Interface DeltaNeutralContract

Delta-Neutral Contract.

Hierarchy

  • DeltaNeutralContract

Properties

conId delta price

Properties

conId

conId: number

The unique contract identifier specifying the security. Used for Delta-Neutral Combo contracts.

delta

delta: number

The underlying stock or future delta. Used for Delta-Neutral Combo contracts.

price

price: number

The price of the underlying. Used for Delta-Neutral Combo contracts.

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