Struct OptionInstrumentPair

Source

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

Expand description

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§

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impl OptionInstrumentPair

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

Returns the expiration date and time of the option instrument

§Returns

Some(DateTime<Utc>) - The expiration timestamp if available
None - If no instrument is available or expiration timestamp is not set

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

Returns the first available instrument from either the call or put option

§Returns

Some(Instrument) - The instrument data from call option if available, otherwise from put option
None - If neither call nor put options are available

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

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

§Returns

Some(TickerData) - The ticker data from call option if available, otherwise from put option
None - If neither call nor put options are available

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pub fn volume(&self) -> f64

Calculates the total trading volume across both call and put options

§Returns

The sum of volumes from both call and put options. Returns 0.0 if no options are available.

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pub fn open_interest(&self) -> f64

Calculates the total open interest across both call and put options

§Returns

The sum of open interest from both call and put options. Returns 0.0 if no options are available.

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pub fn interest_rate(&self) -> f64

Calculates the total interest rate across both call and put options

§Returns

The sum of interest rates from both call and put options. Returns 0.0 if no options are available.

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

Serializes the option instrument pair to a JSON value

§Returns

Some(Value) - The serialized JSON representation of this option pair
None - If serialization fails

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pub fn call_spread(&self) -> Spread

Calculates the bid-ask spread for the call option

§Returns

A Spread struct containing bid, ask, and mid prices for the call option. Returns empty spread (all None values) if no call option is available.

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pub fn put_spread(&self) -> Spread

Calculates the bid-ask spread for the put option

§Returns

A Spread struct containing bid, ask, and mid prices for the put option. Returns empty spread (all None values) if no put option is available.

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

Returns the implied volatility for both call and put options

§Returns

A tuple containing (call_iv, put_iv) where each element is the implied volatility for the respective option, or None if not available.

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pub fn greeks(&self) -> BasicGreeks

Calculates and returns the basic Greeks for both call and put options

§Returns

A BasicGreeks struct containing delta values for call and put options, and gamma value (taken from either option if available).

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pub fn data(&self) -> BasicOptionData

Extracts and consolidates all relevant option data into a structured format

§Returns

A BasicOptionData struct containing comprehensive option information including strike price, bid/ask prices, implied volatility, Greeks, volume, open interest, expiration date, underlying price, risk-free rate, and additional fields.