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. Brandon
In the past, 2017, I used CME Direct. CME Direct had some Options Analytics and data built in. https://www.cmegroup.com/trading/cme-direct.html NOt sure if that is what you are looking for.