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Fix the greeks calculations of the chain command #3812

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merged 4 commits into from
Dec 22, 2022

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northern-64bit
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Description

This makes the greeks calculations in the chains command (with YahooFinance) accurate. Closes #3779. There will still exist a difference between the sources due to different IV values, current asset prices (when the market is open) and so on ..., namely due to the data given.

How has this been tested?

Running the command and comparing results with Nasdaq, Tradier and the greeks command.

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 merged commit caa10a8 into OpenBB-finance:main Dec 22, 2022
@northern-64bit northern-64bit deleted the fix-3379 branch December 22, 2022 13:43
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Successfully merging this pull request may close these issues.

[Bug] Large Difference in Options Greeks Values Between Sources.
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