StrikeSelector elements
Job Definition Element | State | Note |
---|---|---|
StrikeSelector.Min | Supported | |
StrikeSelector.Max | Supported | |
StrikeSelector.BidPrice | Supported | |
StrikeSelector.AskPrice | Supported | |
StrikeSelector.MidPrice | Supported | MarkPreferred pricing method is used |
StrikeSelector.Delta | Supported | |
StrikeSelector.Gamma | Not Supported / Not Planned | Deprecated selector.The Complex Strike Selector should be used. |
Structure.Legs.Theta | Not Supported / Not Planned | Deprecated selector. |
Structure.Legs.Vega | Not Supported / Not Planned | Deprecated selector. |
Structure.Legs.WVega | Not supported / Not Planned | Deprecated selector. |
Structure.Legs.Rho | Not supported / Not Planned | Deprecated selector. |
Structure.Legs.IV | Not supported / Not Planned | Deprecated selector. |
Structure.Legs.Statement | Supported | |
Structure.Legs.Complex | Not supported / Planned | The go-forward approach to support all greeks and complex strike selection scenarios. |