OptionPriceModelResult

QuantConnect.Securities.Option.OptionPriceModelResult

OptionPriceModelResult(
    theoretical_price: float,
    implied_volatility: Any,
    greeks: Any,
)

OptionPriceModelResult()

OptionPriceModelResult(
    theoretical_price: float, greeks: Greeks
)

OptionPriceModelResult(
    theoretical_price: float,
    implied_volatility: float,
    greeks: Greeks,
)

OptionPriceModelResult(
    theoretical_price: float,
    implied_volatility: Callable[[], float],
    greeks: Callable[[], Greeks],
)

OptionPriceModelResult(
    theoretical_price: Callable[[], float],
    implied_volatility: Callable[[], float],
    greeks: Callable[[], Greeks],
)

Bases: Object

Result type for IOptionPriceModel.evaluate

Signature descriptions:

Initializes a new instance of the OptionPriceModelResult class with lazy calculations of implied volatility and greeks
Initializes a new instance of the OptionPriceModelResult class

Parameters:

Name	Type	Description	Default
`theoretical_price`	`Optional[float \| Callable[[], float]]`	The theoretical price computed by the price model	`None`
`implied_volatility`	`Optional[Any \| float \| Callable[[], float]]`	The calculated implied volatility	`None`
`greeks`	`Optional[Any \| Greeks \| Callable[[], Greeks]]`	The sensitivities (greeks) computed by the price model	`None`

NONE: OptionPriceModelResult

Represents the zero option price and greeks.

theoretical_price: float

Gets the theoretical price as computed by the IOptionPriceModel

implied_volatility: float

Gets the implied volatility of the option contract

greeks: Greeks

Gets the various sensitivities as computed by the IOptionPriceModel