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Retrieve/Calculate IV for Options at Regular Intervals

zerodhaVyankatesh
zerodhaVyankatesh edited April 15 in General
Hi Zerodha Team,

I noticed that Implied Volatility isn’t available in WebSocket streaming. Could you please advise what's the recommended way to retrieve or calculate the IV?
Are there plans to expose IV in the API soon? For context, I need to retrieve IV data per interval, let's say per one minute.

Thanks!
++ @rakeshr @sujith
Tagged:
  • sujith
    sujith
    Kite Connect APIs doesn't include implied volatility data. You will have to calculate that using the live market data provided on the Websockets API.
  • zerodhaVyankatesh
    zerodhaVyankatesh
    @sujith could you please share sample calculation/code? There are a lot of references available online and I'm bit confused which model/method/paramters to use and how to calculate the IVs. Thanks.
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