Retrieve 30-Day Implied Volatility in Excel

The ImpliedVolatility30d function helps you fetch the 30-day implied volatility for a given stock. This is especially useful for options traders and analysts who need to understand market expectations of stock volatility over the next 30 days. By using MarketXLS, you can pull this data directly into Excel cells for instant calculations, comparisons, and trading insights.

Why Use This Function?

• Analyze Option Pricing: The 30-day implied volatility indicates how much the market expects the underlying stock to fluctuate in the near term, helping you in pricing or evaluating options strategies.
• Simplify Research: Instantly retrieve implied volatilities in Excel without logging into multiple data platforms.
• Historical Comparisons: The optional start date parameter allows you to check past implied volatility values for deeper trend analysis or to compare volatility across date ranges.
• Real-Time Insights: Quickly compare the 30-day implied volatility for multiple stocks side-by-side in Excel sheets.
• Trading Strategy Optimization: Combine implied volatility data with other Excel functions and indicators for advanced option strategies.

How to Use in Excel

=ImpliedVolatility30d("Symbol", [StartDate])

• "Symbol" is required.
• The optional "StartDate" can be used to fetch the 30-day implied volatility corresponding to a specific date (if historical data is available).
• If "StartDate" is not provided or the year is earlier than 1978, the function defaults to the most recent available implied volatility data.

To use the function, simply type it into any cell in Excel where MarketXLS add-in is installed. Replace "Symbol" with the ticker symbol of the stock you’re interested in, such as "AAPL" or "MSFT," and optionally supply a valid date.

Parameters Explained

Example Usage

Basic Examples

1. Retrieve the Latest 30-Day Implied Volatility
   =ImpliedVolatility30d("AAPL")

   • Returns the most recently available implied volatility for Apple.

2. Retrieve 30-Day Implied Volatility from a Specific Date
   =ImpliedVolatility30d("GOOG", "05/01/2022")

   • Returns the implied volatility for Google from May 1, 2022 (if historical data is available).

3. Invalid or Expired License Scenario
   =ImpliedVolatility30d("INVALID")

   • Returns "NA" because the ticker is invalid or your license is not valid.

Advanced Scenarios

1. Compare Multiple Symbols in a Single Worksheet

   • Place each formula in a different cell for side-by-side comparison:
     A1: =ImpliedVolatility30d("AAPL")
     B1: =ImpliedVolatility30d("MSFT")
     C1: =ImpliedVolatility30d("TSLA")
   • Observe small or large differences in implied volatility across these tech stocks.

2. Historical Trend Analysis

   • Use the optional date parameter in multiple rows to observe changes over time:
     A2: =ImpliedVolatility30d("AAPL", "01/15/2021")
     A3: =ImpliedVolatility30d("AAPL", "02/15/2021")
     A4: =ImpliedVolatility30d("AAPL", "03/15/2021")
   • Plot these values in a chart to see monthly variations in implied volatility.

3. Integrating with an Options Pricing Model

   • Combine ImpliedVolatility30d with Black-Scholes or other derivatives pricing formulas in Excel.
   • Dynamically update and compare potential option prices based on retrieved volatility.

Common Questions and Troubleshooting

• Q: I am getting “NA” for all my symbols. Why?
  A: Ensure you have a valid MarketXLS license and input a valid Symbol. If the license check fails or the symbol is invalid, the function returns "NA."

• Q: What happens if I provide a date earlier than 1978?
  A: The function treats it the same as if no date were provided and fetches the most current implied volatility.

• Q: Can I use cell references for the symbol or the date?
  A: Yes. For instance, if A1 contains "AAPL" and B1 contains "01/15/2021," simply write =ImpliedVolatility30d(A1, B1).

• Q: Why do I get “Refreshing” sometimes?
  A: When MarketXLS is caching or refreshing data in the background, the function may display “Refreshing.” This is normal; the displayed data will update once the refresh is complete.

• Q: Do I always get a value each time I request an older date?
  A: Historical data might not be available for some stocks or specific dates. If it cannot find a match, the function may return "NA."

Leverage the ImpliedVolatility30d function in your Excel workflows to streamline your options trading and analysis. By combining real-time or historical implied volatility data with Excel’s computational power, you can make more informed, data-driven decisions in US market scenarios.