Data on long-term returns from buying way OTM puts on the S&P500

Discussion in 'Options' started by Daal, Jun 4, 2017.

  1. ironchef

    ironchef

    I see.

    Thanks.
     
    #11     Jun 10, 2017
  2. Daal

    Daal

    This was the cheapest I could find so far
    https://datashop.cboe.com/end-of-day-options-summary

    "Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high low and last sales prices for every series in chain. The Optsum data is available as far back as 1990 or based on the index option availability in ^SPX, ^OEX, and ^VIX. *For a similar product for all securities with equity and index options, please see the End-of-Day Option Quotes Data "


    upload_2017-6-23_0-51-47.png

    The main problem is that this does not include the 1987 crash. If the data series started in 1986, this would be great.
    Anyone know where I can get data going back that far at affordable rates?
     
    #12     Jun 22, 2017