Robert Morse
Sponsor
Matt might be able to, we can't.
How do you graph IV across different time periods?
- Thread starter RGLD
- Start date
Matt_ORATS
Sponsor
Yes, with our TradeHistory tab in our Dashboard you can track a spread with up to four legs each minute. You can even view expired options historically this way.
Below, a little hard to see, is a SPY long call spread 477 / 480 expiring Jan 19th. The current vol of the spread is 10.2% the high from the week highlighted below is 11.4% on Dec 26th at 9:35 am ET.
The price of the spread is graphed on top, and the IV with the stock price is in the lower graph. You can also graph greeks, our theo vol (SMV), OI, volume and more.
https://gyazo.com/cc1f3842a62670b6bb1d900f55ab6aaa
Below, a little hard to see, is a SPY long call spread 477 / 480 expiring Jan 19th. The current vol of the spread is 10.2% the high from the week highlighted below is 11.4% on Dec 26th at 9:35 am ET.
The price of the spread is graphed on top, and the IV with the stock price is in the lower graph. You can also graph greeks, our theo vol (SMV), OI, volume and more.
https://gyazo.com/cc1f3842a62670b6bb1d900f55ab6aaa