Utility to download historical Implied Volatility data from Interactive Brokers?
Utility to download historical Implied Volatility data from Interactive Brokers?
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Contango · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: Contango
Original post: https://quant.stackexchange.com/questions/1224
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
Adaptation: HTML converted to plain text; contact email addresses removed.
Does anyone know of a utility that can download historical Implied Volatility (IV) data from
Interactive Brokers' Trader Workstation
?
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Quoted from Forex.com.bd-Editorial External question — Quantitative Finance Stack Exchange Author: Contango Source score (net votes, not local likes): 7 Original post: https://quant.stackexchange.com/questions/1224 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Does anyone know of a utility that can download historical Implied Volatility (IV) data from Interactive Brokers' Trader Workstation ?
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