35 lines
891 B
Zig
35 lines
891 B
Zig
const Date = @import("date.zig").Date;
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pub const ContractType = enum {
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call,
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put,
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};
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/// A single options contract in a chain.
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pub const OptionContract = struct {
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/// Full OCC symbol (e.g., "O:AAPL211022C000150000")
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contract_symbol: ?[]const u8 = null,
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contract_type: ContractType,
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strike: f64,
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expiration: Date,
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bid: ?f64 = null,
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ask: ?f64 = null,
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last_price: ?f64 = null,
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volume: ?u64 = null,
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open_interest: ?u64 = null,
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implied_volatility: ?f64 = null,
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// Greeks
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delta: ?f64 = null,
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gamma: ?f64 = null,
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theta: ?f64 = null,
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vega: ?f64 = null,
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};
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/// Full options chain for an underlying asset at a given expiration.
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pub const OptionsChain = struct {
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underlying_symbol: []const u8,
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underlying_price: ?f64 = null,
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expiration: Date,
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calls: []const OptionContract,
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puts: []const OptionContract,
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};
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