Bug fix on Option Indicator calculation #7999
Merged
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Description
Fixed unhandled edge situation on expired options update (e.g.
Resolution.Daily
delayed bars) causing overflow value error. All option Greeks indicators should have zero Greeks on expired options since the price stays at 0.Related Issue
closes #7998
Motivation and Context
bug
Requires Documentation Change
N/A
How Has This Been Tested?
Added unit test
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>