RE: volatility data on specific equities over time

RE: screen/search over volatility data in the past

I am looking to
screen/search over volatility data in the past
to backtest some strategies.

I dont think ThinkOrSwim ondemand provides that.

 

www.ivolatility.com or www.quandl.com

 

Maybe you could elaborate on how you've pulled IV data from Quandl? Thanks.

 

https://www.quandl.com/data/VOL

 

I should have been more precise... How have you found their data re quality and completeness, as vs commercial vendors'? Option data, IV or otherwise, are always tough.

 

https://www.quandl.com/data/VOL/documentation/nomenclature

I have not used it. Samples from above link. Data is from www.quantcha.com $100 a month, though it appears to be $49 a month on their website though that may be for their service as opposed to all the data.