Help Needed: TOS Options Chain IV & IMPL MOVE Calculation

NexusFi · 2021-02-21T13:56:48-05:00

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 …

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Updated February 21, 2021

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Help Needed: TOS Options Chain IV & IMPL MOVE Calculation

February 21st, 2021, 01:56 PM	#1 (permalink)
walksonair Seattle, WA Elite Member Experience: Intermediate Platform: TOS Trading: ES, MES, Options Posts: 7 since May 2020 Thanks Given: 2 Thanks Received: 1	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.

Last Updated on February 21, 2021