Recent content by Brendan

Thanks guys! I will head over to the library now and see if I can do what you said on Bloomberg. I need the VIX and S&P500 too so thanks for those.

Hi guys, I was wondering if anyone could give me some advice on where to get my hands on historical implied volatility data (ten years would be nice) for options on foreign exchange (preferably not just at-the-money). I checked out ivolatility.com but it looks like they only calculate implied...