I know it's a new concept for you, but a call and a put (European, with the same strike and expiration) are related through put/call parity. If the data shows different IV for these, it means the underlying is being modeled incorrectly.
Hi! Thanks for asking. Unfortunately, we only have end-of-day data for futures. If it works for you, you can send the request here: https://www.ivolatility.com/landing/data-request-form/.
Good Morning IVolatility, I can get end of day data. I can not get rich quickly with end of day data. Big bars will take me forever to get rich. I need the little tick bars.
We can actually provide you with tick data since October 2019. Please fill in the request form above, and my colleagues will contact you shortly with data examples, etc.
Good Morning IVolatility, Thank you very much. This is what I need to be a rich ES trader. Can you format the data so it is ready to be imported in NinjaTrader without me having to do any manual labor?
Of course they are related thru the put/call parity. How come you believe it's a new concept for me? The Call and Put premium is the same only for K = S, for other K they differ. Maybe we mean different things. Can you give an example for a real data that is wrong according to you? I rather think that you wrongly believe ATM K means S=K. B/c S=K you will find very seldom in nature... And that would explain your wrong assumption or expectation.
I am not sure, but we can send you a data example so you can have a look to see if it works to be imported into NinjaTrader.