OptionPriceModel

QuantConnect.Securities.Option.OptionPriceModel

Bases: Object, IOptionPriceModel

Base class for option price models, computing theoretical price, IV, and Greeks.

evaluate(
    parameters: OptionPriceModelParameters,
) -> OptionPriceModelResult

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
`parameters`	`Optional[OptionPriceModelParameters]`	A OptionPriceModelParameters object	`None`
`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`

Returns:

Type	Description
`OptionPriceModelResult`	An instance of OptionPriceModelResult containing the theoretical