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?
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.
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
I have been using the beta version of TWS but today I deleted and downloaded the 'latest'. Didn't change the IV value.
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.
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.