I'm new to IBKR RTD for excel and I'm wondering how to do this, or if there's info out there on how to do it: I'm trying to include on my excel sheet the iv's for the: 16Delta put iv/ 25Delta put iv/ ATM put iv/ 25Delta call iv/ 16Delta call iv - for all the different tenors going back a year for Spy and a couple of other underlyings. I guess this may mean grabbing the iv's for the options after each of these delta values as I don't want to get into interpolation of iv's, as I'm an RTD newb. ... I'm not sure if this means learning Pivot Tables ... I know it's easy in LiveVol excel addon with RTD as they give iv's per delta, but that's $200/month in data/frontend etc. Also Tradier with real time Orats data isn't available to Aussies
Download the IB API which is a separate download to IB TWS mosaic. There is an example spreadsheet in the API which you can modify.