Historical implied volatility for US stocks

@itsupport2 When you say US stocks - do you mean individual stocks or indicies. In any case implied volatility is calculated using options vols. We publish separate RICs for 30 day ATM IV for puts - these are available historically - here for TSLA:

df,e = ek.get_data('TSLAATMIV.U',['TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDE XFORPUTOPTIONS.Date','TR.30DAYATTHEMONEYIMPLIEDVOLATILITYINDEXFORPUTOPTIONS'],{'SDate':'20100903','EDate':'20180902','Frq':'D'}) 

df.sort_index(ascending=False, inplace=True) 
df

We publish these for most stocks where options are available I believe. So the trick here is to combine the RIC root you are interested in eg TSLA and then add ATMIV.U or other venue. eg TSLAATMIV.U and so forth.

I hope this can help.