I noticed that in Eikon DIB, the fields "TR.OPWBidImpliedVolatility", "TR.OPWAskImpliedVolatility" reflect different implied vols compared to 'TR.IMPLIEDVOLATILITYOFBIDPRICE','TR.IMPLIEDVOLATILITYOFASKPRICE' (e.g. check EMBA172011400.U). On the one hand, I'm not sure what's the difference between those two sets of the fields. On the other hand, would like to ask what is the right way to access the"OPW" implied vols in python api, given an option chain ticker (something like '0#EMB*.U')?
When asking questions related to data, the best resource is to use the Refinitiv HelpDesk which you can reach by either using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country. The moderators on this forum do not have deep expertise in every type of content available through Eikon. The Helpdesk will research your question and will get back to you.
As for your question, I believe the implied volatility values can be found in the BID and ASK fields. Please see this thread for more details. You can request for the option chain ticker as:
I would further verify with the Help Desk.