TWS IB vols

Discussion in 'Interactive Brokers' started by moskvich, Dec 22, 2023.

  1. moskvich

    moskvich

    seem to be off
     
  2. Robert Morse

    Robert Morse Sponsor

    ????
     
    moskvich likes this.
  3. Quanto

    Quanto

    IMO there is nothing wrong.
    IV for strike is calculated from the actual Bid/Ask for that strike.
    So the IVs are independent of each other.
     
  4. moskvich

    moskvich

    MARA implied vol is about 150%
     
    Quanto likes this.
  5. Quanto

    Quanto

    You are right.
     
  6. Quanto

    Quanto

    I was thinking the IVs in the screenshot are correct, but that the OP was thinking that some are "out of order".
    The truth is: the shown IVs from IB TWS are in fact totally wrong! See subsequent postings by OP etc.
     
    moskvich likes this.