l
leansy
+1 for historical IV on the dated option-chain endpoint (?date=...). Our automated options backtester has to reconstruct EOD IV with a Black-76 solver because dated chains return a blank iv field. Native historical IV that matches the real-time methodology would let our IV-rank / VRP features line up between backtest and live instead of drifting.
j
jerseyscore10
any updates on this feature?
s
sdescheemaeker81
Any update to historical IV?
o
orhancelil
any update on this ?
s
sagebrook
I'm still getting NO DATA on any IV request on any Option.
j
jerseyscore10
Any update on historical IV now?
M
Max
updated the status to
planned
Real time is done. Historical IV still needs to be finished.
v
vazdooh
Max: Any ETA for this?
M
Max
vazdooh: This year.
m
maksut
Max: at the end or earlier?
M
Max
Merged in a post:
Historical volatility
j
jerseyscore10
In order to compliment implied volatility, historical volatility feature would enable value add for an option.
t
thmar1964
How do you calculate the IV? Which method do you use? I saw, that the IV I get from MarketData is not comparable with an IV I get tro ThinkOrSwim or Trader Workstation
M
Max
IV for real-time quotes ready in October's release. Historical IV still pending.
z
zzprod
Max: end if day historical iv can help a lot. Im doing an app script calculation which takes a lot of urlfetch from google
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