IOptionPriceModel

QuantConnect.Securities.Option.IOptionPriceModel

Defines a model used to calculate the theoretical price of an option contract.

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

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