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Visualize Greeks

Hi:

How can I run this tutorial by using live data so I can visulize them.

https://www.quantconnect.com/tutorials/introduction-to-options/the-greek-letters

 

Thanks.

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hey Master Yoda,

The visualizations graphs in the tutorial represent a general model of how those greeks work and dont involve any specific market data.
However, you can always look at the greeks of available option contracts from market data using our API.
Here's how to do it:
 

def Initialize(self):
#Add option for an underlying
self.option = self.AddOption("AAPL")
#Set filter for contracts
self.option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180))
#In order to view option greeks you must specify a Option Price Model
self.option.PriceModel = self.OptionPriceModels.BlackScholes()


#then for a given OptionsContract, you can access its greeks using
contract.Greeks.Delta
contract.Greeks.Gamma
contract.Greeks.Vega
contract.Greeks.Rho
contract.Greeks.Theta

 

To learn more about options on QuantConnect, try our full tutorial on options:
https://www.quantconnect.com/tutorials/tutorial-series/introduction-to-options

Best
Rahul
 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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