Calculating historical volatility
EClient.calculateImpliedVolatility (
reqId: int. Request identifier used to track data.
contract: Contract. The Contract object for which the depth is being requested
optionPrice: double. Hypothetical option price.
underPrice: double. Hypothetical option’s underlying price.
impliedVolatilityOptions: List<TagValue>. Internal use only. Send an empty tag value list.
)
Calculate the volatility for an option. Request the calculation of the implied volatility based on hypothetical option and its underlying prices.