Historical greeks

Is there any data service that offers historical greeks?

 

I know the optionnet software has this info in 5 minutes increment for the last 3 years but its not a database per-se... You might be able to get raw data if you talk to them directly... I hope this helps a bit

 

Thanks, when you say "not a data base", do you mean the data is fed into proprietary software and thus cannot be extracted?

 

yes something like that... I am no expert on the software so I am not sure if you can extract data from it or not but I dont think so...

 

Okay thanks I'll look into the software.

In the meantime perhaps someone else has suggestions?

 

TOS backtesting gives you all the greeks data.