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    Forums ›› Tools of the Trade ›› Data Sets and Feeds ›› Where to find historical options data?  


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Wumbate
 

Registered: Jul 2009
Posts: 2

 

07-29-09 06:32 PM

Hi,

I'm new to this forum and did a search but couldn't find anything.

Is there a good place to go to find historical options data? I'd like to look at the prices of YHOO options for the past couple of months.

Thanks

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drcha
 

Registered: Dec 2008
Posts: 668

 

07-30-09 02:02 AM

I think that CBOE will sell you these data.

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Wumbate
 

Registered: Jul 2009
Posts: 2

 

07-30-09 02:57 AM

It seems like the kind of thing that could be found online somewhere for free. It's much like stock prices, just options; and you can get historical stock prices on Yahoo Finance, for instance...

Anyone have any ideas?

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SideShowBob
 

Registered: Jul 2004
Posts: 1405

 

07-30-09 03:04 AM

Unfortunately you can't get it for free. You're talking about HUGE amounts of data (even on a daily basis). For each stock you have maybe 20-30 option contracts (only a few liquid though) for each expiration month.

Try googling, you'll find plenty of links. The first one I found was http://www.historicaloptiondata.com/. Plenty of other ones out there.

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Bben1006
 

Registered: Jan 2006
Posts: 114

 

07-30-09 03:53 AM

you might want to also try the following FREE site:

http://crimsonmind.com/

~BB
--


Quote from SideShowBob:

Unfortunately you can't get it for free. You're talking about HUGE amounts of data (even on a daily basis). For each stock you have maybe 20-30 option contracts (only a few liquid though) for each expiration month.

Try googling, you'll find plenty of links. The first one I found was http://www.historicaloptiondata.com/. Plenty of other ones out there.

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SideShowBob
 

Registered: Jul 2004
Posts: 1405

 

07-30-09 11:58 AM

I stand corrected. Have to say I'm happy to be wrong.....and ready to start downloading.....

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