CurrentPriceOptionPriceModel

QuantConnect.Securities.Option.CurrentPriceOptionPriceModel

Bases: Object, IOptionPriceModel

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

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

Parameters:

Name	Type	Description	Default
security	Security	The option security object	required
slice	Slice	The current data slice. This can be used to access other information available to the algorithm	required
contract	OptionContract	The option contract to evaluate	required

Returns:

Type	Description
OptionPriceModelResult	An instance of OptionPriceModelResult containing the theoretical price of the specified option contract.