| ID | Datatype |
|---|---|
| 2681 | int |
| ID | Name | Value | Description | Supported | Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|---|---|---|---|---|
| 2681001 | StandardITM | 0 | SYNOPSIS:
Standard in-the-money
ELABORATION: 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. | ✓ | FIX.5.0SP2 | 224 | ||||
| 2681002 | ATMITM | 1 | SYNOPSIS:
At-the-money is in-the-money
ELABORATION: 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. | ✓ | FIX.5.0SP2 | 224 | ||||
| 2681003 | ATMCallITM | 2 | SYNOPSIS:
At-the-money call is in-the-money
ELABORATION: The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. | ✓ | FIX.5.0SP2 | 224 | ||||
| 2681004 | ATMPutITM | 3 | SYNOPSIS:
At-the-money put is in-the-money
ELABORATION: The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. | ✓ | FIX.5.0SP2 | 224 |