Can You Compare Intraday Volatility Surfaces?
In today's tutorial we investigate how you can use ThetaData's API to retreive historical options data for end-of-day, and intraday trades and quotes. We will create volatility surfaces use an interpolation method (B-Splines) to compare surfaces between the morning (10am) implied volalitity and afternoon (2pm) implied volatility surfaces.
Check out ThetaData's API (includes free tier)
https://www.thetadata.net/
Online written tutorial: https://quantpy.com.au/realworld-opti...
★ ★ Code Available on GitHub ★ ★
GitHub: https://github.com/TheQuantPy
Specific Tutorial Link: https://github.com/TheQuantPy/youtube...
★ A data driven path to getting a job in Quant Finance
https://www.quantpykit.com/
★ QuantPy GitHub
Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy
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