As one is aware option’s vega is a measure of the impact of changes in the underlying volatility on the option price.Vega expresses the change in the price of the option for every 1% change in underlying volatility. Also one should be aware of the fact that vega is also dependent on time to expiry ie for the same contract vega is directly proportional to its number of days to expiry and on moneyness.
As vega is dynamic which changes rapidly it is very difficult to collect all the data points for each stock as number of option contracts are involved with different maturities but one can collect data on daily basis for few option contracts for each stock based on time to expiry. As far as I believe there is no free source to avail these details but one can check with paid sources of data providers. Alternatively though is a gruelling task one can calculate on their own by collecting daily closing prices, daily volatility values, and inputting them in option calculator or built in excel macros.