calculateImpliedVolatility | R Documentation |
Using the IB API, calculates the implied volatility or option price given parameters.
calculateImpliedVolatility(twsconn, Contract, optionPrice, underPrice, reqId = 1) calculateOptionPrice(twsconn, Contract, volatility, underPrice, reqId = 1)
twsconn |
A twsConnection object |
Contract |
A twsContract object |
optionPrice |
The option price from which to calculate implied |
volatility |
The volatility from which to calculate price |
underPrice |
The underlying price |
reqId |
The request id |
Both calls will use the IB described method for calculation. See the official API for documentation.
A numeric value corresponding to the request
Jeffrey A. Ryan
https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a04c5d248c1036dd72435cc1edc7c58e2 https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a7afa53b655542e74ede683e1de2b2fc4
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