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Having trouble figuring out how to use different prices when calculating the greeks for a contract.
It's a similar setup to this
https://www.quantconnect.com/forum/discussion/6378/delta-neutral-trading-and-gamma-scalping-by-sl/p1
How can you use a different `contract.Symbol.Value` to get a different option price / greeks?
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Hello
To clarify, how can I update "UnderlyingLastPrice" such that the option pricing model will recalculate the Greeks. Simply changing the value of UnderlyingLastPrice doesn't force the model to rerun.
{option contract}.UnderlyingLastPriceHello
Ok I found the evaluate method and I'm working out what to update! Hope this is useful for anyone in the future
https://www.quantconnect.com/lean/documentation/topic27607.html
Hello
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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