Is there a way to get Prices, IVOL and greeks on historic option contracts (eg on the underlying RXM15) on Bloomberg, and follow this particular option with Strike K throughout its lifetime (eg on ATM Strike at t=0 option, retrieve data from start (t=0) to expiry (t=T). )
I generally understand how to retrieve IVs via Bloomberg, however, using HVT, GP, HP or other functions, one can only get a time-series of IVs of different ATM option contracts (eg x: ATM for t=1, y: ATM for t=2, and x isn't necessarily equal to y).
Apparently Bloomberg, Eurex, Reuters don't have these information (or the view on this), so I was wondering if you perhaps know a way to retrieve it from Bloomberg or another source? Do only Banks internal systems have these data stored?
Any help much appreciated.