diff --git a/app/cron_options_historical_volume.py b/app/cron_options_historical_volume.py index 82ecca7..e7a17df 100644 --- a/app/cron_options_historical_volume.py +++ b/app/cron_options_historical_volume.py @@ -94,7 +94,7 @@ def aggregate_data_by_date(symbol): if matching_price: spot_price = matching_price['close'] else: - spot_price = 0 # Or some default value + continue gex = open_interest * gamma * spot_price dex = open_interest * delta * spot_price