I've searched through the forums and unable to find what I was looking for. I've been looking at LiveVol and while they identify buys and sells at puts and calls - they don't offer this from a historical perspective. My question is: where can I find historical buys and sells for calls, and buys and sells for puts? Thanks!
Is this not what you are asking for? https://datashop.cboe.com/option-trades Contains the following columns: underlying_symbol quote_datetime sequence_number root expiration strike option_type exchange_id trade_size trade_price trade_condition_id canceled_trade_condition_id best_bid best_ask underlying_bid underlying_ask number_of_exchanges {exchange bid_size bid ask_size ask}[number_of_exchanges]
Thanks so much for the quick replies. Robert - the answer to your question is yes. Stepandfetchit that is exactly the data I'm looking for! The challenge however - I'm looking for this data for about 500 symbols which would be price prohibitive, any idea how I can get what I need for a better price?
Nope! However, I only looked at LiveVol's data, so perhaps others have a better answer! (I do not use that data personally)
Is this what you are looking for? Example, on 11-21-18, historical call option prices for SPY 12/21/18 call strike $265. The data went back only about 4 months and only recorded trades so if/when there were no trades, the value is 0. But it is free from my broker.