Historical implied volatility data

Hello,


I’m looking for a data source for historical ATM implied volatilities for some EUROPEAN stocks

I used to buy from ivolatility.com. It had a nice interface, but now looks like it’s no longer working

marketchameleon.com has histo IV, but only for US stocks.


Any recommendation?


Thanks

Spec

 

We only have US stocks. Have you tried Option Metrics?

 

No, I haven't, but will take a look.

Just sent an email to ivol sales rep, waiting for their reply. They used to have a nice interface. Now you have to call them

 

Matt is spot on - Option Metrics has it.

 

You can get it from Interactive brokers api.