Home MarketXLS
Dashboard MarketXLS
Screener MarketXLS
Options Profit Calculator MarketXLS
Stock Ranks MarketXLS
Spreadsheet Builder MarketXLS
Documentation MarketXLS
Logout MarketXLS

Real-Time Implied Volatility Change Tracking

The QM_Stream_ImpliedVolatalityChange function helps you monitor implied volatility changes for a given optionable security in real time within Excel. By leveraging MarketXLS’s streaming capabilities, you can stay updated with the latest market fluctuations and make timely, data-driven decisions. This function is particularly useful for traders and investors who rely on implied volatility insights to refine their options trading strategies.

Why Use This Function?

  • Real-Time Insights: Continuously tracks implied volatility changes as market conditions evolve.
  • Options Strategy Optimization: Helps options traders quickly identify whether implied volatility is rising or falling.
  • Quick Analysis: Makes it fast and easy to compare implied volatility shifts across multiple symbols in your spreadsheet.
  • Risk Management: Use volatility changes to gauge market sentiment and manage potential risks.
  • Automated Workflow: Seamlessly integrates into your worksheets, updating data without manual refreshing.

How to Use in Excel

=QM_Stream_ImpliedVolatalityChange(symbol)
  1. Insert the function directly into any Excel cell.
  2. Replace symbol with the ticker symbol you want to track. For example, "AAPL" or "TSLA".
  3. Ensure you have a valid MarketXLS license and active data subscription for real-time data.
  4. Press Enter and watch the implied volatility change data update in real time.

Parameters Explained

Parameter Description Example Values Notes
symbol The ticker symbol of the stock or optionable security to monitor AAPL, MSFT, TSLA - If the symbol is invalid or blank, this returns "NA".
- Must be properly licensed and configured in MarketXLS.

Example Usage

Basic Examples

  1. Single Symbol Check

    • In cell A1, type:
      =QM_Stream_ImpliedVolatalityChange("AAPL")
    • This will stream AAPL's implied volatility change in real time.
  2. Cell Reference Usage

    • Put “TSLA” (without quotes) in cell B1.
    • In cell A2, type:
      =QM_Stream_ImpliedVolatalityChange(B1)
    • The function will use the symbol from cell B1, making it easier to change symbols dynamically.
  3. Handling Unsupported Tickers

    • In cell A3, type:
      =QM_Stream_ImpliedVolatalityChange("INVALID")
    • This may return "NA" indicating an invalid symbol.

Advanced Scenarios

  1. Monitoring Multiple Symbols

    • Create a list of tickers (e.g., in cells B1 to B10).
    • In column C, use =QM_Stream_ImpliedVolatalityChange(B1) downward to track different stocks side by side.
    • Compare day-to-day implied volatility changes across various symbols.
  2. Integrating with Other Excel Functions

    • Combine with conditional formatting to highlight large changes in implied volatility.
    • Use additional MarketXLS functions (e.g., streaming price, Greeks, etc.) for a comprehensive options analysis dashboard.
  3. Option Strategies and Risk Management

    • For each symbol in your portfolio, track implied volatility changes to see if premium levels might be rising or falling.
    • Integrate the results into a weighted portfolio volatility monitoring sheet.

Common Questions and Troubleshooting

  1. "Why am I getting 'NA' or an empty result?"

    • Possible Issues:
      • The symbol might be invalid or blank.
      • Your MarketXLS license may be invalid.
    • Solutions:
      • Ensure the ticker symbol is correctly typed.
      • Verify your MarketXLS license status.
  2. "I see an error message about my subscription in the cell."

    • This typically indicates that you have not configured your data subscription under Settings/Help >> Settings >> Data Subscriptions.
    • Configure your subscription or contact support if you believe there is a licensing issue.
  3. "Does this function update automatically?"

    • Yes. This function uses RTD (Real-Time Data) streaming technology to update automatically when data changes.
  4. "How can I stop or pause the real-time updates?"

    • Use the RTDUnsubscribeAll functionality within MarketXLS to suspend streaming. This must be done carefully if you have multiple real-time functions in use.

By using QM_Stream_ImpliedVolatalityChange, you’ll have a powerful real-time tool for monitoring implied volatility fluctuations directly in Excel. When combined with other MarketXLS data functions, it enables a robust strategy analysis and risk management framework for options traders and active investors.

Get Access to 1 Billion Usable Market data points IN YOUR EXCEL SHEETS WITH EASY TO USE EXCEL FUNCTIONS

Get started today
MarketXLS Excel Add-in Tutorial - How to Use Stream Option Volatility Change and Other Financial Formulas
How does MarketXLS work?