Lean
Lean copied to clipboard
Future Options Greeks Support
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
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
Hi, was there any progress on this? Has work started at all? Any branch names? Thanks