I'm trying to plot the dynamics of changes in greeks and IVs for options contracts that have a known event (like earnings etc).  I can see how this would be done in a backtest but would like to have access to the data in the QuantBook Environment.

I can pull in the historical data for options via a call to QuantBook.GetOptionHistory, however this is, as it should be, only market data (bid-ask, high-low for given slice) . I now need to feed that data into a Pricing model, like the ones accessible via the static class OptionPriceModels.

I don't see any way to do this though. The OptionHistory class only contains Slices wrapped in a Pandas PyObject and I'm still missing a few inputs needed to invoke the Pricing models.

Does anyone know of any better way to get the options data processed by a pricing model? Perhaps something that would provide a priced list of OptionContract objects for a given time span?