Outputs of the Option Element

The primary output of the Option element (which has the same name as the element) is the current Option Value. Prior to acquisition of an Option, and after exercising an Option, this value is displayed as zero. After acquiring an Option, and up until the point it is exercised, the value is computed based on the Option properties (Strike Price, Number of Units) and the current Unit Value.

In addition, the Option element has a secondary output:

Exercise. When an Option is exercised, GoldSim outputs a discrete change signal with an Add instruction named Exercise. The value is scalar with dimensions of currency. The value represents the Option Value at the time the Option was exercised. This discrete change output is only emitted if the option's value is positive.