Implied Volatility from GetOptionHistory

https://www.quantconnect.com/tutorials/introduction-to-options/quantconnect-options-api

I've tried the tutorial above, however I don't know how to get implied volatility in my notebook. I don't have access to slices or to the algorithm; only the pandas dataframe via option.GetOptionHistory. Does anyone have a working example of retrieving implied volatility in a notebook?

Hey Jake,

Unfortunately, it's not currently possible to access implied volatility from GetOptionHistory in research. However, we are working on implementing it.

Although we know you are aware of the github issue because you commented on it, for others looking on, you can follow here.

Best
Rahul

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