How do you graph IV across different time periods?

Discussion in 'Options' started by RGLD, Dec 22, 2023.

  1. Robert Morse

    Robert Morse Sponsor

    Matt might be able to, we can't.
     
    #11     Dec 28, 2023
    Matt_ORATS likes this.
  2. Matt_ORATS

    Matt_ORATS Sponsor

    Yes, with our TradeHistory tab in our Dashboard you can track a spread with up to four legs each minute. You can even view expired options historically this way.

    Below, a little hard to see, is a SPY long call spread 477 / 480 expiring Jan 19th. The current vol of the spread is 10.2% the high from the week highlighted below is 11.4% on Dec 26th at 9:35 am ET.

    The price of the spread is graphed on top, and the IV with the stock price is in the lower graph. You can also graph greeks, our theo vol (SMV), OI, volume and more.

    [​IMG]
    https://gyazo.com/cc1f3842a62670b6bb1d900f55ab6aaa

     
    #12     Dec 28, 2023
    RGLD likes this.