option_history_trade_greeks_iv

FreeValueStandardPro

Retrieve implied volatility computed on each individual trade for an option contract.

Code Example

Rust

let iv: Vec<IvTick> = tdx.option_history_trade_greeks_implied_volatility(
    "SPY", "20241220", "500000", "C", "20240315"
).await?;

Python

iv = tdx.option_history_trade_greeks_implied_volatility(
    "SPY", "20241220", "500000", "C", "20240315")

Go

iv, err := client.OptionHistoryTradeGreeksImpliedVolatility(
    "SPY", "20241220", "500000", "C", "20240315")

C++

auto iv = client.option_history_trade_greeks_implied_volatility(
    "SPY", "20241220", "500000", "C", "20240315");

Parameters

Parameters are identical to option_history_trade_greeks_all.

symbolstringrequired

Underlying symbol

expirationstringrequired

Expiration date in YYYYMMDD format

strikestringrequired

Strike price as scaled integer

rightstringrequired

"C" for call, "P" for put

datestringrequired

Date in YYYYMMDD format

start_timestringoptional

Start time as milliseconds from midnight

end_timestringoptional

End time as milliseconds from midnight

annual_dividendfloatoptional

Override annual dividend

rate_typestringoptional

Interest rate type

rate_valuefloatoptional

Override interest rate value

versionstringoptional

Greeks calculation version

max_dteintoptional

Maximum days to expiration

strike_rangeintoptional

Strike range filter

Response

pricefloat

Trade price

sizeint

Trade size

conditionint

Trade condition code

exchangeint

Exchange code

implied_volatilityfloat

IV computed from trade price

bid_ivfloat

Bid IV

ask_ivfloat

Ask IV

underlying_pricefloat

Underlying price at time of trade

iv_errorfloat

IV solver error

datestring

Date

ms_of_dayint

Milliseconds from midnight

Notes

• Provides per-trade IV, which is useful for analyzing IV dynamics around large trades or sweeps.
• Compare implied_volatility against bid_iv/ask_iv to understand where in the spread the trade executed.