previously sdi_ivp would print N/A on equities that contained gaps in the data feed for implied volatility. most notably this applied to aapl, which did not have implied volatility data for 8/7 and 8/8/2013. in the 1.1 version sdi_ivp ignores the data gaps in implied volatility and produces the same implied volatility percentile number that you get on the trade tab. this has been checked for the s&p 100.
here is aapl with the 1.1 version of sdi_ivp:
the code source for 1.1 is on the original release post for sdi_ivp