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What's the implied Volatility?

Does anyone know where I can get free stock option or implied volatility data?

  • Hi, Does anyone know where I can get free timeseries data for stock options (i.e. for puts and calls the optons strikes, prices, expiries etc). I need this as I want to calculate a stocks implied volatility over time. Or even better does anyone know where I can get timeseries data for stock implied volatility data for free? Many thanks

  • Answer:

    Perhaps you could clarify exactly what you mean by "timeseries data". I understand you to mean historical option prices over time. Assuming this, you might want to open a brokerage account with ThinkorSwim. Their platform is brilliant and has a function called "ThinkBack" which gives you historical options prices for free. You can link these with charts and also get the implied volatility for the option price at any given point in time. But maybe you're probably after it in a more tabular form, like something you'd see in an Excel spreadsheet - option prices in one column and IV in the next?

SimonC at Yahoo! Answers Visit the source

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