How to get historical implied volatility surfaces with Python API?

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Question by MITO · May 08, 2020 at 02:18 PM · eikon eikon-data-api workspace workspace-data-api refinitiv-dataplatform-eikon python volatility

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?

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Answer 1 · 2020-05-08T15:25:55Z

Best Answer

Answer by Alex Putkov.1 · May 08, 2020 at 03:25 PM

See the discussion on this topic on this previous thread.

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