Seattle, WA
Experience: Intermediate
Platform: TOS
Trading: ES, MES, Options
Posts: 7 since May 2020
Thanks Given: 2
Thanks Received: 1
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Hello, I have been trying to run some analysis on the options chains from ThinkOrSwim but some of what I am trying to do involves using the TOS calculated IV and Implied Move, see attached image of the TOS options chain of what I mean. When I export to file the options series, these numbers don't export. I've included a Dropbox link to the CSV of what I'm using to try and figure out the calculations. In the screenshot I added from the TOS the IV and IMPL MOVE manually, as well as highlight the ATM straddle...
Does anyone know how to calculate these by spreadsheet?
CSV Link: https://www.dropbox.com/s/ja15rn9ecp5csaz/SPX_Calc_Example.csv?dl=0
Screenshot of CSV w/ manually entered TOS IV & IMPL MOVE, ATM strike highlighted
TOS SPX Options Chain as of Friday, Feb 19, after market close.
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