Support Board
Date/Time: Sat, 01 Feb 2025 01:13:29 +0000
Post From: SC Options Trading with IB
| [2017-06-29 11:15:42] |
| User754985 - Posts: 109 |
|
Specifically what do you require?
My current needs at the moment are: 1. Simplified ability to retrieve option prices(mid, bid-ask) - for n-th closest expiry - for x closest strikes 2. Same as 1 but for IVs (pre-calculated by IB) - to estimate skew 3. Ready-made functions to find an option symbol/quote based on specified Delta range or abs. price range. 4. Ready-made functions to retrieve IVs across n closest expiries 6. Ability to retrieve/monitor single and complex position delta/vega/theta. 7. Calculation of different Put/Call ratios (not required, but is an area I would explore in the near future) |