Hi everyone! I need Option Stock price Database and according underlying price Database for using in price change simulations and Option pricing problem. Does anybody know any free available databases or some relative links? Thanks a lot.
You can get historical option data one issue at a time at: http://stockmarket.businessweek.com/stocks/quote.html They changed data providers a coupla months ago and IMO, it's not as good as it used to be. They used to provide closing B/A if there were no option trades and now, nothing. But WTH, it's free and it might suit your needs.