How to get a time series of Implied Volatility for 1 month option for AAPL, FB for last 3 years u...

VyaJunaine.Gutierrez

...sing python code?

Hi Team,

Good day.

How to get a time series of Implied Volatility for 1 month option for AAPL, FB for last 3 years using python code?

Thank you.

zoya faberov

Hello @VyaJunaine.Gutierrez ,

Sorry to hear that the discussion of a similar requirement and how it was solved on the suggested forum thread was not helpful to you, and you were unable to adapt the python code that was accepted as the solution:

df,e = ek.get_data('VODATMIV.L',
                   ['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS.Date',
                    'TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'
                   ],
                   {'SDate':'20140903','EDate':'20150902','Frq':'D'})
df.sort_index(ascending=False, inplace=True)
df

with your required instrument and your required dates.

---

So let us proceed to getting the exact details that you require using the same approach, as it was done on the suggested discussion thread:

Do you have the Excel formula that results in what you are looking to achieve in python? Please share the formula and I will try to translate it into python for you.

If you require a hand to derive the requirement formula first, please contact Refinitiv Workspace/Eikon content experts via Refinitiv Helpdesk Online -> Content -> Refinitiv Workspace/Eikon directly, and share the formula with us?