Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Unfortunately the way the function works you are limited to pre-defined aggregation periods. You can only use Day, 2 Days, 3 Days, 4 Days, Week, and Month. For example, if you try 10 Days or 2 Weeks then you get nothing. For the PriceType you can use Last, Bid, Ask. Have to manually key in cuz I don't know how to create lists in TOS.
Implied Volatility has no "length" in its mathematical calculation as opposed to His Volatility. Implied Volatility is calculated as the volatility necessary in Black & Sholes (or any other model you are using) in order to get the actual traded price (usually the mean between the bid and the ask). This why oyu dont see in TOS a "length" parameter for IV but there is one for HV.
The IV presented to you is usually on a yearly basis. If you want to calculate the corres ponding IV for a T number of days the fornula is:
