Check if there is an open option position by Paul Park

Paul Park

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I want to see if my portfolio has an open call/put position in an underlying. I know there is a .IsLong and .IsShort for stocks but I can't find the same thing for options. The only other option is .Invested which will not state if it is a call or put.

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Paul Park

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Jing Wu

214k ,

You could get a list of symbol objects in

option_invested = [x.Key for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option]

By looping this list, you will find if those options are in long or short position. For example

for option in option_invested:

      if option.IsLong

      if option.IsShort 

      if option.ID.OptionRight == OptionRight.Call (get the option right)

      if option.ID.StrikePrice (get the strike price)

      if option.ID.Date (get the expiration date)

Paul Park

349 ,

Is there a way to get the bid price? The secuirty identifier class does not have a feature to get an option's bid price

Nicolas Ferrari

2.5k ,

Thanks Jing Wu, that info is very useful.

Paul Park

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