Hi,
    so I’m basically looking for a website where I can find historical data of the full IV surface. The goal is to run Principle Component Analysis (PCA) on the surface data in the days hours before earnings in order to see if there are dominant modes which one can exploit with strangles or other options strategies. But for that I need large amounts of IV data. If anyone knows/uses a website for such specific data I would be really grateful.

    Best website/provider for IV surface data?
    byu/stochastic-vol inoptions



    Posted by stochastic-vol

    Leave A Reply