- Joined
- 5/14/08
- Messages
- 2
- Points
- 11
Hi guys,
I was wondering if anyone could give me some advice on where to get my hands on historical implied volatility data (ten years would be nice) for options on foreign exchange (preferably not just at-the-money). I checked out ivolatility.com but it looks like they only calculate implied volatilities for options on equity. I don't mind paying for data if necessary. Any help would be enormously appreciated. I am an academic and don't really have a clue how to go about getting data of this kind, but I need it for a research project. I do have access to datastream and bloomberg, if that is any use.
Brendan
I was wondering if anyone could give me some advice on where to get my hands on historical implied volatility data (ten years would be nice) for options on foreign exchange (preferably not just at-the-money). I checked out ivolatility.com but it looks like they only calculate implied volatilities for options on equity. I don't mind paying for data if necessary. Any help would be enormously appreciated. I am an academic and don't really have a clue how to go about getting data of this kind, but I need it for a research project. I do have access to datastream and bloomberg, if that is any use.
Brendan