Is there any way to fetch Next ITM option strike for a given value?
For ex: say i have a value 108 and want to find the nearest ITM option for AAPL with expiry 210319.
Need to get this valid CallStrike in below statement.
GetNextITMOption("." + GetUnderlyingSymbol() + "210319" + "C" + CallStrike)
Above statement should either fetch me AAPL 107.5C or 110C
For ex: say i have a value 108 and want to find the nearest ITM option for AAPL with expiry 210319.
Need to get this valid CallStrike in below statement.
GetNextITMOption("." + GetUnderlyingSymbol() + "210319" + "C" + CallStrike)
Above statement should either fetch me AAPL 107.5C or 110C