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cswiger ganeshnatesan spurnaye dshen1 xxls stepandfetchit numericalalgorithmsgroup jcmuddle fj11 schalekamp matheweis mbottjer sarahrn jaschima keita1 nicoleyesnicole bigan92 neoareslinux yvonne0709 sam186 freephys gjgao gwill tzw5099implied-vol's Issues
updated version
Brian - I've created a new version with some different handling of expiration dates in my fork, called implied_volatility_exp.py, and works with current cboe data: https://github.com/cswiger/implied-vol/blob/master/implied_volatility_exp.py
Some of the code for pulling exp date from the option ticker was taken from the pyql examples. Expiration is handled as 'days from now'.
Also takes a command line arg for the data file to read.
'Series' object has no attribute 'ctypes'
Obtained a temp nag license, installed nag4py.
Just clone the repo, run it against the supplied data and get:
File "./implied_volatility.py", line 274, in main
xx = x.ctypes.data_as(POINTER(c_double))
...
AttributeError: 'Series' object has no attribute 'ctypes'
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