Hi everyone

I'm trying to get implied volatility using the historic options data, though it doesn't appear to be in qb.getOptionsHistory. Is there a way to calcuate it using a formula from OptionPriceModels?

I'd like to make some charts to test a hyptothesis I have about the dispairty between implied volatility and historic volatility over time on different sector ETFs. I'm also still a little new to the interface and primarily use python.