Getting Implied Volatility of Futures Option

[itsthefriz]

Hi guess, question for you. If I wanted to get the implied volatility of /ES would it be possible to get that in NT8 or would I have to retrieve that externally? Secondly, if that was retrieved externally, say to a .txt or excel file, would it be difficult to write something which retrieves it?

[NinjaTrader_Jesse]

Hello itsthefriz,

There is not a specific market data metric from that in NinjaTrader. If this is something which you can calculate from the existing volume data then you could likely create an indicator for that purpose.




I look forward to being of further assistance.

[itsthefriz]

Thanks Jesse,

It's a data metric that's usually found within an options chain.

Any chance NT8 would load some numbers from Excel? I could probably write something that gets the data from a different data service, dumps it into excel, and then NT can import it. It would have to be run daily though

[NinjaTrader_Jesse]

Hello itsthefriz,

The options data/instruments are not currently accessible through NinjaScript.

You could load data from a text file, you can find an example of that concept here: https://ninjatrader.com/support/help...o_read_fro.htm

I look forward to being of further assistance.