Expand Chained Options Page with Full Demo - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

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Expand Chained Options Page with Full Demo #1582

Closed jaredbroad closed 9 months ago

jaredbroad commented 10 months ago

Expected Behavior

Full demonstration with vol/greeks at bottom of https://www.quantconnect.com/docs/v2/writing-algorithms/algorithm-framework/universe-selection/options-universes#61-Option-Chained-Universe-Selection

Expand with H3's on Volatility / Pricing Model:

To override the default pricing model of the Options, set a pricing model in a security initializer.
To override the initial guess of implied volatility, set and warm up the underlying volatility model.

Actual Behavior

Links to add model pages.

Checklist

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AlexCatarino commented 9 months ago

Closed by 7763a6f See Options Universes> Example.