Module option_chain_statistic 

Option chain statistic cache for 3255/3257 break-even probability.

C++ writes CMD20675 responses into INNData_Qot_ChainStatistic. The local option break-even engine reads:

• strike_date_iv by (underlying_stock_id, strike_date_sec)
• underlying_iv / underlying_hv by underlying_stock_id

Structs

OptionChainStatisticCache

OptionChainStatisticSnapshot

Functions

iv_1e5_to_decimal