Historic Volatility Data

judo · May 16th, 2005, 8:00 am

Looking for a cheap efficient supplier of historic vol's on stocks. Don't need any other data - just the vols. Looked around at some historic stock price data providers (such as yahoo finance webscrapers etc) to get the data series and then calcuate the vol, but often the stock price is not adjusted for splits and never adjusted for dividends. Ivolatility.com looks good but only seems to provide vols up to 180 days - I need long term (like 10 years).Any suggestions?

exotiq · May 16th, 2005, 4:55 pm

That's odd...I found that if you download yahoo data in .csv format that it comes adjusted for splits and divs, has that changed?

farmer · May 16th, 2005, 5:03 pm

QuoteOriginally posted by: judooften the stock price is not adjusted for splits and never adjusted for dividends.It doesn't get much easier than that.

judo · May 17th, 2005, 6:26 am

Apologies exotiq, you're right there is still a column for the adjusted stock price.