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Where I Can Get FX Option Historical Data?
Can anyone tell me where I can buy FX option historical data with different maturities?Thanks a lot.
Last edited by yeap on June 28th, 2007, 10:00 pm, edited 1 time in total.
Where I Can Get FX Option Historical Data?
Bloomberg has got loads of FX vol data, classified in useful ways - e.g., you can get the hist IV of the 10 delta GBP call/ USD put as a time series in one ticker and download to a spreadsheet.I think SuperDerivatives also can supply this.