charting the past implied volatility of an option?

Discussion in 'Interactive Brokers' started by ScroogeMcDuck, Dec 10, 2020.

  1. can TWS do that?
     
  2. guru

    guru

    Shouldn't be much different from average IV of all nearby options (unless far OTM and you'd want to adjust for IV smile), so you could add the "Option Implied Volatility" to any stock chart.
    upload_2020-12-10_10-44-43.png

    Or use the IV viewer and select some strike-range and expiry date:
    upload_2020-12-10_10-46-37.png
     
    pixel, Lou Friedman and stochastix like this.
  3. pixel

    pixel

    Oh this is very interesting, thanks for the tips