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What exactly is TR.OPWSettleImpliedVolatility reporting and is there a way to get historic readings for the TR.OPW.... data items?

Per the python eikon data API:

TR.OPWSettleImpliedVolatility and TR.OPWCloseImpliedVolatility are constantly changing values within the session. How is this possible if this is a settle or close derived value? Also, is there a ek.get_data query that can pull historic readings for the TR.OPW...... data items. I am referencing these in regards to C400L0 (Corn 400 call on the Dec) but I generalize the question in regards to all the composite agriculture options.

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1 Answer

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Hi @wyczolko

This forum is not the best place to ask about content questions.

For an authoritative answer to any content questions, the best resource is the Refinitiv Content Helpdesk.
This forum is dedicated to things specific to the use of Eikon APIs.
The moderators here do not have deep expertise in every type of content available through Eikon.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/

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