IOptionPriceModel

QuantConnect.Securities.Option.IOptionPriceModel

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

evaluate

evaluate(
    parameters: OptionPriceModelParameters,
) -> OptionPriceModelResult

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

Parameters:

Name	Type	Description	Default
parameters	OptionPriceModelParameters	A OptionPriceModelParameters object containing the security, slice and contract	required

Returns:

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