Stocks IV ranks and IV Percentile (MarketXLS)

MarketXLS has evolved, with your feedback, into a cross-platform investment research tool. We received many requests to include the implied volatility functions in MarketXLS since users had to access a third- service for a single data point. With that thought in mind, we decided to include the Implied volatility functions within Marketxls so we can be the one-stop solution for your options trading analysis.

Read more on how implied volatility is calculated with earnings effect here.

Below is a complete list of new functions that we have added in this update –

• ImpliedVolatility(symbol, date): Implied volatility at 30 days interpolated.

• ImpliedVolatilityRank1m: A measure of implied volatility vs. its past month’s values,   but it looks only at the highest and lowest values. The formula is (Current IV – 1 month Low IV) / (1 month Max – 1   month Min).

• ImpliedVolatilityPct1m: A measure of implied volatility vs. its past month’s values. If the IV percentile is 36%, the current IV value is higher than 36% of the previous month’s values (and lower than 64%).

• ImpliedVolatilityRank1y: A measure of implied volatility vs. its 1-year past values, but it looks only at the highest and lowest values. The formula is   (Current IV – 1 yr Low IV) / (1 yr Max – 1 yr Min).

• ImpliedVolatilityPct1y: A measure of implied volatility vs. its past 1-year values. If the IV percentile is 36%, the current IV value is higher than 36% of previous 1-year values (and lower than 64%).

• ImpliedVolatility10d: 10 calendar days interpolated implied volatility

• ImpliedVolatility20d: 20 calendar day interpolated implied volatility

• ImpliedVolatility30d: 30 calendar day interpolated implied volatility

• ImpliedVolatility90d: 90 calendar day interpolated implied volatility

• ImpliedVolatility6m: 6-month interpolated implied volatility

• ImpliedVolatility1y: one-year interpolated implied volatility

• ExEarningsImpliedVolatility10d: Implied 10 calendar days interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility20d: Implied 20 calendar day interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility30d: Implied 30 calendar days interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility60d: Implied 60 calendar day interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility90d: Implied 90 calendar day interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility6m: Implied 6-month interpolated implied volatility with earnings effect out.

• ExEarningsImpliedVolatility1y: Implied one-year interpolated implied volatility with earnings effect out.

You can book a free MarketXLS demo here – https://marketxls.com/book-demo.

You can check out our pricing here – https://marketxls.com/pricing.