Skip to main content
Version: v5

strangle

Price a long strangle at each expiration for a given moneyness.

Examples​

from openbb import obb
# Long strangle cost at each expiration.
obb.tmx.derivatives.options.strangle(symbol='AC')

Parameters​

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

moneyness: float
Default: 5
Percent out-of-the-money for both legs.

Returns​

On this page