diff options
| -rw-r--r-- | python/quote_parsing/parse_emails.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py index 5b307737..d44cdb91 100644 --- a/python/quote_parsing/parse_emails.py +++ b/python/quote_parsing/parse_emails.py @@ -553,7 +553,7 @@ def parse_barc_block(fh, indextype): except ValueError: # Spread is not always provided strike = option_data vol = vol_data.split(" ")[0] - vals = [strike, *rec_data.split("/"), None, *pay_data.split("/"), delta, vol] + vals = [strike, *rec_data.split("/"), None, *pay_data.split("/"), -delta, vol] if indextype == "HY": vals += [None] r.append(vals) |