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Check out Quandl's collection of intraday data from AlgoSeek: https://www.quandl.com/vendors/as These are historical trade-based minute bars showing OHLCV for stocks. If you click on each database in the link above, you'll see a tab for "Free Sample Data" to the left. For example: https://www.quandl.com/data/ASTRAN/documentation/free-sample-data Note ...


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It depends on what are you going to use the IV for. Are you selling or buying? If doing both, taking volume/quote into account is sensible Extrapolate if doing only bid or only ask curve For deep ITM/OTM



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