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Hi, I am facing this isuue that out of teh two legs of the vertical spready bull put option, only one of them is exercised om the expiration date. And after this date no trade happens. This seems like a bug to me. Please guide on how to fix the issue or have a workaround.
I have tried to liquidate all assets, and that one doesn't work either. In the example below only 170818P00237000 (buy put) is exercised on expiration, and not the sell put.
Thanks
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Coder
I noticed this meesage in the console for the leg in above post that cannot be traded:
Backtest Handled Error: The security with symbol 'SPY 170818P00243000' is marked as non-tradable.
will be great to find the source of the issue, and a possible solution to it. Thanks!
Coder
I already tried one solution in another discussion changed universe setting from Resolution.Hour to Resolution.Minute but it didn't help.
Coder
After fnishing the backtets i can see the Invalid status: Automatic option assignment on expiration
Since this is a spread trade, i thought exrcising the other leg will be enough at assignment. Is there a specific way t handle option assignment in QuantConnect. Thanks
Alexandre Catarino
Hi Nick,
I am closing this thread since it is a duplicate of
Automatic Option Assignment on Expiration Invalid Status and Backtest Issues
Coder
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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