NOTA PER CHI OPERA IN OPZIONI USA. A FAR DATA DAL 1° FEBBRAIO
As mandated by the Options Price Reporting Authority (OPRA) and the regional options exchanges, a new and more descriptive Options Symbology is being implemented. This is an industry-wide event and that will impact all vendors, brokers, etc.
The change in Options Symbology will go into effect on February 1, 2010
In order to continue receiving options data, you must upgrade YOUR DATAFEED
Current Symbol FormatsThere are two formats currently being used for Options data. The ?short form? is based on an option root symbol and special month and strike price codes (e.g., MSQ DE). The ?long form?, also uses an option root code, but instead of codes, the month and strike prices are spelled out (e.g., MSQ APR25C).
The New FormatThe new format for Options will use the full underlying symbol, a two-digit year code, the same combined put / call and month code and then the full strike price spelled out to the hundredths. In addition, there's an optional regional ID code and an exchange day identifier, used for quarterly, weekly or any expiry other than the third Saturday. Here's what the new format will look like:
O:<Underlying Symbol><space><TwoDigitYear><Put/Call and Expiration Month Code><StrikePrice>[<DayIdentifier>][=RegionalExchangeID]
Some actual examples of symbols are:
O:MSFT 10D25.00 (Microsoft April 2010 Call at 25.00)O:IBM 10S100.00 (IBM July 2010 Put at 100.00)
