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Topic Title: Where I Can Get FX Option Historical Data?
Created On Fri Jun 29, 07 09:52 AM
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yeap
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Posts: 2
Joined: Nov 2006

Fri Jun 29, 07 09:52 AM
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Can anyone tell me where I can buy FX option historical data with different maturities?


Thanks a lot.


Edited: Fri Jun 29, 07 at 09:53 AM by yeap
 
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erstwhile
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Posts: 901
Joined: Mar 2003

Sun Jul 08, 07 10:35 PM
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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.
 
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