implied volatility of individual option leg

T

tos_user

Hello Traders,
is there any option trading software that allows us to create a diagram of implied volatility of individual option leg.
For example, is there a way to display (diagram) IV of Apple 170 Call Jan 2018 option.

I know TOS does not show IV of individual option.
are there any other software out there to do this.

Thanks in advance.
 
This is LVX. This is the Jan 170 call. the graph on the left show the call price overtime. The red line is the Ivol. The light blue line is the OI.


upload_2017-12-19_13-11-0.png
 
tos_user said:
Thanks a lot Robert.

Is It possible to overlay historical volatility on top of implied volatility for that strike.
More...

Not sure how that would work in the same window. The software has historical volatility and can graph that overtime.

Would you like a demo. Email me your name so I can be your rep and i’ll Provide a link for a demo. You can then play around.

Bob
 
tos_user, I am not a ToS user, but I do know that it has individual strike IVs -- as does every other option platform of which I am aware.

But like RM, I am not convinced you have really thought out what it is you want. The IV of a single strike is a single datum -- and to have a graph, you need a two-space, a tuple, a dual-cite. As in, "IV by date" or "IV by underlying" or "IV by S&P500" or "IV by DTE"......

As well, any graph for which you seek itself requires all the examples to be in the past, as graphs operate on history (pretty much).

I suggest you sketch out what you seek, "label your axes"[!!!], and what you expect to find.
THEN seek in in ToS or wherever else. This will shortcut a lot of work for you.
 
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