This morning I was exploring the IB platform a little more. I was playing with the charts as was really impressed and happy with the information I was able to display. In the chart below you will see that I have been able to display option volume split by call vs option buying (top chart), next Volatility (Historical vs Implied), Open Interest (Call vs Put), Put/Call Ratio (on volume that day, and the open interest put/call ratio overall).
A lot of the information that I see here, in my opinion is exactly what the livevolpro.com is trying to sell you. I am in the process of trying to get with IB to see if there is a way to download this information to excel, because if this is possible I can create a lot of the same views that livevolpro.com has. I will keep you guys updated.
So I talked with a rep at IB and it is possible to download this raw data into excel. They have something called API that actually allows you to get historical and real time data in excel. They have built a special macro driven spreadsheet to accomplish this. And it allows you to make customizations.
ReplyDeleteI will keep you guys posted.
Hey Dom, Can you please send me the chart file? thanX.
ReplyDelete