Percentile Data

Discussion in 'Data Sets and Feeds' started by xyannix, Jan 8, 2007.

  1. xyannix


    Where can I find a list of options with their IV & the percentile.

    I usually get the data from but his data is the IV of only the front month option.

    I need a list that either can give me 2 month IV or an avg of 1st & 2nd month IV.

    I can get the data from my broker on manually one stock at a time but I would like it in spreadsheet format for all 2500 stocks.

  2. xyannix


    I am familiar with them and they are very good, but I am looking for a listing I can import into a spreadsheet.

  3. Two suggestions:

    Have you tried saving such webpage (HTML only) and opening in Excel? It may look messy but if there is a consistent daily layout then one simple macro can usually clean it up in a heartbeat.

    Or you could consider a $30 EOD raw option data service and start crunching the numbers whichever way you want.
  4. nkhoi

    nkhoi Moderator

    did you try to click on service/tool tab then data download?
  5. xyannix


    Interesting. I never noticed that option.

    Now of course If anyone knew of free data that would be great.