How do I obtain historical option implied volatility data via API?

Historical market data is available via a number of methods through our API offerings. The TWS API allows one to request historical bar data, historical tick data and histogram data, while the Web API allows one to request historical bar data.

For detailed documentation of this functionality and the associated limitations, please see:…

To request historical bar data from outside regular trading hours, you must set the useRTH parameter of EClient.reqHistoricalData() to False. For more information on this function, please see the documentation on Requesting Historical Bars…

The TWS API and Web API provide functionality to request the details of an option chain.

To retrieve historical options chain data for a stock symbol like AES using the IBKR TWS API in Python, follow these steps:…

The stock borrow Fee Rate is available via the API using the Historical Data Function. This data is available in various units of duration up to the present moment and additional information is…