Currency Options

[Gordon Gecko]

Just dabbling with these currency options.

Does anybody know any websites where I can get hold of historical volatility data for currency options?

Thanks.

[Gamma_Jammer]

Try the British Bankers Association (BBA)

Type FX Options Historic Volatility into a g**gle search and you should see it. Pretty comprehensive. I would paste the link in here but that doesnt seem to be something that the moderators of this site are particularly keen on.

Hope this helps.