back testing options position

is there any tool which can do that?

 

TOS thinkBack feature does it.

And theres always excel.

 

TOS does have thinkback and the onDemand feature

problem with thinkback is that you have to step through the dates manually, and you will only see closing prices

typically people buy historical options data, and then have some sort of program/engine to run through the data, but this is labor/cost instensive

I think OptionVue offers some sort of back-testing feature, I have not used their products though