IOptionPriceModelProvider

QuantConnect.Securities.Option.IOptionPriceModelProvider

Provides option price models for option securities

get_option_price_model

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

Gets the option price model for the specified option symbol. If no pricing model is specified, the default option price model for the symbol security type will be returned.

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract, Security]	The symbol	required
pricing_model_type	Optional[OptionPricingModelType]	The option pricing model type to use	None

Returns:

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