Option call or Put beta , IV column

[2sureshk]

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]

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

 

[2sureshk]

Thank you , but I did not see any scan code available with IV percentile .. please point to one if there is a place.

 

[tomsk]

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