Implement indicator-based option price model#9237
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jhonabreul wants to merge 7 commits intoQuantConnect:masterfrom
Open
Implement indicator-based option price model#9237jhonabreul wants to merge 7 commits intoQuantConnect:masterfrom
jhonabreul wants to merge 7 commits intoQuantConnect:masterfrom
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This model uses IV and Greeks indicators to implement Lean's own option pricing model
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Exciting PR! 💖 |
Martin-Molinero
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Feb 6, 2026
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Martin-Molinero
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Looks good! Minor comments shared
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Description
This model uses IV and Greeks indicators to implement Lean's own option pricing model.
Related Issue
Closes #8336
Closes #7505
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Unit tests
Regression algorithm
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>