Currently I just use Bloomberg API in Excel for preliminary data analysis and manipulation, and I have one function call that gives me the ticker and IV today


but for whatever reason Bloomberg doesn't keep an archive bulk history of SPX Index options. Bloomberg has OI info on each of these options (each strike and expiration) but there isn't a structured way to retrieve this data.

Is there a package or dataset that has historical OI and IV for each SPX option?


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