I am trying to access some of the features of IB's Volatility Lab screen programmatically via API - and not having any luck. Specifically, I am looking at getting historical implied volatility data for historical smiles and ATM term structure. Looks like IB API does not expose all of the data necessary for that - or is there a work-around? Also, for some reason MODEL_OPTION_COMPUTATION is unavailable when the exchange is closed - while the same data is available in VolatilityLab...
Many features which are visible in TWS are not available as such through the API. In those cases do you have to download the basic data and perform the calculations in your own software in order to get the same feature.