The OCC www.optionsclearing.com/ provides a nice breakdown for CBOE options data, however they only go back 2 years on any given day. Is there a good not-too-high-cost database one can recommend for ...
Can anyone give me a practical example of pricing and calculating IV on equity index options? (i.e. using real market data)
I have been trading (mostly equity and equity index) options for a while now and I want to apply a slightly more quantitative approach to my trading - specifically, by calculating IV and incorporating ...