Securities / Equity Options / Greeks and Implied Volatility / Option Indicators

[jaredbroad]

Examples

Update all the examples to use scheduled events to select the contracts, add them - calculate the greek on them. https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#04-Delta

Example / adapt this from research: https://www.quantconnect.com/terminal/processCache/?request=embedded_backtest_68a5a93288d9adae70a9685607f60243.html

Also update https://www.quantconnect.com/docs/v2/research-environment/datasets/equity-options#10-Get-Price-Model-Data

Remember

• Don't use variables that aren't defined.
• Comment every line or few lines.
• Include 40-100 word explanation.
• Declare everything you need each example.
• Copy from IDE to Docs so confirm it works. Copy-pastable examples.
• ALWAYS make Examples.html at the end.

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For the new examples in the docs:

• There should be a sentence at the beginning of the <h3>Examples</h3>
  • <p>The following examples demonstrate some common practices for _________.</p>
• Have 1 <h4>Example _: ____________</h4> for each Example.
  • The example should highlight the concepts that were explained on the respective documentation page.
  • Avoid creating tutorial-style content for the text. The text between should at least have a sentence that explains what the algorithm does. "The following algorithm __:"
  • If there is an opportunity to link some of the text to other pages/sections in the docs, please link it.
  • The example should be a full algorithm in 1 code block, with conventional styling (PEP8 or typical C#; Ask Grok/ChatGPT to help you style/format the code if you need).
  • Test that you can run each example algorithm in QC Cloud w/o error before adding it to the docs.
• If we have a list of Demonstration Algorithms, put them all under <h4>Other Examples</h4>. The sentence under that heading should read <p>For more examples, see the following algorithms:</p>