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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