Scrape free weekly options volatility data from https://www.optionstrategist.com/calculators/free-volatility-data
The scraped data can be browsed here: https://flatgithub.com/lvg77/options-vol-data
update: date of the last scraping event. I added this date so that we can construct time series for each security after appending all the commits for iv.csv file
hv20: 20-day HISTORICAL (actual) volatility of the underlying
hv50: 50-day historical volatility
hv100: 100-day historical volatility
date: date of last OPTION data (options don't trade every day on every underlying)
cur_iv: the implied volatility of these options on date
days_percentile:
- days: the number of days back for which implied volatility has been calculated
- percentile: measurement of the cur_iv, as compared to the past Days
close: latest closing price of the underlying
So if the last two numbers are "597/ 87%ile", that means that of the last 597 daily implied volatility readings, the the current daily reading is higher than 87% of them.
NOTE: futures symbols begin with the character @ index symbols begin with the character $