Type: int
Specifies an option instrument’s “in the money” condition.
Added in protocol FIX.5.0SP2 (224)
Valid values
| Value | Description | Added |
|---|---|---|
| 0 | Standard in-the-money | FIX.5.0SP2 (224) |
| 1 | At-the-money is in-the-money | FIX.5.0SP2 (224) |
| 2 | At-the-money call is in-the-money | FIX.5.0SP2 (224) |
| 3 | At-the-money put is in-the-money | FIX.5.0SP2 (224) |