finsec.occ_symbology module#

finsec.occ_symbology.format_strike(strike)[source]#
finsec.occ_symbology.option_flavor(name: OCCSymbol) → str[source]#

Returns option flavor ticker from OCC standardized option name.

Return type should really be typing.Literal[“call”, “put”]

finsec.occ_symbology.option_format(symbol: str, exp_date: date | datetime | str, strike: float | int, flavor: str) → OCCSymbol[source]#

Returns the OCC standardized option name.

Parameters:

  • symbol – the underlying symbol, case insensitive

  • exp_date – date of expiration, in string-form.

  • strike – strike price of the option

  • flavor – ‘C’ or ‘call’ or the like, for call, otherwise ‘p’ or ‘Put’ for put

Returns:

OCC string, like ‘IBM201231C00301000’

finsec.occ_symbology.option_maturity(name: OCCSymbol) → date[source]#

Returns option maturity date from OCC standardized option name.

finsec.occ_symbology.option_strike(name: OCCSymbol)[source]#

Returns option strike from OCC standardized option name.

finsec.occ_symbology.option_symbol(name: OCCSymbol) → str[source]#

Returns option underlying ticker from OCC standardized option name.