Expand description
Realized volatility for IV/RV entry gates (credit-spread edge filter).
Functionsยง
- fetch_
realized_ vol_ pct - Fetch daily closes and compute annualized realized vol for
symbol. - iv_
rv_ ratio - IV / RV ratio when both are positive;
Noneif either side is missing. - realized_
vol_ annualized_ pct - Annualized realized vol (%) from daily closes โ same formula as schwab-trader regime.