Where can I find the data for implied volatility on MES?
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Hello StankE,
Unfortunately, I'm not aware of this metric being available in NinjaTrader.
If this is an indicator, this thread will remain open for any community members that may know of this indicator.Chelsea B.NinjaTrader Customer Service -
Calculating this yourself would require access to options pricing in realtime. Or are you referring to VIX? The IV of MES would essentially be the same as the volatility implied by the future options prices on ES.Comment
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