Hello, i have a question. I backtested a system that uses several indicators to time the SPY. My system tells me with a probability of 75% when a short term top is made in the spy. i would like to backtest how a system would have performed when i would sell out of the money calls at that time instead of going simply short. does someone know how to get the data for spy calls (with bids and asks) to backtest by hand the results? or does someone of you have a software to backtest option strategies? Please help! best regards artem
Ivolatility has historical option data here: http://www.ivolatility.com/data_download.j You could also use Thinkorswim's thinkback feature for small samples.