Forum: ThinkOrSwim
October 1st, 2018, 04:12 AM
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Replies: 1
Views: 6,558
#Implied Volatility percentile
declare...
#Implied Volatility percentile
declare lower;
declare real_size;
def vol = impVolatility();
rec data = if !isNaN(vol) then vol else data[1];
def hi = highest(data,252);
def lo =...
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