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?

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @winnie,

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