StrikePriceBoundaryMethod <1479> field – FIX 5.0 SP2 – FIX Dictionary

Used In

Description

Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise.

Valid values:

1 = Less than underlying price is in-the-money (ITM)

2 = Less than or equal to the underlying price is in-the-money(ITM)

3 = Equal to the underlying price is in-the-money(ITM)

4 = Greater than or equal to underlying price is in-the-money(ITM)

5 = Greater than underlying is in-the-money(ITM)

Used In

• <Instrument>