Are prices available for a TSLA Call option, near to .40 Delta, at 10:00 to 10:05 AM on Dec 23, 2020? Is there a way to ballpark what it could have sold for at 10:35 to 10:40 AM same day?
Usually yes, depending on the broker. In IB/TWS you can chart the price of any specific option/strike, but not by delta on specific day/time. In TDA/ToS you can turn back the clock and look at option chain on specific date and time, up to a few months back (or longer if EOD)
So simply right click on any option in the Options Chain, and select Buy or Sell. It should then show up in the chart linked to your Option Chain by the color. Otherwise you can add the desired option to a Watchlist and click on it there to show up on the chart. Unless the option is already expired, then you'd need to use TDA's ThinkOrSwim to go back to specific date & time.