RE: volatility data on specific equities over time
- Thread starter kiwi1
- Start date
Maybe you could elaborate on how you've pulled IV data from Quandl? Thanks.
I should have been more precise... How have you found their data re quality and completeness, as vs commercial vendors'? Option data, IV or otherwise, are always tough.
https://www.quandl.com/data/VOL/documentation/nomenclature
I have not used it. Samples from above link. Data is from www.quantcha.com $100 a month, though it appears to be $49 a month on their website though that may be for their service as opposed to all the data.
I have not used it. Samples from above link. Data is from www.quantcha.com $100 a month, though it appears to be $49 a month on their website though that may be for their service as opposed to all the data.