fin_resolveVolatility: Resolve Option Implied Volatility from Ticker

In umx: Structural Equation Modeling and Twin Modeling in R

Resolve Option Implied Volatility from Ticker

Description

fin_resolveVolatility looks up the implied volatility of a ticker from its option chain closest to the target expiry and strike. If the retrieved IV is stale/zero (< 1%), it falls back to calculating the 90-day Historical Volatility (HV) of the stock.

Usage

fin_resolveVolatility(impliedVol, strikePrice, daysToExpiry)

Arguments

impliedVol	Either a numeric value (returned directly) or a character stock symbol.
strikePrice	The strike price of the option.
daysToExpiry	The number of days to expiration.

Value

A numeric volatility value.

umx documentation built on Oct. 11, 2026, 5:07 p.m.