Option call or Put beta , IV column

2sureshk

Member
Please help with the code for Column and scan to get/find an option BETA-Covarieance and IV percentile

I know to find the STOCK BETA TOS but there is no codes available for the above

Any alternative ideas such as excel calculation would help

Thanks in advance
Suresh
 

tomsk

Well-known member
VIP
The code for a watchlist versus a scan would be different. There are lots of IV percentile studies out there that you can use as a base to convert to a watchlist. That is a more common request than that for a scan
 

tomsk

Well-known member
VIP
I have seen it several years ago in another web site but did not save that. Just do a search in your browser and you'll get several hits
 

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