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westonplatter / fast_arrow

(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
MIT License
127 stars 37 forks source link

Implied Volatility data for Options #106

Closed combsbt closed 5 years ago

combsbt commented 5 years ago

Include IV in options data.

IV is pretty important when making decisions about options trading.

combsbt commented 5 years ago

This was supposed to be a "feature request".

combsbt commented 5 years ago

And it was supposed to say "in historical options data". Don't know if that info is available.

westonplatter commented 5 years ago

@combsbt totally agree with IV is an important datapoint for trade decisions.

RH doesn't provide IV data on the historical options data, though one could use Black-Scholes and calculate it. For real time data, you can enhance an option quote via Option.mergein_marketdata_list, and this will add the IV on there. Here's an example I added that shows how I got this to work for me, https://github.com/westonplatter/fast_arrow/commit/1ba1f2999ef58aba224c78bad72438d0cf014118#diff-bf3eca1038816b69cbfd7ece770c47faR82.

Let me know if this answers your feature request.

westonplatter commented 5 years ago

Closing this due to inactivity.