standard deviation of a certain underlaying

September 21st, 2015, 01:27 AM

Hi guys,

I need to find the strikes which are about 1SD and 2SD away from the current price. Is there any way to get the annual standard deviation of a certain underlaying in TWS ?

Cheers
Peter

September 21st, 2015, 04:17 AM

Go to option selector.https://www.interactivebrokers.com/en/software/tws/usersguidebook/getstarted/optionselector.htm

September 23rd, 2015, 03:56 AM

thanks platon. I need it for selecting legs when building spreads in options chain. with options selector I just can add them to a watchlist as a single option. i think of an way thinkandswin does it. or dough.

standard deviation of a certain underlaying

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standard deviation of a certain underlaying