IV CAC40 stocks

Discussion in 'Options' started by froluis, Sep 9, 2010.

  1. froluis

    froluis

    Hello,

    I am looking for the historical implied volatility for the cac40 components. Is there a free source?

    Thanks in advance
     
    #1     Sep 9, 2010
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  2. jamesbp

    jamesbp

    Froulis

    Hi, couple of questions;

    1. Are you trading CAC40 Equities?

    2. Where do you get the current IV analysis from?

    3. Are you looking for ATM IV only or complete vol surface data?

    Cheers
    James
     
    #2     Sep 9, 2010
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  3. froluis

    froluis

    Hi Jamesbp,

    Yes I trade CAC stocks and I would need only the historical ATM IV for each stock. I don't need complete volatility surface.

    Thanks
     
    #3     Sep 9, 2010
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  4. jamesbp

    jamesbp

    You might be able to get the raw data from Euronext .... http://www.liffe.com/reports/eod ... let me know if you need any assistance converting the raw data into IV .... cheers, James
     
    #4     Sep 9, 2010
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  5. froluis

    froluis

    Many thanks for the link. Unfortunately, they only provide 10 days of free data. So I am still searching. I may have to subscribe to IVolatility. I trade with IB but IB do not provide IV for european stocks
     
    #5     Sep 9, 2010
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