Discussion in 'Options' started by froluis, Jan 27, 2010.

  1. froluis



    Anyone knows whether or not it is possible to chart index implied volatility getting data from IB??
  2. froluis


    I meant chart index implied volatility on Amibroker software with IB datas.
  3. Should be - I don't have a intraday data feed myself, but you can code anything if there is data for it in AMI.

    EOD data has a value for example

    ticker, O, H, L, C, vol, Open Interest, etc...

    your intraday data will have a value perhaps,

    if it doesn't you can infer the volatility yourself via a formula...

    i.e parkinson volatility of the past 252 trading sessions, etc..

    I find using for loops to calculate volatility formulas is intensive, perhaps there is a better way.

    if IB provides a ready made data stream with volatility, you could just plot the datavalue on the screen yourself without much problem
  4. froluis


    Thanks Psytrade,
    For historical volatility it is, as you said, possible to code it but what I wonder is whether it is possible to get index implied volatility the same way it is charted on the IB chart.
    Anyone using AB and IB for options trading?
  5. Carl K

    Carl K