IB feature idea: hist data for implied vol

Discussion in 'Data Sets and Feeds' started by local_crusher, Jan 3, 2006.

  1. Dear IB reps,

    as you might know, I had pointed out some interesting points for you in the past.

    Here is another nice one:

    As we know, you are calculating the overall (all expirations/all series) implied vola for each stock.

    How about making historical implied vola data available for useage via Charts/the API?

    Like providing Bid/Ask/Midpoint data,
    maybe this is not too hard to implement at some point.

    This would probably be a premier in the industry, I do not know of any broker or data vendor to have such data.
  2. IBsoft

    IBsoft Interactive Brokers

    Charting of the mid implied vol is in the works.
  3. that's cool !