Class: Iro::Option

Inherits:
Object
  • Object
show all
Includes:
OptionBlackScholes, Mongoid::Document, Mongoid::Paranoia, Mongoid::Timestamps
Defined in:
app/models/iro/option.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Methods included from OptionBlackScholes

#call_price, #d1, #d2, #put_price, rate_annual, rate_daily, #stdev, #t

Instance Attribute Details

#recompute ⇒ Object

Returns the value of attribute recompute.



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# File 'app/models/iro/option.rb', line 9

def recompute
  @recompute
end

Class Method Details

.expirations_list(full: false) ⇒ Object 



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# File 'app/models/iro/option.rb', line 30

def self.expirations_list full: false
  [
    [ nil, nil ],
    [ 'Mar 22', '2024-03-22'.to_date ],
    [ 'Mar 28', '2024-03-28'.to_date ],
    [ 'Apr 5',  '2024-04-05'.to_date ],
    [ 'Mar 12', '2024-03-12'.to_date ],
    [ 'Mar 19', '2024-03-19'.to_date ],
  ]
end

Instance Method Details

#put_call ⇒ Object

each option can be a leg in a position, no uniqueness validates :symbol, uniqueness: true, presence: true



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# File 'app/models/iro/option.rb', line 20

field :put_call, type: :string

#symbol ⇒ Object

for TDA



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# File 'app/models/iro/option.rb', line 53

def symbol
  if !self[:symbol]
    p_c_ = put_call == 'PUT' ? 'P' : 'C'
    strike_ = strike.to_i == strike ? strike.to_i : strike
    sym = "#{stock.ticker}_#{expires_on.strftime("%m%d%y")}#{p_c_}#{strike_}" # XYZ_011819P45
    self[:symbol] = sym
    save
  end
  self[:symbol]
end

#sync ⇒ Object 



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# File 'app/models/iro/option.rb', line 64

def sync
  out = Tda::Option.get_quote({
    contractType: put_call,
    strike: strike,
    expirationDate: expires_on,
    ticker: ticker,
  })
  puts! out, 'option sync'
  self.end_price = ( out.bid + out.ask ) / 2 rescue 0
  self.end_delta = out.delta
  # self.save
end

#ticker ⇒ Object 



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# File 'app/models/iro/option.rb', line 12

def ticker; stock.ticker; end