Using the Interactive Brokers C# TWS API Version 10.19.04, I am wanting to calculate the min and max values for the various standard deviation groups as displayed in the Trader WorkStation (TWS) for option chains, i.e.:
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In the screen snapshot above the strike prices are grouped by color to indicate the number of standard deviation moves (I added the red lines to separate the color groups).
I want to know how the min and max values in each group are calculated or is there an API call that does this for you?
Unfortunately, the TWS code is NOT open source (as far as I know), so I was hoping someone could shed some light on how this is calculated or provide a resource or algorithm for doing so.
Thanks in advance.
