Implied Volatility values

Discussion in 'Interactive Brokers' started by Hilcrest_trader, Jun 24, 2020.

  1. The values for Implied Volatility displayed on TWS are very low. For example, NFLX is currently showing 3.3% whereas the actual IV% is 53.29%.

    Is there a problem or am I missing something?
     
  2. guru

    guru

    I see around 52% implied volatility for NFLX in TWS. Please prove that what you're saying is true. Or explain where/what you're looking at.
     
    Last edited: Jun 24, 2020
  3. TWS IV.png
     
  4. Los precios de las opciones se calculan de acuerdo con un modelo de valoración (por ejemplo, Black-Scholes) y el valor de la volatilidad implícita se incorpora en esos precios de las opciones. Es importante saber que cada opción financiera tiene su propio VI dependiendo del precio de ejercicio y el vencimiento que tenga
    upload_2020-6-24_19-15-59.png
     
  5. I have been using the beta version of TWS but today I deleted and downloaded the 'latest'. Didn't change the IV value.
     
  6. xandman

    xandman

    Your looking at Daily volatility. Right click on the column and select Annual.
     
    ballsofgold and guru like this.
  7. Great thank you!!! Not sure what I did to set it to daily!
     
  8. Tricks for beginners - I've been using TWS > 3years and still something to learn! :)
     
    guru likes this.
  9. xandman

    xandman

    About 15 years with breaks, somebody had to give me detailed instruction to view Time & Sales for spreads yesterday. It won't be the last.
     
  10. Henrique

    Henrique

    I observe that you had been looking on the daily volatility. For a better insight on it, I would suggest you to have a look on the annual volatility. This is how you’ll be able to maintain a wider look on the data, allowing you to plan your moves accordingly.
     
    #10     Jul 13, 2020