| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2681 | InTheMoneyCondition | int | ITMCond | 0 | Specifies an option instrument's "in the money" condition. | ||||||
| 2682 | LegInTheMoneyCondition | int | ITMCond | 0 | 2681 | Specifies an option instrument's "in the money" condition in general terms. | |||||
| 2683 | UnderlyingInTheMoneyCondition | int | ITMCond | 0 | 2681 | Specifies an option instrument's "in the money" condition in general terms. | |||||
| 2684 | DerivativeInTheMoneyCondition | int | ITMCond | 0 | 2681 | Specifies an option instrument's "in the money" condition in general terms. | |||||
| 2685 | ContraryInstructionEligibilityIndicator | Boolean | CntraryInstEligInd | 0 | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of InTheMoneyCondition(2681). When not specified, the eligibility is undefined or not applicable. | ||||||
| 2686 | LegContraryInstructionEligibilityIndicator | Boolean | CntraryInstEligInd | 0 | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of LegInTheMoneyCondition(2682). When not specified, the eligibility is undefined or not applicable. | ||||||
| 2687 | UnderlyingContraryInstructionEligibilityIndicator | Boolean | CntraryInstEligInd | 0 | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of UnderlyingInTheMoneyCondition(2683). When not specified, the eligibility is undefined or not applicable. | ||||||
| 2688 | DerivativeContraryInstructionEligibilityIndicator | Boolean | CntraryInstEligInd | 0 | Identifies whether the option instrument is eligible for contrary instructions at the time of exercise. The contrariness of an instruction will be determined in the context of DerivativeInTheMoneyCondition(2684). When not specified, the eligibility is undefined or not applicable. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 2681 | 0 | StandardITM | 0 | Standard in-the-money | 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. | |
| 2681 | 1 | ATMITM | 1 | At-the-money is in-the-money | 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. | |
| 2681 | 2 | ATMCallITM | 2 | At-the-money call is in-the-money | The call option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. | |
| 2681 | 3 | ATMPutITM | 3 | At-the-money put is in-the-money | The put option's strike price is equal to the underlying settlement price in addition to standard in-the-money behavior. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1003 | 1479 | When specified, PutOrCall(201), StrikePrice(202), and StrikePriceBoundaryPrecision(1480) must also be specified. | |||
| 1005 | 2187 | When specified, LegPutOrCall(1358), LegStrikePrice(612), and LegStrikePriceBoundaryPrecision(2188) must also be specified. | |||
| 1021 | 2024 | When specified, UnderlyingPutOrCall(315), UnderlyingStrikePrice(316), and UnderlyingStrikePriceBoundaryPrecision(2025) must also be specified. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1003 | 2681 | 0 | 29.2203 | 0 | Used to express in-the-moneyness behavior in general terms for the option without the use of StrikePrice(202) and PutOrCall(201). |
| 1003 | 2685 | 0 | 29.2206 | 0 | |
| 1005 | 2682 | 0 | 44.03 | 0 | Used to express in-the-moneyness behavior in general terms for the option without the use of LegStrikePrice(612) and LegPutOrCall(1358). |
| 1005 | 2686 | 0 | 44.06 | 0 | |
| 1021 | 2683 | 0 | 51.5 | 0 | Used to express in-the-moneyness behavior in general terms for the option without the use of UnderlyingStrikePrice(316) and UnderlyingPutOrCall(315). |
| 1021 | 2687 | 0 | 51.8 | 0 | |
| 2140 | 2684 | 0 | 4.365 | 0 | Used to express in-the-moneyness behavior in general terms for the option without the use of DerivativeStrikePrice(1261) and DerivativePutOrCall(1323). |
| 2140 | 2688 | 0 | 4.368 | 0 |