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I am looking for historical implied volatility data, and I see that QUANDL has this data from two sources - ORATS and Quantcha. I was wondering if people have any views on which data is higher quality or more usable, or?!

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  • $\begingroup$ I've not heard of either source. I'd ask for a sample or preview and draw your own conclusion. $\endgroup$ – Chris Sep 30 '20 at 1:01
  • $\begingroup$ @Chris these are the two sources on Quandl. As for samples, they are not necessarily indicative of the quality of the data. $\endgroup$ – Igor Rivin Sep 30 '20 at 1:56
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I'm not sure you'll find all what you're looking for but try this .

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  • $\begingroup$ Thank you, much appreciated! $\endgroup$ – Igor Rivin Oct 30 '20 at 2:15
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Haven't heard of Quantcha before. I have heard of ORATS but haven't purchased any data from them personally. Have you tried getting sample data from these sources yet?

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