Historical and Level II Data

Discussion in 'Data Sets and Feeds' started by options101, Nov 22, 2007.

  1. What software / website could I use to look at historical option data, I mainly want to chart at the actual trades of both the underlying and the several strikes, it would be good if I could also overlay the Greeks.

    I have figured out how to do this with ETrade but it’s tricky and takes some time to setup.

    Is there such a thing as level II quotes for options where you can see bid/ask and volume in realtime?

    Thanks…
     
  2. TOS has "level II" quotes, if you can call them that. They list the bid and asks with respective sizes for each exchange. You can also chart options within the software, although the overlay sounds like it would be a problem because typically options trade less often than the underlying.

    Options xpress also has "level II" quotes.

    Hope that helps.