Extraer strike de tickers de opciones BYMA

extract_strike_from_symbol.py

import re 

def extract_strike_from_symbol(symbol, underlying_price):
  strike = re.findall('[\d\.]+', symbol)[0].strip('.')
  if len(strike) > 4 and '.' not in strike:
    s1 = float(strike[:4] + '.' + strike[4:])
    s2 = float(strike[:3] + '.' + strike[3:])
    diff1 = abs((float(underlying_price) / s1 - 1) * 100)
    diff2 = abs((float(underlying_price) / s2 - 1) * 100)
    strike = s1 if diff1 < diff2 else s2
  return float(strike)

symbols = [
  ['GFGV18254J', 180],
  ['GFGC350.OC', 180],
  ['COMC7.09OC', 7],
  ['LOMC201.2J', 200],
  ['BYMV1500JU', 1200],
  ['BYMC10272G', 1200],
  ['BYMV97724G', 1200]
]

for symbol in symbols:
  print('{} {}'.format(symbol[0], extract_strike_from_symbol(symbol[0], symbol[1])))

  
'''
GFGV18254J 182.54
GFGC350.OC 350.0
COMC7.09OC 7.09
LOMC201.2J 201.2
BYMV1500JU 1500.0
BYMC10272G 1027.2
BYMV97724G 977.24
'''