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Future Options Greeks Support

Open Martin-Molinero opened this issue 1 year ago • 1 comments

Expected Behavior

  • Add greeks/ImpliedVolatility for future options universe files, aiming for feature parity with equity/index options: history/selection using FOPs greeks/etc

Actual Behavior

  • Not supported

Potential Solution

  • Requires https://github.com/QuantConnect/Lean/issues/6861

Reproducing the Problem

N/A

System Information

N/A

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

Martin-Molinero avatar Dec 03 '24 16:12 Martin-Molinero

Hi, was there any progress on this? Has work started at all? Any branch names? Thanks

trash256 avatar May 26 '25 01:05 trash256