Description
Type: float
Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0
We track how people interact with our online web content and resources, and some of that tracking involves storing cookies on your device. By continuing to use our site you accept that you agree to this. For more details see our Cookie usage, and Data Privacy and Protection Policies.