LSEG Data Library for Python

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Strike Filter

StrikeFilter for financial instruments.

surfaces.eti.StrikeFilterRange

surfaces.eti.StrikeFilter needed to define the strike filter.

Module

refinitiv.data.content.ipa.surfaces.eti

Syntax

'ipa.surfaces.eti.StrikeFilter(max_of_median_implied_vol_percent, min_of_median_implied_vol_percent)'

Parameters

Value Description Data type Optional Default value
max_of_median_implied_vol Remove strikes whose implied vol is more than MaxOfMedianImpliedVolPercent x Median implied Vol. float Yes -
min_of_median_implied_vol Remove strikes whose implied vol is less than MinOfMedianImpliedVolPercent x Median implied Vol. float Yes -
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