Which Eikon (Python API) fields to use for implied volatility of bid-offer?

I use the eikon.get_data() function to retrieve the option data. I notice a few fields with the description of implied volatility: 'TR.IMPLIEDVOLATILITYOFASKPRICE', 'TR.IMPLIEDVOLATILITYOFBIDPRICE', 'TR.OPWAskImpliedVolatility', 'TR.OPWBidImpliedVolatility', 'IMP_VOLTA', 'IMP_VOLTB', and they all return different values. Which fields shall I use for real-time implied vol?

Find more posts tagged with

python

eikon

workspace

eikon-data-api

refinitiv-dataplatform-eikon

workspace-data-api

Accepted answers

zoya faberov

Hello @winnie,

This forum is dedicated to the questions and general discussions of Refinitiv APIs usage. The moderators of this forum are also developers, and do not possess the detailed knowledge of various content.

To get expert answers on the content questions, such as "which fields carry specific content", for a customer, the best way is to contact Refinitiv Content Helpdesk Online or dial local Refinitiv Helpdesk number.

Please let us know if you are able to proceed and be helped,

-AHS

All comments

zoya faberov

Hello @winnie,

Please let us know if you are able to proceed and be helped,

-AHS

EXPLORE OUR SITES