Get Iv Rv Spread
get_iv_rv_spreadCompute the IV-RV spread between ATM implied volatility and Garman-Klass realized volatility to identify opportunities for vol-selling strategies. Specify base coin and lookback window.
Instructions
Compute IV-RV spread (ATM implied vol vs Garman-Klass realized vol) — key metric for vol-selling strategies
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| params | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||