Is it possible to retrieve a timeseries for implied implied volatility of options? The timeseries endpoint seems to only return price.
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Hi Peter,
Sorry for delay in answering. The time series service doesn't contains historical implied volatility. Time series contains open/high/low/close/bid/ask fields. you can find the latest implied volatility for options in Quote (RetrieveItem_3) service in the field IMP_VOLT.
thank you,
Waseem
