Does anyone have a good place to by historical option settles? Don't need all the bells and whistles that most are selling. Also, if someone wouldn't mind lending a hand. I am trying to find the SPX Dec Put 825 strike on 12/1/2008 price. Thanks if yo ucan lend a hand.
CBOE market data express has the historical options prices, but not for free. It is not that much money if you just need a couple symbols though. I believe SPX Dec 825 Puts closed 52.40 at 54.20 so 53.30 mid.
The cheapest place for end of day data is TOS by TD Ameritrade. If you open an account it's free. When you bring up the program, there is a tab for "Analyze." Under that, click on "thinkback". You can go back to the date you need and only receive end of day quotes for basic back testing.