SteadyOptions is an options trading forum where you can find solutions from top options traders. Join Us!

We’ve all been there… researching options strategies and unable to find the answers we’re looking for. SteadyOptions has your solution.

Worker

IB multi IV and HV

Recommended Posts

Had this question a long time, asked IB, not getting a response, thinking this community will have more answers. Sorry if this isn’t the correct forum for this topic.

For any users of IB, can you explain the difference between IVs that IB quotes. If you create a scanner based on high IV, they list by a very small number (2.07%) and call it OIV. If you select a stock, say NVDA as in screenshots attached, you see IV much higher as I’d expect (33%). There’s also the IV / 52wHV, based on that 33% figure. Then in the option chain each individual strike has its own IV that differs from the main IV for the stock, in this case the ATM strike has a call IV of 61.2%.
 

Is someone able to explain the difference, which one is the important one, which one should be referenced to gauge the volatility vs historical?

Appreciate any help!

IMG_6992.jpeg

IMG_6993.jpeg

Share this post


Link to post
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account. It's easy and free!


Register a new account

Sign in

Already have an account? Sign in here.


Sign In Now

  • Recently Browsing   0 members

    No registered users viewing this page.