fixparser/types/fieldtypes/InTheMoneyCondition.d.ts

FIX.Latest / 5.0 SP2 Parser / AI Agent Trading

/**
 * Specifies an option instrument's "in the money" condition.
 * - Tag: 2681
 * - FIX Specification type: int
 * - Mapped type: number
 * @readonly
 * @public
 */
export declare const InTheMoneyCondition: Readonly<{
    /** Standard in-the-money
        The option's strike price is less than the underlying settlement price for a call or greater than the underlying settlement price for a put. */
    readonly StandardITM: 0;
    /** At-the-money is in-the-money
        The option's strike price of either the put or call is equal to the underlying settlement price in addition to standard in-the-money behavior. */
    readonly ATMITM: 1;
    /** At-the-money call is in-the-money
        The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. */
    readonly ATMCallITM: 2;
    /** At-the-money put is in-the-money
        The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. */
    readonly ATMPutITM: 3;
}>;
export type InTheMoneyCondition = (typeof InTheMoneyCondition)[keyof typeof InTheMoneyCondition];