Interactive Brokers - API for Implied Volatility Comparison chart

Interactive Brokers - API for Implied Volatility Comparison chart

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Jan Jůna · External communityPost link
External question — Personal Finance Stack Exchange Author: Jan Jůna Original post: https://money.stackexchange.com/questions/162527 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Does anybody know a way how to download data from Implied Volatility Comparison chart from Interactive Brokers TWS? Is there any API method (either REST API or TWS API) for that? Or do you know any other source of this data? Generally, I am looking for a historical data of stocks implied volatility. Thank you for any ideas.
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Jan Jůna · External communityPost link
External answer — Personal Finance Stack Exchange Author: Jan Jůna Original post: https://money.stackexchange.com/a/162797 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. So in the end I've been able to get the data through a simple Node.js script using node-ib module and this code: // Stock ib.reqHistoricalData( 1, ib.contract.stock('AMZN'), '20240530-12:00:00', '365 D', '1 day', 'OPTION_IMPLIED_VOLATILITY', 1, 1, false ); Full (and ugly draft) code can be seen here: https://gist.github.com/junajan/8a92dcb068af400e899ad27625533f07
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Quoted from Forex.com.bd-Editorial External question — Personal Finance Stack Exchange Author: Jan Jůna Source score (net votes, not local likes): 0 Original post: https://money.stackexchange.com/questions/162527 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Does anybody know a way how to download data from Implied Volatility Comparison chart from Interactive Brokers TWS? Is there any API method (either REST API or TWS API) for that? Or do you know any other source of this data? Generally, I am looking for a historical data of stocks implied volatility. Thank you for any ideas.

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