IV for each maturity

Discussion in 'Options' started by JKG, Feb 4, 2008.

  1. JKG


    Does any software show the pictures of stock's implied volatility for each maturity? Can TOS do that?

    I know some software can show the averaged implied volatility. But I really want to look at the averaged IV for each maturity...

  2. MTE


    You can plot individual option's implied volatility in TOS. Not sure if you can plot the individual month's IV, never seen this feature, but it would best to check with them to see if there's a way to do that. I'll see what I can find out and post back.

  3. MTE

    I am with IB. Is it possible with any broker to find out hoe much margin is being required for your actual positions.-preferably live upgrades. I am asking with a view that if some positions require high margin (initial plus maintenance) one can close those positions and move to other positions requiring less margin -Just an idea.

  4. MTE


    Just checked with TOS, as I said, you can plot individual option's IV, but not a particular month's index.
  5. MTE


    In TOS you can see the margin requirement for each position you hold, I would think the same could be seen in IB, but I'm an IB customer so I don't know.
  6. JKG


    MTE and RunningOnEmpty, thanks for your replies!!

    RunningOnEmpty, but the link you posted also does not show the averaged IV for each maturity, right? The reason I want to see it, is that sometimes the IV for each maturity varies a lot. If one wants to trade volatility, he has better be aware of how IV changes with each maturity.