Forum: ThinkOrSwim
March 14th, 2014, 04:59 PM
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Replies: 3
Views: 1,728
Cart before the horse
Thanks for your code, very nice example of the fold statement. Unfortunately, you calculated the percentage, with IV Level as an input. I am looking for the opposite: given a percentage, find the...
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Forum: ThinkOrSwim
March 11th, 2014, 05:10 PM
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Replies: 3
Views: 1,728
Calculate IV Level where most days are less
I want to find the lowest implied volatility level where some large percentage of days is less than. In other words, given a percentage P% for a given underlying, fill in the blank in the following...
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