Option call or Put beta , IV column

2

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
 
T

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
 
2

2sureshk

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

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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