self.get_strikes

lumibot.strategies.strategy.Strategy.get_strikes(self, asset, chains=None)

Returns a list of strikes for a give underlying asset.

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

Parameters:

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

• chains (dictionary of dictionaries, optional) – The chains dictionary created by get_chains method. If not provided, the method will fetch the chains for the asset.

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)