I am looking for sources offering reasonable historic data. I found it rather frustrating that you can get derived data out of several expiry dates from sources like ivolatility, optionvue or bloomberg, but no data without bias. actually what you need IMO is time stamp, bid-ask and option specifications. then you can get intraday stock data to match the time stamp of the option and thus derive the greeks. I am considering to build that data base on my own in order to test out things like shorting straddles after a gap or other equilibrium-distorting events of that kind. I am very much fond of portfolio effects and mechanic edge exploitation, yet all my option strategies traded so far never really paid of, due to - from my perspective - distortions in the root data set. Would anybody be interested in setting up a joint database in that field? I would start with one stock or future and get familiar with all the necessary updating and shifting routines. then shift to a dozen futures markets and about five dozen stocks. To me there are two possible reasons for the lack of accurate data: 1. this is a still small market and therefore it does not pay off for a data vendor to deliver such data 2. this is a still small market and people who own such data know its value to well to give it out. opinions? suggestions?