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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Brian left a comment in the discussion About the issue of obtaining the price of an option contract on its expiration day.

An options contract value on expiration will be 100% intrinsic value and no extrinsic value, so you...

1 years ago

Brian left a comment in the discussion About the issue of obtaining the price of an option contract on its expiration day.

An options contract value on expiration will be 100% intrinsic value and no extrinsic value, so you...

1 years ago