Interpolated Constant Maturity

Dataserie: aapl$ 100% moneyness

Datatype: O1 (implied volatility - 1 month constant maturity)

If I collect this dataseries, and for example, the 11 january says that IV are 30% is that for 30 days forward or is it adjusted so that IV 30 days back was 30%.

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Accepted answers

Shadab Hussain

Hi @student013,

For this content question, please raise a support ticket with my.refinitiv.com to talk to a content expert. Meanwhile can you please share which API you are using?

All comments

Shadab Hussain

Hi @student013,

For this content question, please raise a support ticket with my.refinitiv.com to talk to a content expert. Meanwhile can you please share which API you are using?

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