Hello,

I've asked Interactive Broker what option pricing model they using and they replied that they are using the “Bachelier” option pricing model. I can't find it here:

https://github.com/QuantConnect/Lean/blob/master/Common/Securities/Option/OptionPriceModels.cs

I find it odd since you have an integration with IBKR for a long time. Are you planning to add it sometime?