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[BugFix] Handle Options Skew Error From Zero/Empty IV Value #6701

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merged 4 commits into from
Sep 27, 2024

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deeleeramone
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  1. Why?:

    • This handles a KeyError from OptionsChainsProperties when skew cannot be calculated from a given expiry.
      • Error will mostly be contained to VIX and similar chains, or when new weekly expiries are opened and IV is reported as 0, resulting in an unexpectedly empty DataFrame.
  2. What?:

    • Adds checks before accessing the potentially empty DFs and raises an error accordingly.
  3. Impact:

    • Improved error handling.
  4. Testing Done:

    • Kind of hard to recreate, you might need to use VIX from Cboe, after hours, or when a new expiry is opened.

Before:

Screenshot 2024-09-26 at 11 07 49 PM

After:

Screenshot 2024-09-26 at 10 50 14 PM

@deeleeramone deeleeramone added bug Fix bug platform OpenBB Platform v4 PRs for v4 labels Sep 27, 2024
@IgorWounds IgorWounds added this pull request to the merge queue Sep 27, 2024
Merged via the queue into develop with commit 12f1199 Sep 27, 2024
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@IgorWounds IgorWounds deleted the bugfix/empty-options-skew branch October 8, 2024 18:31
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2 participants