Implied Volatility values

[Hilcrest_trader]

The values for Implied Volatility displayed on TWS are very low. For example, NFLX is currently showing 3.3% whereas the actual IV% is 53.29%.

Is there a problem or am I missing something?

 

[guru]

I see around 52% implied volatility for NFLX in TWS. Please prove that what you're saying is true. Or explain where/what you're looking at.

 

[Hilcrest_trader]

 

[carolina m]

Los precios de las opciones se calculan de acuerdo con un modelo de valoración (por ejemplo, Black-Scholes) y el valor de la volatilidad implícita se incorpora en esos precios de las opciones. Es importante saber que cada opción financiera tiene su propio VI dependiendo del precio de ejercicio y el vencimiento que tenga

 

[Hilcrest_trader]

I have been using the beta version of TWS but today I deleted and downloaded the 'latest'. Didn't change the IV value.

 

[xandman]

Your looking at Daily volatility. Right click on the column and select Annual.

 

[Hilcrest_trader]

Great thank you!!! Not sure what I did to set it to daily!

 

[Hilcrest_trader]

Tricks for beginners - I've been using TWS > 3years and still something to learn!

 

[xandman]

About 15 years with breaks, somebody had to give me detailed instruction to view Time & Sales for spreads yesterday. It won't be the last.

 

[Henrique]

I observe that you had been looking on the daily volatility. For a better insight on it, I would suggest you to have a look on the annual volatility. This is how you’ll be able to maintain a wider look on the data, allowing you to plan your moves accordingly.