Dear IB reps,
as you might know, I had pointed out some interesting points for you in the past.
Here is another nice one:
As we know, you are calculating the overall (all expirations/all series) implied vola for each stock.
How about making historical implied vola data available for useage via Charts/the API?
Like providing Bid/Ask/Midpoint data,
maybe this is not too hard to implement at some point.
This would probably be a premier in the industry, I do not know of any broker or data vendor to have such data.
as you might know, I had pointed out some interesting points for you in the past.
Here is another nice one:
As we know, you are calculating the overall (all expirations/all series) implied vola for each stock.
How about making historical implied vola data available for useage via Charts/the API?
Like providing Bid/Ask/Midpoint data,
maybe this is not too hard to implement at some point.
This would probably be a premier in the industry, I do not know of any broker or data vendor to have such data.