Does anyone know where I can get reliable historical Implied Volatility Data? Preferably I'd like some free (down loadable) data I could mess with but I am willing to purchase the data for reliabilities sake.
What data are you looking for? IV on stock options or futures options? Detailed IV strike-by-strike or a general number for comparison's sake? If you post in more detail what you're trying to do, it would be easier to make suggestions.