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from gs_quant.data import Dataset
# Dataset for equity implied volatility
vol_dataset = Dataset(Dataset.GS.EDRVOL_PERCENT_SHORT)
# Get S&P 500 1m at-the-money-forward volatility
vol_data = vol_dataset.get_data(
ticker='SPX',
tenor='1m',
strikeReference='forward',
relativeStrike=1
)
# Show last few values
vol_data.tail()