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QuantConnect · Oct 3, 2024 · 1cb590c · 1cb590c
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diff --git a/...et Classes/02 Equity Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json b/...et Classes/02 Equity Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json
@@ -7,6 +7,6 @@
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diff --git a/...et Classes/07 Future Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json b/...et Classes/07 Future Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json
@@ -7,6 +7,6 @@
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         "og:type": "website",
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diff --git a/...urities/99 Asset Classes/07 Future Options/03 Greeks and Implied Volatility/metadata.json b/...urities/99 Asset Classes/07 Future Options/03 Greeks and Implied Volatility/metadata.json
@@ -7,6 +7,6 @@
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-        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility.png"
+        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/future-options/greeks-and-implied-volatility.png"
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diff --git a/...set Classes/09 Index Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json b/...set Classes/09 Index Options/03 Greeks and Implied Volatility/02 Indicators/metadata.json
@@ -7,6 +7,6 @@
         "og:title": "Option Indicators - Documentation QuantConnect.com",
         "og:type": "website",
         "og:site_name": "Option Indicators - QuantConnect.com",
-        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/option-indicators.png"
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diff --git a/...curities/99 Asset Classes/09 Index Options/03 Greeks and Implied Volatility/metadata.json b/...curities/99 Asset Classes/09 Index Options/03 Greeks and Implied Volatility/metadata.json
@@ -7,6 +7,6 @@
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         "og:site_name": "The Greeks and Implied Volatility - QuantConnect.com",
-        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility.png"
+        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/index-options/greeks-and-implied-volatility.png"
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diff --git a/Resources/social/lean-cli/api-reference/lean-cloud-live-command.png b/Resources/social/lean-cli/api-reference/lean-cloud-live-command.png
diff --git a/Resources/social/lean-cli/api-reference/lean-live-command.png b/Resources/social/lean-cli/api-reference/lean-live-command.png
diff --git a/...l/lean-cli/datasets/quantconnect/download-in-bulk/us-equity-option-universe.png b/...l/lean-cli/datasets/quantconnect/download-in-bulk/us-equity-option-universe.png
diff --git a/...al/lean-cli/datasets/quantconnect/download-in-bulk/us-index-option-universe.png b/...al/lean-cli/datasets/quantconnect/download-in-bulk/us-index-option-universe.png
diff --git a/...es/social/research-environment/datasets/equity-options/individual-contracts.png b/...es/social/research-environment/datasets/equity-options/individual-contracts.png
diff --git a/Resources/social/research-environment/datasets/equity-options/key-concepts.png b/Resources/social/research-environment/datasets/equity-options/key-concepts.png
diff --git a/Resources/social/research-environment/datasets/equity-options/universes.png b/Resources/social/research-environment/datasets/equity-options/universes.png
diff --git a/Resources/social/writing-algorithms/indicators/supported-indicators/vortex.png b/Resources/social/writing-algorithms/indicators/supported-indicators/vortex.png
diff --git a/Resources/social/writing-algorithms/live-trading/commands.png b/Resources/social/writing-algorithms/live-trading/commands.png
diff --git a/...ities/asset-classes/equity-options/greeks-and-implied-volatility/indicators.png b/...ities/asset-classes/equity-options/greeks-and-implied-volatility/indicators.png
diff --git a/...ithms/securities/asset-classes/future-options/greeks-and-implied-volatility.png b/...ithms/securities/asset-classes/future-options/greeks-and-implied-volatility.png
diff --git a/...ities/asset-classes/future-options/greeks-and-implied-volatility/indicators.png b/...ities/asset-classes/future-options/greeks-and-implied-volatility/indicators.png
diff --git a/...ies/asset-classes/future-options/greeks-and-implied-volatility/key-concepts.png b/...ies/asset-classes/future-options/greeks-and-implied-volatility/key-concepts.png
diff --git a/...writing-algorithms/securities/asset-classes/futures/market-hours/eurex/fesx.png b/...writing-algorithms/securities/asset-classes/futures/market-hours/eurex/fesx.png
diff --git a/...rithms/securities/asset-classes/index-options/greeks-and-implied-volatility.png b/...rithms/securities/asset-classes/index-options/greeks-and-implied-volatility.png
diff --git a/...rities/asset-classes/index-options/greeks-and-implied-volatility/indicators.png b/...rities/asset-classes/index-options/greeks-and-implied-volatility/indicators.png
diff --git a/...ties/asset-classes/index-options/greeks-and-implied-volatility/key-concepts.png b/...ties/asset-classes/index-options/greeks-and-implied-volatility/key-concepts.png
diff --git a/...social/writing-algorithms/securities/asset-classes/index/market-hours/eurex.png b/...social/writing-algorithms/securities/asset-classes/index/market-hours/eurex.png
diff --git a/Resources/social/writing-algorithms/statistics/trade-statistics.png b/Resources/social/writing-algorithms/statistics/trade-statistics.png
diff --git a/...riting-algorithms/trading-and-orders/option-strategies/long-call-backspread.png b/...riting-algorithms/trading-and-orders/option-strategies/long-call-backspread.png
diff --git a/...writing-algorithms/trading-and-orders/option-strategies/long-put-backspread.png b/...writing-algorithms/trading-and-orders/option-strategies/long-put-backspread.png
diff --git a/...iting-algorithms/trading-and-orders/option-strategies/short-call-backspread.png b/...iting-algorithms/trading-and-orders/option-strategies/short-call-backspread.png
diff --git a/...riting-algorithms/trading-and-orders/option-strategies/short-put-backspread.png b/...riting-algorithms/trading-and-orders/option-strategies/short-put-backspread.png