diff --git a/vnpy/trader/app/optionMaster/omBase.py b/vnpy/trader/app/optionMaster/omBase.py index 35f3b5da..bf96d0b9 100644 --- a/vnpy/trader/app/optionMaster/omBase.py +++ b/vnpy/trader/app/optionMaster/omBase.py @@ -206,7 +206,7 @@ class OmOption(OmInstrument): def calculateOptionImpv(self): """计算隐含波动率""" underlyingPrice = self.underlying.midPrice - if not underlyingPrice: + if not underlyingPrice or not self.t: return self.askImpv = self.calculateImpv(self.askPrice1, underlyingPrice, self.k,