ImpliedVolatility60d: Retrieve 60-Day Implied Volatility Data

The ImpliedVolatility60d function allows you to seamlessly pull 60-day implied volatility data for specific symbols directly into Excel. This helps traders and investors gauge market expectations of volatility, plan risk management strategies, and compare historical trends without leaving their spreadsheets.

Why Use This Function?

• Obtain swift, up-to-date 60-day implied volatility data for your favorite symbols.
• Support your trading and investment decisions with relevant volatility metrics.
• Efficiently analyze options or equity analysis scenarios in one place—Excel.
• Combine with other MarketXLS functions for comprehensive analytics and strategy development.
• Use optional historical date lookups to see how implied volatility has changed over time.

How to Use in Excel

Below is the typical syntax you’ll use within Excel:

=ImpliedVolatility60d(Symbol, [StartDate])

• Symbol (required): The ticker symbol for the security (e.g., "AAPL", "SPY").
• StartDate (optional): The date (MM/DD/YYYY or Excel date) for historical implied volatility data. If omitted or out of expected range, the function retrieves the most recently available data.

1. Enter the function in a cell, including the ticker symbol for which you want to retrieve 60-day implied volatility.
2. Optionally specify a valid date (year ? 1978) to fetch historical implied volatility.
3. Press Enter. MarketXLS handles the data retrieval, returning either the volatility value or "NA" if unavailable.

Parameters Explained

Example Usage

Basic Examples

1. Retrieve the Latest 60-Day Implied Volatility:
   =ImpliedVolatility60d("SPY")
   • This returns the most recent 60-day implied volatility for the SPY ETF.
   • Great for quickly checking current market conditions.

2. Fetch Historical Data for a Specific Date:
   =ImpliedVolatility60d("TSLA", "01/15/2023")
   • This returns the 60-day implied volatility on January 15, 2023, if available.
   • Helpful for comparing volatility trends around earnings announcements or major market events.

3. Using an Excel Date Reference:
   =ImpliedVolatility60d("AAPL", A1)
   • Here, cell A1 contains a valid Excel date.
   • This streamlines historical analysis across multiple date ranges.

Advanced Scenarios

• Compare Multiple Symbols and Dates:
Suppose you want to track implied volatility for various stocks on different dates. Create a table with symbols and dates, then reference those cells in ImpliedVolatility60d. This helps in building a broader volatility comparison worksheet.

• Pair with Option Strategy Calculations:
Traders often rely on implied volatility to price options. Use ImpliedVolatility60d alongside other MarketXLS analytics for building or backtesting option strategies in Excel.

• Refreshing Data Integration:
If a large data refresh is occurring in the background, the function may temporarily return "Refreshing" to indicate the waitlist. Once the data is ready, a final numeric value will appear.

Common Questions and Troubleshooting

• Why am I getting "NA"?
  • The symbol might be invalid or not covered by the license.
  • StartDate might be out of valid range, or there is no data available for that specific date.
  • A temporary data loading error may also cause "NA."

• What if the data is still loading?
  • You may see “Refreshing” if MarketXLS is in the process of fetching and caching data. Once complete, your cell will show the implied volatility value.

• How do I ensure historical data is found?
  • Make sure your date is properly formatted and that Year(StartDate) ? 1978. Otherwise, the function defaults to returning the latest available data.

• Can I use this for other metrics?
  • This function specifically fetches 60-day implied volatility (“iv60d”). For other metrics, refer to related MarketXLS functions or parameters.

Use ImpliedVolatility60d to power insightful market analyses, test strategies using historical implied volatility data, and stay informed of changing market conditions—all from within Excel. By combining the function with other MarketXLS offerings, you’ll have an efficient and robust trading analysis workflow at your fingertips.