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Fixing the greeks calculations #3690

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merged 1 commit into from
Dec 4, 2022

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northern-64bit
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Description

Closes #3660 and also makes the code a bit more readable & versatile. There is no error with the IV normalization, since this command can only take the data from yahoo finance that already annualizes the IV.

How has this been tested?

Tried the command with several values and compared the results with https://ops.syncretism.io and https://www.cboe.com/optionsinstitute/tools/options_calculator/.

  • Make sure affected commands still run in terminal
  • Ensure the SDK still works
  • Check any related reports

Checklist:

Others

  • I have performed a self-review of my own code.
  • I have commented my code, particularly in hard-to-understand areas.

@northern-64bit northern-64bit added the bug Fix bug label Dec 3, 2022
@reviewpad reviewpad bot added the feat XS Extra small feature label Dec 3, 2022
@jmaslek
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jmaslek commented Dec 4, 2022

Consistent with nasdaq for aapl 1/13 calls. Puts also match up.

Screenshot 2022-12-04 at 4 32 14 PM

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jmaslek commented Dec 4, 2022

spy matching up. nice job. This can now be added to the sdk :D

@jmaslek jmaslek merged commit 5dbe9f5 into OpenBB-finance:main Dec 4, 2022
@northern-64bit northern-64bit deleted the fix_bug_3660 branch December 4, 2022 21:50
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[Bug]Option greeks not displaying correct values
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