I'm wondering if there's a place where I can find free or very cheap historical implied volatility data. Specifically, I'm looking to get at least a few years' worth of daily IV data for maybe a few hundred or so larger cap stocks for backtesting purposes.
I have a TD Ameritrade account and came across a reddit post, which linked to an old TDA API guide: https://drive.google.com/file/d/0B9e2UiWRRnOsOXJlcVJqcGFrMnc/view, however, the relevant endpoint (https://api.tdameritrade.com/apps/100/VolatilityHistory), doesn't seem to be active anymore. I reached out to TDA but the customer service for their API is abysmal.
I'm not sure if it's common for this type of information to be available through broker APIs, but that's another option. I also have an IB account, which I'm not currently using (I should switch from TDA, I know).
Any suggestions are appreciated.