How to get historical implied volatility surfaces with Python API?

Question

Question by MITO · May 08, 2020 at 02:18 PM · implied volatility volatility_surface volsurf

We can get implied volatility surfaces in tabular format for the specified date withth " EQUITY VOLATOLITY SURFACE".

Is it possible to obtain similar historical implied volatility surfaces data by specifying a date using Python API?

0

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Answer 1 · 2020-05-08T15:25:55Z

Best Answer

Answer by Alex Putkov. · May 08, 2020 at 03:25 PM

See the discussion on this topic on this previous thread.

0 · Share

10 |1500 characters needed characters left characters exceeded

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.