Class: SchwabRb::DataObjects::Option

Inherits:
Object
  • Object
show all
Defined in:
lib/schwab_rb/data_objects/option.rb

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(symbol:, underlying_symbol:, description:, strike:, put_call:, exchange_name:, bid:, ask:, last:, mark:, bid_size:, ask_size:, bid_ask_size:, last_size:, high_price:, low_price:, open_price:, close_price:, total_volume:, trade_time_in_long:, quote_time_in_long:, net_change:, volatility:, delta:, gamma:, theta:, vega:, rho:, open_interest:, time_value:, theoretical_option_value:, theoretical_volatility:, option_deliverables_list:, expiration_date:, days_to_expiration:, expiration_type:, last_trading_day:, multiplier:, settlement_type:, deliverable_note:, percent_change:, mark_change:, mark_percent_change:, intrinsic_value:, extrinsic_value:, option_root:, exercise_type:, high_52_week:, low_52_week:, non_standard:, in_the_money:) ⇒ Option

Returns a new instance of Option.



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# File 'lib/schwab_rb/data_objects/option.rb', line 67

def initialize(
  symbol:, underlying_symbol:, description:, strike:, put_call:,
  exchange_name:, bid:, ask:, last:, mark:, bid_size:, ask_size:,
  bid_ask_size:, last_size:, high_price:, low_price:, open_price:,
  close_price:, total_volume:, trade_time_in_long:,
  quote_time_in_long:, net_change:, volatility:, delta:,
  gamma:, theta:, vega:, rho:, open_interest:, time_value:,
  theoretical_option_value:, theoretical_volatility:, option_deliverables_list:,
  expiration_date:, days_to_expiration:, expiration_type:, last_trading_day:, multiplier:,
  settlement_type:, deliverable_note:, percent_change:, mark_change:, mark_percent_change:, intrinsic_value:, extrinsic_value:, option_root:, exercise_type:, high_52_week:, low_52_week:, non_standard:, in_the_money:
)
  @symbol = symbol
  @underlying_symbol = underlying_symbol
  @description = description
  @strike = strike
  @put_call = put_call
  @exchange_name = exchange_name
  @bid = bid
  @ask = ask
  @last = last
  @mark = mark
  @bid_size = bid_size
  @ask_size = ask_size
  @bid_ask_size = bid_ask_size
  @last_size = last_size
  @high_price = high_price
  @low_price = low_price
  @open_price = open_price
  @close_price = close_price
  @total_volume = total_volume
  @trade_time_in_long = trade_time_in_long
  @quote_time_in_long = quote_time_in_long
  @net_change = net_change
  @volatility = volatility
  @delta = delta
  @gamma = gamma
  @theta = theta
  @vega = vega
  @rho = rho
  @open_interest = open_interest
  @time_value = time_value
  @theoretical_option_value = theoretical_option_value
  @theoretical_volatility = theoretical_volatility
  @option_deliverables_list = option_deliverables_list
  @expiration_date = expiration_date
  @days_to_expiration = days_to_expiration
  @expiration_type = expiration_type
  @last_trading_day = last_trading_day
  @multiplier = multiplier
  @settlement_type = settlement_type
  @deliverable_note = deliverable_note
  @percent_change = percent_change
  @mark_change = mark_change
  @mark_percent_change = mark_percent_change
  @intrinsic_value = intrinsic_value
  @extrinsic_value = extrinsic_value
  @option_root = option_root
  @exercise_type = exercise_type
  @high_52_week = high_52_week
  @low_52_week = low_52_week
  @non_standard = non_standard
  @in_the_money = in_the_money
end

Instance Attribute Details

#ask ⇒ Object (readonly)

Returns the value of attribute ask.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def ask
  @ask
end

#ask_size ⇒ Object (readonly)

Returns the value of attribute ask_size.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def ask_size
  @ask_size
end

#bid ⇒ Object (readonly)

Returns the value of attribute bid.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def bid
  @bid
end

#bid_ask_size ⇒ Object (readonly)

Returns the value of attribute bid_ask_size.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def bid_ask_size
  @bid_ask_size
end

#bid_size ⇒ Object (readonly)

Returns the value of attribute bid_size.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def bid_size
  @bid_size
end

#close_price ⇒ Object (readonly)

Returns the value of attribute close_price.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def close_price
  @close_price
end

#days_to_expiration ⇒ Object (readonly)

Returns the value of attribute days_to_expiration.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def days_to_expiration
  @days_to_expiration
end

#deliverable_note ⇒ Object (readonly)

Returns the value of attribute deliverable_note.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def deliverable_note
  @deliverable_note
end

#delta ⇒ Object (readonly)

Returns the value of attribute delta.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def delta
  @delta
end

#description ⇒ Object (readonly)

Returns the value of attribute description.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def description
  @description
end

#exchange_name ⇒ Object (readonly)

Returns the value of attribute exchange_name.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def exchange_name
  @exchange_name
end

#exercise_type ⇒ Object (readonly)

Returns the value of attribute exercise_type.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def exercise_type
  @exercise_type
end

#expiration_date ⇒ Object (readonly)

Returns the value of attribute expiration_date.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def expiration_date
  @expiration_date
end

#expiration_type ⇒ Object (readonly)

Returns the value of attribute expiration_type.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def expiration_type
  @expiration_type
end

#extrinsic_value ⇒ Object (readonly)

Returns the value of attribute extrinsic_value.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def extrinsic_value
  @extrinsic_value
end

#gamma ⇒ Object (readonly)

Returns the value of attribute gamma.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def gamma
  @gamma
end

#high_52_week ⇒ Object (readonly)

Returns the value of attribute high_52_week.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def high_52_week
  @high_52_week
end

#high_price ⇒ Object (readonly)

Returns the value of attribute high_price.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def high_price
  @high_price
end

#in_the_money ⇒ Object (readonly)

Returns the value of attribute in_the_money.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def in_the_money
  @in_the_money
end

#intrinsic_value ⇒ Object (readonly)

Returns the value of attribute intrinsic_value.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def intrinsic_value
  @intrinsic_value
end

#last ⇒ Object (readonly)

Returns the value of attribute last.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def last
  @last
end

#last_size ⇒ Object (readonly)

Returns the value of attribute last_size.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def last_size
  @last_size
end

#last_trading_day ⇒ Object (readonly)

Returns the value of attribute last_trading_day.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def last_trading_day
  @last_trading_day
end

#low_52_week ⇒ Object (readonly)

Returns the value of attribute low_52_week.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def low_52_week
  @low_52_week
end

#low_price ⇒ Object (readonly)

Returns the value of attribute low_price.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def low_price
  @low_price
end

#mark ⇒ Object (readonly)

Returns the value of attribute mark.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def mark
  @mark
end

#mark_change ⇒ Object (readonly)

Returns the value of attribute mark_change.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def mark_change
  @mark_change
end

#mark_percent_change ⇒ Object (readonly)

Returns the value of attribute mark_percent_change.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def mark_percent_change
  @mark_percent_change
end

#multiplier ⇒ Object (readonly)

Returns the value of attribute multiplier.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def multiplier
  @multiplier
end

#net_change ⇒ Object (readonly)

Returns the value of attribute net_change.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def net_change
  @net_change
end

#non_standard ⇒ Object (readonly)

Returns the value of attribute non_standard.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def non_standard
  @non_standard
end

#open_interest ⇒ Object (readonly)

Returns the value of attribute open_interest.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def open_interest
  @open_interest
end

#open_price ⇒ Object (readonly)

Returns the value of attribute open_price.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def open_price
  @open_price
end

#option_deliverables_list ⇒ Object (readonly)

Returns the value of attribute option_deliverables_list.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def option_deliverables_list
  @option_deliverables_list
end

#option_root ⇒ Object (readonly)

Returns the value of attribute option_root.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def option_root
  @option_root
end

#percent_change ⇒ Object (readonly)

Returns the value of attribute percent_change.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def percent_change
  @percent_change
end

#put_call ⇒ Object (readonly)

Returns the value of attribute put_call.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def put_call
  @put_call
end

#quote_time_in_long ⇒ Object (readonly)

Returns the value of attribute quote_time_in_long.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def quote_time_in_long
  @quote_time_in_long
end

#rho ⇒ Object (readonly)

Returns the value of attribute rho.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def rho
  @rho
end

#settlement_type ⇒ Object (readonly)

Returns the value of attribute settlement_type.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def settlement_type
  @settlement_type
end

#strike ⇒ Object (readonly)

Returns the value of attribute strike.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def strike
  @strike
end

#symbol ⇒ Object (readonly)

Returns the value of attribute symbol.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def symbol
  @symbol
end

#theoretical_option_value ⇒ Object (readonly)

Returns the value of attribute theoretical_option_value.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def theoretical_option_value
  @theoretical_option_value
end

#theoretical_volatility ⇒ Object (readonly)

Returns the value of attribute theoretical_volatility.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def theoretical_volatility
  @theoretical_volatility
end

#theta ⇒ Object (readonly)

Returns the value of attribute theta.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def theta
  @theta
end

#time_value ⇒ Object (readonly)

Returns the value of attribute time_value.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def time_value
  @time_value
end

#total_volume ⇒ Object (readonly)

Returns the value of attribute total_volume.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def total_volume
  @total_volume
end

#trade_time_in_long ⇒ Object (readonly)

Returns the value of attribute trade_time_in_long.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def trade_time_in_long
  @trade_time_in_long
end

#underlying_symbol ⇒ Object (readonly)

Returns the value of attribute underlying_symbol.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def underlying_symbol
  @underlying_symbol
end

#vega ⇒ Object (readonly)

Returns the value of attribute vega.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def vega
  @vega
end

#volatility ⇒ Object (readonly)

Returns the value of attribute volatility.



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# File 'lib/schwab_rb/data_objects/option.rb', line 131

def volatility
  @volatility
end

Class Method Details

.build(underyling_symbol, data) ⇒ Object 



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# File 'lib/schwab_rb/data_objects/option.rb', line 10

def build(underyling_symbol, data)
  Option.new(
    symbol: data.fetch(:symbol),
    underlying_symbol: underyling_symbol,
    description: data.fetch(:description),
    strike: data.fetch(:strikePrice),
    put_call: data.fetch(:putCall),
    exchange_name: data.fetch(:exchangeName, nil),
    bid: data.fetch(:bid),
    ask: data.fetch(:ask),
    last: data.fetch(:last),
    mark: data.fetch(:mark),
    bid_size: data.fetch(:bidSize, nil),
    ask_size: data.fetch(:askSize, nil),
    bid_ask_size: data.fetch(:bidAskSize, nil),
    last_size: data.fetch(:lastSize, nil),
    high_price: data.fetch(:highPrice, nil),
    low_price: data.fetch(:lowPrice, nil),
    open_price: data.fetch(:openPrice, nil),
    close_price: data.fetch(:closePrice, nil),
    total_volume: data.fetch(:totalVolume, nil),
    trade_time_in_long: data.fetch(:tradeTimeInLong, nil),
    quote_time_in_long: data.fetch(:quoteTimeInLong, nil),
    net_change: data.fetch(:netChange, nil),
    volatility: data.fetch(:volatility, nil),
    delta: data.fetch(:delta, nil),
    gamma: data.fetch(:gamma, nil),
    theta: data.fetch(:theta, nil),
    vega: data.fetch(:vega, nil),
    rho: data.fetch(:rho, nil),
    open_interest: data.fetch(:openInterest, nil),
    time_value: data.fetch(:timeValue, nil),
    theoretical_option_value: data.fetch(:theoreticalOptionValue, nil),
    theoretical_volatility: data.fetch(:theoreticalVolatility, nil),
    option_deliverables_list: data.fetch(:optionDeliverablesList, nil),
    expiration_date: Date.parse(data.fetch(:expirationDate)),
    days_to_expiration: data.fetch(:daysToExpiration, nil),
    expiration_type: data.fetch(:expirationType, nil),
    last_trading_day: data.fetch(:lastTradingDay, nil),
    multiplier: data.fetch(:multiplier, nil),
    settlement_type: data.fetch(:settlementType, nil),
    deliverable_note: data.fetch(:deliverableNote, nil),
    percent_change: data.fetch(:percentChange, nil),
    mark_change: data.fetch(:markChange, nil),
    mark_percent_change: data.fetch(:markPercentChange, nil),
    intrinsic_value: data.fetch(:intrinsicValue, nil),
    extrinsic_value: data.fetch(:extrinsicValue, nil),
    option_root: data.fetch(:optionRoot, nil),
    exercise_type: data.fetch(:exerciseType, nil),
    high_52_week: data.fetch(:high52Week, nil),
    low_52_week: data.fetch(:low52Week, nil),
    non_standard: data.fetch(:nonStandard, nil),
    in_the_money: data.fetch(:inTheMoney, nil)
  )
end

Instance Method Details

#strike_price ⇒ Object 



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# File 'lib/schwab_rb/data_objects/option.rb', line 144

def strike_price
  strike
end