Can anyone tell me a free source/website to get the historical and Implied Volatility on a whole bunch of stock symbols. I have a list of 800+ symbols and I can't find a website that will get the information for all of them at once. I want to be able to transfer the information into Excel.
Try this, it's free, don't know if it has all symbols tho: http://www.optionstrategist.com/free/analysis/data/index.html
Since this thread seems to be a little on the silly side, here is what I can offer: Buy Amibroker (search for it on Google...) Then either use AmiQuote (free with Yahoo quotes) or subscribe to Quotes Plus EOD data. Then create a script with AB to calculate and create graphs of Historical Volatility. Then use Prophet graphs from ToS to view IV history. Then manually compare the ToS Historical IV to your AB HistIV. I've been doing it for a long time, but there are easier ways to pick option trades. Mech