GreeksIndicators
GreeksIndicators(
option_symbol: Union[
Symbol, str, BaseContract, Security
],
mirror_option_symbol: Union[
Symbol, str, BaseContract, Security
],
option_model: Optional[OptionPricingModelType] = None,
iv_model: Optional[OptionPricingModelType] = None,
dividend_yield_model: IDividendYieldModel = None,
risk_free_interest_rate_model: IRiskFreeInterestRateModel = None,
)
Bases: Object
Helper class that holds and updates the greeks indicators
Creates a new instance of the GreeksIndicators class
interest_rate: float
Gets the interest rate used in the calculations
dividend_yield: float
Gets the dividend yield used in the calculations
use_mirror_option: bool
Whether the mirror option is set and will be used in the calculations.
current_result: OptionPriceModelResult
Gets the current result of the greeks indicators, including the implied volatility, theoretical price and greeks values
get_dividend_yield_model(
option_symbol: Union[
Symbol, str, BaseContract, Security
],
) -> IDividendYieldModel
Gets the dividend yield model to be used in the calculations for the specified option symbol.
reset() -> None
Resets the indicators to their default state