Struct OptionInstrumentPair 

pub struct OptionInstrumentPair {
    pub call: Option<OptionInstrument>,
    pub put: Option<OptionInstrument>,
}

A pair of option instruments representing both call and put options for the same underlying asset

This structure groups together the call and put options for a specific underlying asset, allowing for easy access to both sides of an option strategy. Both options are optional, meaning you can have just a call, just a put, or both.

Fields

call: Option<OptionInstrument>

Call option instrument data, if available

put: Option<OptionInstrument>

Put option instrument data, if available

Implementations

impl OptionInstrumentPair

pub fn expiration(&self) -> Option<DateTime<Utc>>

Returns the expiration date/time of the option instrument.

Extracts the expiration timestamp from the call or put instrument and converts it to a UTC datetime.

pub fn instrument(&self) -> Option<Instrument>

Returns the first available instrument from call or put option.

Prefers the call instrument if available, otherwise returns the put.

pub fn ticker(&self) -> Option<TickerData>

Returns the first available ticker data from call or put option.

Prefers the call ticker if available, otherwise returns the put.

pub fn volume(&self) -> f64

Calculates total trading volume across both call and put options.

pub fn open_interest(&self) -> f64

Calculates total open interest across both call and put options.

pub fn interest_rate(&self) -> f64

Calculates total interest rate across both call and put options.

pub fn value(&self) -> Option<Value>

Serializes the option pair to a JSON value.

pub fn call_spread(&self) -> Spread

Calculates bid-ask spread for the call option.

Returns bid, ask, and mid prices. Mid is the average of bid and ask.

pub fn put_spread(&self) -> Spread

Calculates bid-ask spread for the put option.

Returns bid, ask, and mid prices. Mid is the average of bid and ask.

pub fn iv(&self) -> (Option<f64>, Option<f64>)

Returns implied volatility for both call and put options.

Returns a tuple of (call_iv, put_iv).

pub fn greeks(&self) -> BasicGreeks

Calculates basic Greeks (delta, gamma) for both call and put options.

pub fn data(&self) -> BasicOptionData

Extracts and consolidates all option data into a structured format.

Includes strike price, spreads, implied volatility, and Greeks.

Trait Implementations

impl Clone for OptionInstrumentPair

fn clone(&self) -> OptionInstrumentPair

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OptionInstrumentPair

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for OptionInstrumentPair

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for OptionInstrumentPair

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Serialize for OptionInstrumentPair

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.