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Help Needed: TOS Options Chain IV & IMPL MOVE Calculation


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Help Needed: TOS Options Chain IV & IMPL MOVE Calculation

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 walksonair 
Seattle, WA
 
Experience: Intermediate
Platform: TOS
Trading: ES, MES, Options
 
Posts: 4 since May 2020
Thanks: 2 given, 0 received

Hello, I have been trying to run some analysis on the options chains from ThinkOrSwim but some of what I am trying to do involves using the TOS calculated IV and Implied Move, see attached image of the TOS options chain of what I mean. When I export to file the options series, these numbers don't export. I've included a Dropbox link to the CSV of what I'm using to try and figure out the calculations. In the screenshot I added from the TOS the IV and IMPL MOVE manually, as well as highlight the ATM straddle...

Does anyone know how to calculate these by spreadsheet?

CSV Link: https://www.dropbox.com/s/ja15rn9ecp5csaz/SPX_Calc_Example.csv?dl=0


Screenshot of CSV w/ manually entered TOS IV & IMPL MOVE, ATM strike highlighted



TOS SPX Options Chain as of Friday, Feb 19, after market close.

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Last Updated on February 21, 2021


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