The input data (bid/ask) across strikes and expiration dates form the basis of our implied volatility (IV) estimates. If the input data is inconsistent or sporadic, it negatively impacts the quality of the IV estimates we produce. If we assess that the quality of the estimates falls below a certain threshold, typically the input data is not sufficient for a robust estimate. In these cases, we stop producing estimates rather than produce numbers we have low confidence in. When this happens, you may not see any data presented on this screen.
Why implied volatility by expiry is empty?
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Options Data Definitions
IV Percentile: Indicates the percentage of days with implied volatility closing below the current implied volatility over the period. Range 0% to 100%. E.g. if last 4 days of daily Imp Vol were 1.41%, 1.61%, 2.01%, 3.12% and the current is 1.91% then latest is the 3rd highest out of 5 days or 60%…
Once linked, from which account will market data subscription fees be deducted?
Account holders can designate a billing account from which all market data fees will be deducted. We recommend that you select the account that generates the greatest level of commission activity if your subscription provides for fee waiver and should your monthly commissions reach a minimum threshold (e.g., U.S. Securities & Commodities Market Data Bundle). IBKR will only look to the activity conducted in the billing account to determine waiver eligibility rather than aggregating the commission activity across all linked accounts. …
How can I see an estimate of how much my portfolio may lose due to market movements?
VIEW VALUE AT RISK (VAR) REPORTS
View the Value at Risk Reports to see an estimate of how much your portfolio may lose due to market movements for a particular time horizon and for a given confidence level (probability of occurrence). This report is completed overnight for a one-day horizon only. The report is based on account and, where applicable, sub-portfolios, and supports consolidated data for Advisor and Broker client accounts…
What is the synthetic price?
The “Synthetic Price” calculation uses an algorithm that incorporates market data and option details to estimate implied volatility and generate a theoretical option price. Inputs to the algorithm include but are not limited to the underlying asset price, interest rates, dividends estimates, option right, strike price, time to expiration, and volatility estimate. The synthetic price is updated continuously as market conditions change…