Add OptionExerciseModule #2907
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Add OptionExerciseModule #2907
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Underlying Instrument Lookup: Relies on str(instrument.id) .starts with(str (underlying_symbol)) - may want to make this stricter or configurable for tickers with ambiguous prefixes. |
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Thank you @faysou 🙏 |
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Simulation module to physically exercise options or close them properly at expiry (cash settlement for ITM index options or closing an OTM option to realise pnl).