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Date/Time: Sat, 27 Apr 2024 19:45:28 +0000

Post From: Equity Options real-time data

[2023-07-19 06:41:38] Link To Thread - Link To Post [Go To First Post]
NN - Posts: 1
Also interested in knowing. Now that you guys have full volume from the NYSE/NASDAQ SIPs, I'm seriously considering switching over. But I need implied volatility data at minimum to leave ThinkorSwim (completely different from the volatility study available. One is based upon backing out the value from the bid,ask or mid and bjerksund-stensland model or binomial/trinomial models while the other measures realize volatility as far as I could see from a quick read. Implied volatility is more of a prediction based of future volatility) and equity options data. In particular access to the options chains. Either the way, congrats on getting the new full US equity data feed setup! Edit: here's a link that describes implied volatility as well as the ideal ways to calculate it far better than I ever could: https://quant.stackexchange.com/questions/1489/how-should-i-calculate-the-implied-volatility-of-an-american-option-in-a-real-ti Date Time Of Last Edit: 2023-07-19 14:24:14