Percentile Data

X

xyannix

Where can I find a list of options with their IV & the percentile.

I usually get the data from http://www.optionstrategist.com/free/analysis/data/index.html but his data is the IV of only the front month option.

I need a list that either can give me 2 month IV or an avg of 1st & 2nd month IV.

I can get the data from my broker on manually one stock at a time but I would like it in spreadsheet format for all 2500 stocks.

Thanks.
 
Two suggestions:

Have you tried saving such webpage (HTML only) and opening in Excel? It may look messy but if there is a consistent daily layout then one simple macro can usually clean it up in a heartbeat.

Or you could consider a $30 EOD raw option data service and start crunching the numbers whichever way you want.
 
Quote from nkhoi:

did you try to click on service/tool tab then data download?
More...

Interesting. I never noticed that option.

Now of course If anyone knew of free data that would be great.
 
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