Software: ThinkOrSwim Options platform
Hello, I am looking to back-test simple positions against specific levels of IV Percentile across the past 4 years, plus another small factor to be described in PM. I would like to see the hypothetical results of a trade-strategy when related to IV percentile.
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Hi, I can work on the ToS strategy backtesting. How do you intend to you import / fetch the historical IVs into ToS ? I am not sure whether ToS provides historical IVs. Regards, Adheer.