The PHLX is the Philadelphia Stock Exchange. It trades more than 2,800 stocks, 740 equity options, 12 sector index options, and 100 currency pairs. PHLX is the home of UCOM, the United Currency Options Market. Further information can be found on the WRDS website (see links below).
PHLX data is available to NYU through WRDS. The WRDS website has query pages and documentation for currency options and implied volatility. The WRDS unix server (wrds.wharton.upenn.edu) has SAS datasets, SAS sample programs, and sequential data.
PHLX Commercial Website
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)