Historical Futures Options Implied Volatility

Discussion in 'Data Sets and Feeds' started by Brennen81, May 6, 2019.

  1. Hello,

    I am wondering if anyone knows where I can find (paid or free) historical implied volatility data for futures. In my specific case, Crude (CL). I would be looking for the daily data at settlement time.

    Thanks for all.
  2. Robert Morse

    Robert Morse Sponsor

    In the past, 2017, I used CME Direct. CME Direct had some Options Analytics and data built in.
    NOt sure if that is what you are looking for.
  3. ZBZB