self.get_strikes

strategies.strategy.Strategy.get_strikes(self, asset)

Returns a list of strikes for a give underlying asset.

Using the chains dictionary obtained from get_chains finds all of the multiplier for the option chains on a given exchange.

Parameters

asset (Asset object) – Asset object as normally used for an option but without the strike information. The Asset object must be an option asset type.

Returns

Sorted list of strikes as floats.

Return type

list of floats

Example

>>> # Will return the strikes for SPY
>>> asset = "SPY"
>>> strikes = self.get_strikes(asset)