Glad I could help. BTW I have found the IB numbers very reliable. I have used them for a while now in Excel (through DDE) where they even have IV and Delta separate on bid and ask. As I understand these calculations are performed at the IB plant and IV numbers flow into your PC just like prices. If instead you let your PC perform the calculations (like in Excel/VBA) then you put a lot of extra strain on your processor. Anyone pls correct me if iâm wrong.
I just found a solution to display contract IV on the IB main trading screen. In this thread myself and a prior poster complained that apparently an "enhancement" had eliminated the ability to display contract IV on the main trader screen. Well it seems that there are two columns available for IV. One column is called "options implied volatility" the other column is called "implied volatility". You would think that the column called "options implied volatility" would display the IV of individual contracts. However, that's not the case. You need to use the column called "implied volatility". Same problem to display options volume by contract. Don't use the "options volume" column instead use the "volume" column. Call me crazy, but it looks like IB has their column titles backward. Don
I've been comparing IB's numbers with calcs from my programs (for a whole two days! and they jive. No problem there. The DDE link is another thing on my "to do" list. And yes, you are correct. Every application that you run sucks off a little bit from your speed. It's very noticeable on older puters. No problem with souped up new stuff.
Well, I was referring specifically to IV calc's of which (almost) all versions are iterative (loops). Calculate enough contract IVâs simultaneously and even the souped up new stuff will start hick:eek:up:eek:ing:eek: In any case nothing beats a clean feed.
On the normal trading page, with the 'model' column enabled, Im getting bad readings on volitility until I open the Options Screen for that symbol. Then it corrects. Whats the problem?