<a id="skfolio-datasets-load-sp500-implied-vol-dataset"></a>

# skfolio.datasets.load_sp500_implied_vol_dataset

<a id="skfolio.datasets.load_sp500_implied_vol_dataset"></a>

### skfolio.datasets.load_sp500_implied_vol_dataset(data_home=None, download_if_missing=True)

Load the 3 months ATM implied volatility of the 20 assets from the
SP500 dataset.

This dataset is composed of the 3 months ATM implied volatility of 20 assets
from the S&P 500 composition starting from 2010-01-04 up to 2022-12-28.

#### CAUTION
This dataset is provided solely for testing and example purposes. It is a stale
dataset and does not reflect current or accurate market prices. It is not
intended for investment, trading, or commercial use and should not be relied
upon as authoritative market data.

| Observations   |   3270 |
|----------------|--------|
| Assets         |     20 |
* **Parameters:**
  **data_home** *str, optional*
  : Specify another download and cache folder for the datasets.
    By default, all skfolio data is stored in `~/skfolio_data` subfolders.

  **download_if_missing** *bool, default=True*
  : If False, raise an OSError if the data is not locally available
    instead of trying to download the data from the source site.
* **Returns:**
  **df** *DataFrame of shape (n_observations, n_assets)*
  : Implied volatility DataFrame

### Examples

```pycon
>>> from skfolio.datasets import load_sp500_implied_vol_dataset
>>> implied_vol = load_sp500_implied_vol_dataset()
>>> implied_vol.head()
                AAPL       AMD       BAC  ...       UNH       WMT       XOM
Date                                      ...
2010-01-04  0.364353  0.572056  0.382926  ...  0.362751  0.171737  0.201485
2010-01-05  0.371865  0.568791  0.374699  ...  0.368504  0.174764  0.203852
2010-01-06  0.356746  0.558054  0.349220  ...  0.368514  0.171892  0.197475
2010-01-07  0.361084  0.560475  0.354942  ...  0.355792  0.169083  0.200046
2010-01-08  0.348085  0.543932  0.360345  ...  0.351130  0.170897  0.204832

[5 rows x 20 columns]
```

