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»Forums Index »IQFeed Developer »IQFeed Developer Support »Option Symbol Conventions
Author Topic: Option Symbol Conventions (3 messages, Page 1 of 1)

stargrazer
-DTN Evangelist-
Posts: 242
Joined: Jun 13, 2005

Right Here & Now


Posted: Sep 3, 2013 12:13 PM          Msg. 1 of 3
Two questions regarding options in the Market Symbols file:

1) In the following line:
AGII11418A36.36 AGII JAN 2014 C 36.360 OPRA OPRA IEOPTION
The option base symbol is AGII1. But in the descripion, the underlying shows as AGII. What is the 1 after the symbol, but before the four digit date, represent? There are a number of symbols
referencing the underlying this way.

2) The question is in the third set of symbols:

These I know are regular options:
SPY1304J145 SPY OCT 2013 C 145.000 OPRA OPRA IEOPTION
SPY1319J145 SPY OCT 2013 C 145.000 OPRA OPRA IEOPTION

These I know are mini options:
SPY71319J145 SPY OCT 2013 C 145.000 OPRA OPRA IEOPTION

But what are these options? With symbol SPYJ? The underlying in the description indicates SPY.
SPYJ1304J145 SPY OCT 2013 C 145.000 OPRA OPRA IEOPTION
SPYJ1319J145 SPY OCT 2013 C 145.000 OPRA OPRA IEOPTION

DTN_Steve_S
-DTN Guru-
Posts: 2029
Joined: Nov 21, 2005


Posted: Sep 3, 2013 02:38 PM          Msg. 2 of 3
An option with a number after the root but before the expiry date indicates it is an adjusted option (usually due to a split/merger of the company). The numbers themselves are irrelevant (with the exception of minis = 7 as you have pointed out) except to indicate the option is adjusted "in some way".

I do not know what the J represents. I have forwarded that over to our market data group for investigation. I'll let you know what I come up with on this one.

DTN_Steve_S
-DTN Guru-
Posts: 2029
Joined: Nov 21, 2005


Posted: Sep 3, 2013 03:08 PM          Msg. 3 of 3
Apparently these are Jumbo options (1000 shares vs 100 shares).
 

 

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