underlying_strike

The underlying_strike attribute is the strike price used to compare the underlying value with the option terms on exercise and is a numeric field.

Strike is a contractual option term. For a regulatory example, ESMA Guidelines for reporting under EMIR, Section 5.2.1, Table 28, page 193 reports the strike separately in field 2.134 for a swaption. FIRE stores the strike directly as a numeric value.