Bloomberg supplies particular contract volatility information. For
example,
the following Bloomberg command brings up the March 2002 maturity S&P
500
futures contract HIVG (historical implied
volatility graph) below:
SPM2 <Index> HIVG <Go>
(<...> indicates a Bloomberg keyboard command key.)

This default graphic is a bit hard to read for volatility information because
the price level is overlayed on the
two volalitity series of interest. To focus on the volatility information
change the options as indicated in the
screen below:

Like the OCM screen, other individual contracts may be accessed with HIVG.
In this case, the associated command is the following:
SSMY <Curncy> HIVG <GO>
(e.g. SS=BP, M=Z for December, and Y=2 for 2002 or SSMY as BPH8.)
Bloomberg also supplies constant maturity futures contract volatility
information.
The nearest maturity is SS1, where SS is the two character underlying symbol.
For the British pound, the symbol is BP and the second maturity code is BP2.
We suggest using this code as the associated option will have at least one month
of
maturity remaining in its life.
The following Bloomberg command brings up the HIVG (historical implied
volatility graph) below:
BP2 <Curncy> HIVG <Go>
(<...> indicates a Bloomberg keyboard command key.)
