Struct DeltasInStrike 

pub struct DeltasInStrike {
    pub long_call: Decimal,
    pub short_call: Decimal,
    pub long_put: Decimal,
    pub short_put: Decimal,
}

Represents option delta values for all four basic option positions at a specific strike price.

This structure contains delta values for the four fundamental option positions: long call, short call, long put, and short put. Delta measures the rate of change of an option’s price with respect to changes in the underlying asset’s price.

Fields

• long_call - Delta value for a long call position. Typically ranges between 0 and 1, where values closer to 1 indicate the option behaves more like the underlying asset.

• short_call - Delta value for a short call position. This is the negative of the long call delta, typically ranging from -1 to 0.

• long_put - Delta value for a long put position. Typically ranges between -1 and 0, where values closer to -1 indicate stronger inverse correlation with the underlying.

• short_put - Delta value for a short put position. This is the negative of the long put delta, typically ranging from 0 to 1.

Usage

This struct is typically used in options analysis, risk management, and strategy development to assess position sensitivity to underlying price movements at specific strike prices.

Delta values are essential for understanding directional exposure and for implementing delta-neutral strategies in options trading.

Fields

long_call: Decimal

Delta value for a long call option position

short_call: Decimal

Delta value for a short call option position

long_put: Decimal

Delta value for a long put option position

short_put: Decimal

Delta value for a short put option position

Trait Implementations

impl Clone for DeltasInStrike

fn clone(&self) -> DeltasInStrike

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl ComposeSchema for DeltasInStrike

fn compose(generics: Vec<RefOr<Schema>>) -> RefOr<Schema>

impl Debug for DeltasInStrike

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for DeltasInStrike

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Display for DeltasInStrike

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

Formats the value using the given formatter.

impl Serialize for DeltasInStrike

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl ToSchema for DeltasInStrike

fn name() -> Cow<'static, str>

Return name of the schema.

fn schemas(schemas: &mut Vec<(String, RefOr<Schema>)>)

Implement reference utoipa::openapi::schema::Schemas for this type.