Historical greeks

Discussion in 'Options' started by TskTsk, Jun 17, 2012.

  1. TskTsk


    Is there any data service that offers historical greeks?
  2. 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
  3. TskTsk


    Thanks, when you say "not a data base", do you mean the data is fed into proprietary software and thus cannot be extracted?
  4. 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...
  5. TskTsk


    Okay thanks I'll look into the software.

    In the meantime perhaps someone else has suggestions?
  6. TOS backtesting gives you all the greeks data.