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Historic Volatility Data
Posted: May 16th, 2005, 8:00 am
by judo
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?
Historic Volatility Data
Posted: May 16th, 2005, 4:55 pm
by exotiq
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?
Historic Volatility Data
Posted: May 16th, 2005, 5:03 pm
by farmer
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.
Historic Volatility Data
Posted: May 17th, 2005, 6:26 am
by judo
Apologies exotiq, you're right there is still a column for the adjusted stock price.