Expiry Calculation

Terminology

The following terms are used by OptionFair to calculate expiry rates for:

Bid Price – The last known price quoted by Data Provider for selling an asset prior to the option expiry time.

Ask Price – The last known price quoted by Data Provider for buying an asset prior to the option expiry time.

Last Quoted Index Price – Last quoted price by Data Provider for an Index prior to the expiry time.

In the event that there is no pricing data received 60 seconds prior to the expiry time, the data will be taken as the first quotation received after the expiry time

Level Calculations
Expiry levels are calculated by optionFair as follows:

Type Expiry Level Formula
Indices The last quoted index price that appears in the Data Provider field at the expiry time
Currency The sum of the bid and ask price / 2
Stocks The sum of the bid and ask price / 2
Commodities The sum of the bid, ask prices / 2

Historical Data

Historical data adjacent to the expiry level of every traded option can be accessed by clicking on the option expiry price accessible from the trade history section. Historical data is available for 7 days from expiry. If you require older data please contact customer support

Data Feed Providers

OptionFair is providing an aggregated data feed based on market information supplied by the leading data providers in the financial industry.

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