Reference to new indicator write up page

03 Writing Algorithms/24 Reality Modeling/08 Options Models/01 Pricing/02 What are Greeks%3F.html

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 <p>Option Greeks measure the exposure of Option price or Option delta to the movement of different factors such as the underlying price, time, and volatility. The Greeks are a function of implied volatility. For more information about them, see <a href="/tutorials/introduction-to-options/the-greek-letters">The Greek Letters</a>. </p>
+
+<p>LEAN also provide indicator implementations of Option Greeks. It provides higher flexibility on option price model selection, <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#04-Volatility-Smile">volatility modeling</a> and allows implementation of <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#05-Volatility-Smoothing">IV smoothing</a> through call-put pair. 
+    For details, please refer to the <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators'>Option Indicators</a> page.</p>

03 Writing Algorithms/24 Reality Modeling/08 Options Models/01 Pricing/03 What Is Implied Volatility%3F.html

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 <p>where \(P\) is the Option contract price, \(S\) is the underlying price, and \(T\) is the time until Option expiration.</p>
 
 <p>If the <a href='/docs/v2/writing-algorithms/reality-modeling/options-models/volatility/key-concepts'>volatility model</a> of the underlying security is <a href='/docs/v2/writing-algorithms/reality-modeling/options-models/volatility/key-concepts#07-Warm-Up-Models'>ready</a>, the price model uses its value as the initial guess for implied volatility and as an input to calculate the theoretical contract prices.</p>
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+<p>LEAN also provide an indicator implementation of <code>ImpliedVolatility</code>. It provides higher flexibility on option price model selection, <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#04-Volatility-Smile">volatility modeling</a> and allows implementation of <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#05-Volatility-Smoothing">IV smoothing</a> through call-put pair. 
+    For details, please refer to <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#03Implied-Volatility'>ImpliedVolatility</a>.</p>

03 Writing Algorithms/24 Reality Modeling/08 Options Models/02 Volatility/01 Key Concepts/01 Introduction.html

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 <p>Volatility models measure the historical volatility of an asset. They are mostly used to calculate the volatility of the underlying security of an Option because the implied volatility of an Option contract needs an initial guess. The historical volatility doesn't need to be the standard deviation of the asset prices. The various volatility models in LEAN each have a unique methodology to calculate volatility.</p>
+
+<p>LEAN also provide an indicator implementation of <code>ImpliedVolatility</code>. It provides higher flexibility on option price model selection, <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#04-Volatility-Smile">volatility modeling</a> and allows implementation of <a href="/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/key-concepts#05-Volatility-Smoothing">IV smoothing</a> through call-put pair. 
+    For details, please refer to <a href='/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators#03Implied-Volatility'>ImpliedVolatility</a>.</p>