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student013 avatar image
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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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raksina.samasiri avatar image   raksina.samasiri

hi @student013

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


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Shadab Hussain avatar image
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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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Shadab Hussain avatar image   Shadab Hussain
Hi @student013,

Can you please share the information requested above?

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