IndicatorBasedOptionPriceModelProvider

QuantConnect.Indicators.IndicatorBasedOptionPriceModelProvider

Bases: Object, IOptionPriceModelProvider

Provides option price models for option securities based on Lean's Greeks indicators

INSTANCE

INSTANCE: IndicatorBasedOptionPriceModelProvider

Singleton instance of the IndicatorBasedOptionPriceModelProvider

get_option_price_model

get_option_price_model(
    symbol: Union[Symbol, str, BaseContract, Security],
    pricing_model_type: Optional[
        OptionPricingModelType
    ] = None,
) -> IOptionPriceModel

get_option_price_model(
    option_model: Optional[OptionPricingModelType] = None,
    iv_model: Optional[OptionPricingModelType] = None,
    dividend_yield_model: IDividendYieldModel = None,
    risk_free_interest_rate_model: IRiskFreeInterestRateModel = None,
    use_mirror_contract: bool = True,
) -> IOptionPriceModel

Signature descriptions:

• Gets the option price model for the specified option symbol

• Gets the option price model with the specified configuration

Parameters:

Name	Type	Description	Default
symbol	Optional[Union[Symbol, str, BaseContract, Security]]	The symbol	None
pricing_model_type	Optional[Optional[OptionPricingModelType]]	The option pricing model type to use	None
option_model	Optional[Optional[OptionPricingModelType]]	The option pricing model type to be used by the indicators	None
iv_model	Optional[Optional[OptionPricingModelType]]	The option pricing model type to be used by the implied volatility indicator	None
dividend_yield_model	Optional[IDividendYieldModel]	The dividend yield model to be used by the indicators	None
risk_free_interest_rate_model	Optional[IRiskFreeInterestRateModel]	The risk free interest rate model to be used by the indicators	None
use_mirror_contract	Optional[bool]	Whether to use the mirror contract when possible	True

Returns:

Type	Description
IOptionPriceModel	The option price model for the given symbol.