spreads

Price the vertical spreads at each expiration.

Examples

from openbb import obb
# Vertical spreads at each expiration.
obb.tmx.derivatives.options.spreads(symbol='AC', spread_type='call')

Parameters

• standard

symbol: str
Default: AC
The underlying symbol. Suffix with ':US' for OPRA-listed contracts; a bare symbol resolves to the Montreal Exchange listing.

spread_type: str
Default: both
Vertical call spreads, put spreads, or both.

near_moneyness: float
Default: 2.5
Percent out-of-the-money for the near leg.

far_moneyness: float
Default: 7.5
Percent out-of-the-money for the far leg.

---

Returns

---