Implied Volatility Percentile 1-Year in Excel

The ImpliedVolatilityPct1y function in MarketXLS helps you quickly retrieve the 1-year implied volatility percentile for a given stock symbol. It allows you to either pull the current (latest) data or query specific historical dates. This makes monitoring and comparing implied volatility trends simpler—so you can make more confident decisions based on volatility insights and historical market activity.

Why Use This Function?

• Gain Quick Insights: Instantly see the implied volatility percentile for one year, helping you assess how current implied volatility compares to historical levels.
• Historical Date Support: When a start date is provided, the function requests data specifically for that date, enabling deep historical comparisons.
• Licensing & Caching Features: The function respects MarketXLS licensing; if a license is invalid, it returns “NA.” Data is also cached to ensure quick responses for subsequent requests.
• Real-World Applications:
  • Track how expensive or cheap options are relative to the past year.
  • Integrate with trading strategies that rely on volatility breakouts or contracting volatility scenarios.
  • Compare implied volatility trends across multiple stocks for portfolio decisions.

How to Use in Excel

=ImpliedVolatilityPct1y(Symbol, [Optional StartDate])

• Enter the function in any cell within Excel.
• Replace "Symbol" with the specific ticker (e.g., "AAPL").
• Optionally provide "StartDate" (in Excel date format) to fetch data for a specific historical date. If no StartDate is supplied—or if an invalid date is used—it will default to the most recent data in the system.

Parameters Explained

Example Usage

Basic Examples

1. Retrieve the latest 1-year implied volatility percentile for Apple:
   =ImpliedVolatilityPct1y("AAPL")
   This fetches Apple’s most recent 1-year implied volatility percentile.

2. Retrieve 1-year implied volatility percentile for Microsoft for a specific date:
   =ImpliedVolatilityPct1y("MSFT", "12/31/2022")
   This attempts to pull Microsoft’s implied volatility percentile for December 31, 2022, if available. If that date data is not available, or if the date format is invalid, the function returns “NA.”

3. Check another ticker without a StartDate:
   =ImpliedVolatilityPct1y("GOOGL")
   This fetches the latest implied volatility percentile for Google.

Advanced Scenarios

1. Compare Current vs. Historical Volatility
   • In one cell: =ImpliedVolatilityPct1y("AAPL")
   • In another cell: =ImpliedVolatilityPct1y("AAPL","01/15/2022")
   By comparing these two cells, you can see how Apple’s 1-year implied volatility percentile has changed over time.

2. Integrating with Other Excel Functions
   • Use conditional formatting or logic to highlight if the implied volatility percentile is above a certain threshold:
   =IF(ImpliedVolatilityPct1y("SPY")>50,"High Volatility","Normal Volatility")

3. Trading Strategy Examples
   • Options traders might buy premium when the implied volatility percentile is historically low, expecting volatility expansion.
   • Others may sell premium if the implied volatility percentile is historically high, expecting volatility contraction.

Common Questions and Troubleshooting

• Q: Why am I seeing "NA" instead of a value?
A: This can occur if your license isn’t valid, if the symbol is incorrect, or if no data was found for your specified date.

• Q: What does “Refreshing” mean?
A: This message appears when a data refresh is taking place. The function re-checks the cache and then updates the value.

• Q: Does historical data always work?
A: It does if the data is stored for that ticker on the requested date. If there’s no record, it returns "NA."

• Q: Do I need to zero-pad my month/day in Excel?
A: Normally, Excel formats dates automatically in mm/dd/yyyy. The function transforms valid dates internally (e.g., appending leading zeros if needed).

• Q: Will it slow down my spreadsheet?
A: MarketXLS uses caching (and returns “Refreshing” if the data is queued), so performance generally remains high. However, large numbers of calls for different symbols/dates may momentarily slow the refresh process.

By leveraging the ImpliedVolatilityPct1y function, you gain a straightforward way to track and compare a stock’s 1-year implied volatility percentile in Excel. Whether you’re performing quick checks or building detailed trading strategies, this function helps ensure you have the volatility insight you need to decide confidently on your next move.