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Hello,
I've read that currently there's no possibility to get the IV directly into the Research Notebook.How do I display the IV on my Research Notebook for a given time period(year)? Im currently using the Stock “AAPL” and i would like to test a few things out.
Thanks
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Nico Xenox
I also have another question. Can I export a list that I made in QC into my Research Notebook?
Varad Kabade
Hi Nico Xenox,
It's not possible at the moment, because IV is calculated at runtime. Right now, accessing the Greeks and ImpliedVol is only possible during a backtest.
We have create a GitHub issue that will address this issue:
Enable Greeks and Implied Vol. from Options History Request #3083
To export data between research and backtest we recommend using ObjectStore. Refer to the following thread for more information.
Best,
Varad Kabade
Nico Xenox
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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