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.

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Online written tutorial: https://quantpy.com.au/realworld-opti...

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