Good morning. I'm trying to download the implied volatility for at-the-money options on Eurodollar future 3 month. Is there some way to find it? Can it be calculated from the probability distribution function of the implied volatility?
You can calculate the implied volatility for the options with an option pricing formula. You'll need the pricing variables such as underlying price, time until expiration, carry cost, strike price, and option price.
I don't know what's available for futures options but for equities, there are web sites and brokers which provide the implied volatility and the Greeks for the option chains. I don't know how reliable or how timely (delayed?) it is but as an example, with a Google search I found this: