Description Usage Arguments Details Value Author(s) References
Using the IB API, calculates the implied volatility or option price given parameters.
1 2 3 4 5 6 7 8 9 10 11 | 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
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/java/calculateimpliedvolatility.htm http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/java/calculateoptionprice.htm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.