_contract, set_origin, store_collection, to_human

Class Method Details

.contracts ⇒ Object

usage: IB::Symbols::Options.stoxx.merge( strike: 3300, expiry: 202304 )



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# File 'lib/ib/symbols/options.rb', line 10

def self.contracts
  @contracts ||= {
    stoxx:  IB::Option.new(symbol: :ESTX50,
                           expiry: IB::Symbols::Futures.next_expiry ,
                           right: :put,
                           trading_class: 'OESX',
                           currency: 'EUR',
                           exchange: 'EUREX',
                           description: "Monthly settled ESTX50  Options"),
    spx:  IB::Option.new(  symbol: :SPX,
                           expiry: IB::Symbols::Futures.next_expiry ,
                           right: :put,
                           trading_class: 'SPX',
                           currency: 'USD',
                           exchange: 'SMART',
                           description: "Monthly settled SPX options"),
   spxw:  IB::Option.new(  symbol: :SPX,
                           expiry: IB::Symbols::Futures.next_expiry ,
                           right: :put,
                           trading_class: 'SPXW',
                           currency: 'USD', exchange: 'SMART',
                           description: "Daily settled SPX options"),
			  :spy => IB::Option.new( :symbol   => :SPY,
                          :expiry   => IB::Symbols::Futures.next_expiry,
                          :right    => :put,
                          :currency => "USD",
										:exchange => 'SMART',
                          :description => "SPY Put next expiration"),
			  :rut => IB::Option.new( :symbol   => :RUT,
                          :expiry   => IB::Symbols::Futures.next_expiry,
                          :right    => :put,
                          :currency => "USD",
										:exchange => 'SMART',
                           description: "Monthly settled RUT options"),
			  :rutw => IB::Option.new( :symbol   => :RUT,
                          :expiry   => IB::Symbols::Futures.next_expiry,
                          :right    => :put,
                          :currency => "USD",
										:exchange => 'SMART',
                           description: "Weekly settled RUT options"),
			  :russell => IB::Option.new( :symbol   => :RUT,                             # :russell  == :rut !
                          :expiry   => IB::Symbols::Futures.next_expiry,
                          :right    => :put,
                          :currency => "USD",
										:exchange => 'SMART',
                           description: "Monthly settled RUT options"),
			  :mini_russell => IB::Option.new( :symbol   => :MRUT,
                          :expiry   => IB::Symbols::Futures.next_expiry,
                          :right    => :put,
                          :currency => "USD",
										:exchange => 'SMART',
                          :description => "Weekly settled Mini-Russell2000 options"),
   :ge => IB::Option.new( :symbol => "GE",
                          :expiry =>  IB::Symbols::Futures.next_expiry,
                          :right => "CALL",
                          :strike => 7,
                          :multiplier => 100,
                          :exchange => 'SMART',
                          :currency => 'USD',
                          :description => "General Electric 7 Call"),
 :aapl => IB::Option.new( :symbol => "AAPL", exchange: 'SMART',
                          :expiry => IB::Symbols::Futures.next_expiry,
                          :right => "C",
                          :strike => 130,
                          :currency => 'USD',
                          :description => "Apple Call 130"),

			:ibm => IB::Option.new( symbol: 'IBM', exchange: 'SMART', right: :put, expiry: IB::Symbols::Futures.next_expiry ,
														 description: 'IBM-Option Chain ( quarterly expiry)'),
			:ibm_lazy_expiry => IB::Option.new( symbol: 'IBM', right: :put, strike: 140, exchange: 'SMART',
														 description: 'IBM-Option Chain with strike 140'),
			:ibm_lazy_strike => IB::Option.new( symbol: 'IBM', exchange: 'SMART', right: :put, expiry: IB::Symbols::Futures.next_expiry ,
														 description: 'IBM-Option Chain ( quarterly expiry)'),

	    :goog100 => IB::Option.new( symbol: 'GOOG',
					currency: 'USD',
strike: 100,
multiplier: 100,
right: :call,
expiry:  IB::Symbols::Futures.next_expiry,
description: 'Google Call Option with quarterly expiry')
  }
end