CurrentPriceOptionPriceModel

QuantConnect.Securities.Option.CurrentPriceOptionPriceModel

Bases: OptionPriceModel

Provides a default implementation of IOptionPriceModel that does not compute any greeks and uses the current price for the theoretical price. This is a stub implementation until the real models are implemented

evaluate

evaluate(
    security: Security,
    slice: Slice,
    contract: OptionContract,
) -> OptionPriceModelResult

evaluate(
    parameters: OptionPriceModelParameters,
) -> OptionPriceModelResult

Signature descriptions:

• Creates a new OptionPriceModelResult containing the current Security.price and a default, empty instance of first Order Greeks

• Evaluates the specified option contract to compute a theoretical price, IV and greeks

Parameters:

Name	Type	Description	Default
security	Optional[Security]	The option security object	None
slice	Optional[Slice]	The current data slice. This can be used to access other information	None
contract	Optional[OptionContract]	The option contract to evaluate	None
parameters	Optional[OptionPriceModelParameters]	A OptionPriceModelParameters object	None

Returns:

Type	Description
OptionPriceModelResult	An instance of OptionPriceModelResult containing the theoretical