Does anyone know where can I get historical and implied volatility data on the Hang Seng Index? www.ivolatility.com only has data for US, Canada and European Indices. Thanks a lot.
Historical volatility can be calculated from historical prices, it is nothing more than a standard deviation of the returns. Can't help you with IV data, though.
If I can get historical option prices, I can calculate IV too. But can't find historical option prices either.
Yeah, but you don't need historical option prices to calculate historical volatility, you only need the index prices.