calculateImpliedVolatility {IBrokers}

Calculate Option Values

Description

Using the IB API, calculates the implied volatility or option price given parameters.

Usage

calculateImpliedVolatility(twsconn, 
                           Contract, 
                           optionPrice, 
                           underPrice, 
                           reqId = 1)

calculateOptionPrice(twsconn, 
                     Contract, 
                     volatility, 
                     underPrice, 
                     reqId = 1)

Arguments

twsconn

A twsConnection object

Contract

A twsContract object

optionPrice

The option price from which to calculate implied

volatility

The volatility from which to calculate price

underPrice

The underlying price

reqId

The request id

Details

Both calls will use the IB described method for calculation. See the official API for documentation.

Value

A numeric value corresponding to the request

Author(s)

Jeffrey A. Ryan

References

https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a04c5d248c1036dd72435cc1edc7c58e2 https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a7afa53b655542e74ede683e1de2b2fc4