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Longest historical period of implied volatility data available?
Hello,I was wondering what is the longest historical period for which data on implied volatilities is available, and what is the relevant underlying index? Thanks
Longest historical period of implied volatility data available?
Probably the OEX Index (starting on March 11, 1983)
Last edited by acastaldo on August 25th, 2014, 10:00 pm, edited 1 time in total.