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How to extract Implied volatility from Quantconnect #47

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AngelGO23 opened this issue Jan 2, 2023 · 0 comments
Open

How to extract Implied volatility from Quantconnect #47

AngelGO23 opened this issue Jan 2, 2023 · 0 comments

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@AngelGO23
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I am trying to create a trading strategy that uses Implied Volatility from options to buy or sell stocks. How can I get the implied volatility data in the research env?
leo-ai-for-trading added a commit to leo-ai-for-trading/Research that referenced this issue May 27, 2023
@leo-ai-for-trading
Fixed: Issue QuantConnect#47
59417e5 
## Description
Replying to this issue

Related Issue
How to extract Implied volatility from Quantconnect QuantConnect#47


Types of changes
-[ ] Bug fix (non-breaking change which fixes an issue)
-[ ] Refactor (non-breaking change which improves implementation)
-[ ] New feature (non-breaking change which adds functionality)
-[ x] Non-functional change (xml comments/documentation/etc)
Checklist:
-[ x] My code follows the code style of this project.
-[ x] I have read the CONTRIBUTING [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md).
-[ x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>
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@AngelGO23