Chicago Mercantile Exchange offers Currency Futures options and the historical data is available.
Is there any backtesting tool for Currenccy Futures Options?
I am looking at plotting the implied volatility of a constant delta options .
For example the 30 day 25 delta for EurUsd futures contract option.
Pictures show backtesting tool for equity options.
Is there any backtesting tool for Currenccy Futures Options?
I am looking at plotting the implied volatility of a constant delta options .
For example the 30 day 25 delta for EurUsd futures contract option.
Pictures show backtesting tool for equity options.
Attached Images
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