Historical implied volatility data

[spec77]

Hello,


I’m looking for a data source for historical ATM implied volatilities for some EUROPEAN stocks

I used to buy from ivolatility.com. It had a nice interface, but now looks like it’s no longer working

marketchameleon.com has histo IV, but only for US stocks.


Any recommendation?


Thanks

Spec

 

[Matt_ORATS]

We only have US stocks. Have you tried Option Metrics?

 

[spec77]

We only have US stocks. Have you tried Option Metrics?

No, I haven't, but will take a look.

Just sent an email to ivol sales rep, waiting for their reply. They used to have a nice interface. Now you have to call them

 

[ETJ]

Matt is spot on - Option Metrics has it.

 

[polybyte]

You can get it from Interactive brokers api.