Historical end-of-day data for expired options

Discussion in 'Data Sets and Feeds' started by alosito, Jul 20, 2005.

  1. alosito


    Does anybody where I can purchase/subscribe for historical end-of-day data for options that expired this year since Januaty 1, 2005? Neither eSignal nor Prophet provide this kind of information.
  2. ===============
    Saw plenty of JULY eod info this week @ optionsXpress;
    usually they stop it on saturday after 3rd fri.

    Best to keep/record your own;
    1888options.com has had tek trouble lately, but could probably help.

    Also Interactive Brokers has ''option analytics'' , something just as good;
    chart with option price ,
    for example on QQQQ 39 call shows option price at $ 37,38,39,
    projects price [not predicts] 40,41

    Wisdom is profitable to direct.:cool:
  3. alosito


    July is not a problem, but I am looking mostly for data from January until May. Also, I need the tab data and not just the graphs.
  4. alosito


    I just called them. They don't offer any stock options data. Only futures options.
  5. GTG


  6. alosito


    I contacted them too, but they don't offer daily hi's and low's for options data.
  7. Anseld


    your other option is to get data for historical implied volatility and then use your model to find the prices.

    of course, they won't be totally precise, but most should be around the ballpark for general theoretical testing.
  8. www.tbsp.com

    for $32 + $25 (registration) you can download years of data.

    from the site:

    The Daily Data files for Stock/Index Options with Bid and Ask (starting 5/16/2001) are formatted as follows: Symbol,Date,Open,High,Low,Close,Volume,OpenInterest.Bid,Ask,Strike Price, Month, Call or Put (Starting on 7/7/2003, this file will also contain Expiration Date, starting 7/21/2003, this file will also contain the root symbol as the last field. Starting on 8/11/2003, the last field will be the closing price of the stock.)
  9. alosito


    Thank you. Does anybody have any experience with them? Their web site design doesn't look too professional. By the way, they seem to offer to have the second user on the membership for a half a price. So if anybody else is interested, please pm me.
    #10     Jul 22, 2005