ahVolTween
New member
Hi All,
I've been looking for code to apply to a custom column showing 15D IV closing price of a 30 Delta. I figure the thinkscript code for Front Vol and Back Vol may be applied to define the current 15D expiration. However to no avail, I have not been able to find the FrontVol/BackVol script.
Thanks!
I've been looking for code to apply to a custom column showing 15D IV closing price of a 30 Delta. I figure the thinkscript code for Front Vol and Back Vol may be applied to define the current 15D expiration. However to no avail, I have not been able to find the FrontVol/BackVol script.
Thanks!