Implied volatility percentile at option chain

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Hi, i want see at option chain a column with IV percentile for each base option.

I use this code on watchlist, but didn’t work al option chain:

def vol = impVolatility();  # dont work at option chain
rec data = if !isNaN(vol) then vol else data[1];
def hi = highest(data,252);
def lo = lowest(data,252);
plot perct = (data – lo)*100 / (hi – lo);

Only return nan value.

Could be possible see that?

 

thanks

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Posted by (Questions: 1, Answers: 0)
Asked on August 30, 2021 11:29 am
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Sorry but there is no solution for this using the current version of Thinkorswim. The ImpVolatility chart study does not work for individual options contracts. It only works for stock tickers.

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Posted by (Questions: 37, Answers: 4087)
Answered on August 30, 2021 2:40 pm
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