I noticed that in Eikon DIB, the fields "TR.OPWBidImpliedVolatility", "TR.OPWAskImpliedVolatility" reflect different implied vols compared to 'TR.IMPLIEDVOLATILITYOFBIDPRICE','TR.IMPLIEDVOLATILITYOFASKPRICE' (e.g. check EMBA172011400.U). On the one hand, I'm not sure what's the difference between those two sets of the fields. On the other hand, would like to ask what is the right way to access the"OPW" implied vols in python api, given an option chain ticker (something like '0#EMB*.U')?
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Hi @xiang.zhang,
When asking questions related to data, the best resource is to use the Refinitiv HelpDesk which you can reach by either using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country. The moderators on this forum do not have deep expertise in every type of content available through Eikon. The Helpdesk will research your question and will get back to you.
As for your question, I believe the implied volatility values can be found in the BID and ASK fields. Please see this thread for more details. You can request for the option chain ticker as:
I would further verify with the Help Desk.
Hi Nick, sorry but I believe the 'Bid' and 'Ask' in the screenshot are prices (implied vol of those options cannot be 0).
Understood I should direct questions about diff of field to Helpdesk, and I have done that and understand now that one is implied vol computed from last price, the other is from mid price.
But the second part of the question is still not clear (how to access those fields in python api). In past experience, regarding python api questions, I have always been directed to this forum by helpdesk.
Hi @xiang.zhang,
If you construct your questions in such a way that simply asks which fields will contain the values that you want, the helpdesk should not be directing you to this forum. If you frame the question in such a way where you ask which API do I need to use..., then they will instruct you to come here. Try to keep your data questions specific to fields, not API related.
As for the second part, the above formula I provided is how you get fields using the Python API. You just need to supply valid fields that provide you with the data values of interest or allow you to compute the values of interest.
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