IV CAC40 stocks

[froluis]

Hello,

I am looking for the historical implied volatility for the cac40 components. Is there a free source?

Thanks in advance

 

[jamesbp]

Froulis

Hi, couple of questions;

1. Are you trading CAC40 Equities?

2. Where do you get the current IV analysis from?

3. Are you looking for ATM IV only or complete vol surface data?

Cheers
James

 

[froluis]

Hi Jamesbp,

Yes I trade CAC stocks and I would need only the historical ATM IV for each stock. I don't need complete volatility surface.

Thanks

 

[jamesbp]

You might be able to get the raw data from Euronext .... http://www.liffe.com/reports/eod ... let me know if you need any assistance converting the raw data into IV .... cheers, James

 

[froluis]

Many thanks for the link. Unfortunately, they only provide 10 days of free data. So I am still searching. I may have to subscribe to IVolatility. I trade with IB but IB do not provide IV for european stocks