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i understood what you meant, but i think there is a problem with both the floating maturity and strike. so i will explain what do i want - let's assume the underline price is 100 and there are 30 days to expire i want to know what percentile is the current IV of the 70 put is (which is...

Thanks for the answers, i am building these days the code and all the logic i want to implement in MSSQL (i'm a DBA, so this is my strong area), and when i'm done, i am going to buy data from two or three sources (for comperission and filling the holes), they will be ivolatility, optiondata and...

Hi, i am doing back tests, and i want to calculate the IV-Rank (the percentile) myself the problem is that i don't know how to do that. i know the formula (taking the highest and lowest and put it in the forumla) but highest and lowest of what ?? should i take the IV of the underline or...