Implied Volatility Percentage (1m) in Excel with MarketXLS

The Implied Volatility Percentage (1m) function retrieves the 1-month implied volatility percentile for a given stock symbol, optionally for a specific date, directly in Excel. This data helps traders and analysts assess the relative level of implied volatility and can inform decisions about options trading strategies. By using MarketXLS, you can easily integrate real-world market data within your worksheets.

Why Use This Function?

• Provides immediate insight into a stock’s short-term implied volatility percentage.
• Helps evaluate potential options strategies based on current or historical volatility.
• Enables quick comparison of implied volatility across different symbols.
• Integrates seamlessly with other MarketXLS functions, enhancing your trading models.
• Offers flexible date input—retrieve the latest values or focus on specific historical dates.

How to Use in Excel

=ImpliedVolatilityPct1m("Symbol", [StartDate])

1. In an Excel cell, enter “=ImpliedVolatilityPct1m(” followed by the Symbol in quotes and, optionally, a StartDate.
2. Press Enter to receive the implied volatility percentile for that symbol.
3. If you omit StartDate or provide an invalid date (especially a year before 1978), the function fetches the current (latest) implied volatility data.

Parameters Explained

Example Usage

Basic Examples

1. Fetch the latest 1-month implied volatility percentage for Apple:
   =ImpliedVolatilityPct1m("AAPL")

2. Retrieve the implied volatility for Tesla on January 15, 2023:
   =ImpliedVolatilityPct1m("TSLA", "01/15/2023")

3. If the date is missing or invalid (e.g., year < 1978), the function defaults to the latest date: =ImpliedVolatilityPct1m("GOOGL", "01/01/1900")
   ? Returns the most recent data.

Advanced Scenarios

• Combine with multiple MarketXLS functions:
For instance, track implied volatility across various time horizons. You could reference “ImpliedVolatilityPct1m” in one cell and “ImpliedVolatilityPct3m” in another to compare short-term vs. longer-term volatility trends.

• Use in Options Pricing Models:
Incorporate this function’s output into spreadsheet-based calculation of potential premium movements for short-term strategies.

• Dynamic Date References:
Reference a cell containing dynamically updated dates. For example, if cell A1 stores a date, you could write:
=ImpliedVolatilityPct1m("AMZN", A1)
This allows you to quickly shift the date and instantly see results.

Common Questions and Troubleshooting

• "Why am I getting 'NA'?"
  • The symbol might be invalid or not recognized. Double-check spelling and whether the symbol is supported.
  • The license may be invalid or expired. Confirm that your MarketXLS license is active.

• "Why am I seeing 'Refreshing'?"
  • The data may be in the process of updating internally. Once it’s updated, re-check the cell for the correct value.

• "Do I need to supply the date every time?"
  • No. If you omit the date, or use an invalid year, the function retrieves the most recent implied volatility percentage data.

• "What date format should I use?"
  • Use any valid Excel date format (MM/DD/YYYY or variations). MarketXLS will handle it internally, but ensure your cell format is recognized as a date.

With ImpliedVolatilityPct1m, you can quickly access and compare volatility percentages for multiple symbols over various time frames. Leverage this function to gain insights into short-term market sentiment and refine your trading or investment strategies right within Excel.