Q: Can you extract the historical implied volatility ?
Seb_SkyblueAnalytics
May 15, 2024A: Hi, Blue.Os, thank you for your question!
Please correct me if I misunerstood, are you are asking if it is possible to export the historical volatility data displayed on the home page for the selected ticker? If that is what you meant, I am afraid we don't offer that option at the moment.
Best regards,
Seb.
Blue.OsNo, i'm not talking about the historical volatility but the historical implied volatility of options. To know if it is possible to have this data through your platform and see apply it to my quant strategies on options
Hi Blue.Os,
we just provide ATM historical vol EOD. So not exactly per strike contract expiration. We would we able to provide some of it but this is more related to our B2B side of the business. Please let me know if you would like to have that conversation smusso@skyblueanalytics.com