EOD Historical Option Prices

Historical option prices are available free from this site

http://host.wallstreetcity.com/wsc2...bol=OXB NE&nocache=1431124&Button=New+Request

 

Historical EOD options prices could be reconstructed, to a large degree, using historical implied volatility.

 

I have been collecting the free EOD option data everyday for QQQ and OEX since last October. Haven't missed a single day, yet .

 

Exactly what good are EOD option prices ...

 

Well, it is still one hell of a collection though...

You should see it!

 

EOD options price are very good for educational purposes. I would save some real money if I had thoroughly study the historical option price action related to the underlying in real world. There is a deterministic part of the options game more than the underlying.

 

I agree, over much of market history market movement, IV levels and option prices are closely in line.