imp_volatility ( String symbol, Any period, String priceType);

Default values:

symbol: getSymbol() period: "<current period>" priceType: "<current type>"


Returns the implied volatility for the specific symbol, aggregation period and price type. You can use both Aggregation Period constants and pre-defined string values (e.g. Day, 2 Days, Week, Month, etc.) as valid parameters for the aggregation period. The full list of the pre-defined string values can be found in the Referencing Secondary Aggregation article.

Valid parameters for the price type are: LAST, ASK, BID, and MARK. Alternatively, you can use the PriceType constants.

Note that for non-Forex symbols, the last three are only supported on intraday charts with time interval not greater than 15 days.

Input parameters

Parameter Default value Description
symbol current symbol Defines symbol for which the implied volatility is returned.
period current aggregation Defines aggregation period for which the implied volatility is returned.
priceType current price type Defines the type of price for which the implied volatility is returned: Last, Ask, Bid, or Mark.


declare lower;

plot ImpliedVolatility = imp_volatility();

Draws the implied volatility plot for the current symbol.