Hello,
I'm sure that's something easy but I couldn't find any info on that in the forum or in the documentation. I was able to filter the option contracts, select the one I need and buy it but then I'm not sure how to track the price of this option contract.
Based on the straddle template this is how I select the option contract:
def TradeOptions(self,chains):
# sorted the optionchain by expiration date and choose the furthest date
expiry = sorted(chains,key = lambda x: x.Expiry, reverse=True)[0].Expiry
# filter the call and put contract
call = [i for i in chains if i.Expiry == expiry and i.Right == OptionRight.Call]
# sorted the contracts according to their strike prices
call_contracts = sorted(call,key = lambda x: x.Strike)
if len(call_contracts) == 0: return
self.optionCall = call_contracts[0] => I store the contract in a self variable
But then if I want to access the latest bid price for the same contract, I only get the bid price that I paid for buying the contract:
self.Plot("Main", "Option Price", self.optionCall.BidPrice) => only show the same constant value.
How can I get the latest bid price for an option contract that's in my portfolio?
Thanks,
Derek Melchin
Hi EDDDD,
We can get the latest bid price of the contract through the Securities collection.
self.Securities[self.optionCall.Symbol].BidPrice
See the attached backtest for reference.
Best,
Derek Melchin
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EDDDD
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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