Answered By: Lippincott Library
Last Updated: Aug 06, 2024     Views: 12818

Use Bloomberg (see access details).

  • Type HIVG then hit <GO> for the historical implied volatility graph function.
  • Combine this with your equity of choice, e.g. IBM <EQUITY> HIVG <GO>.

OptionMetrics, available via WRDS (see access details), includes historical volatility information related to options.