does anyone know which site might have such data available for download or on-line viewing? Thanks for any info...
People regularly ask for historical options prices, and I have yet to see a single person explain why that information would be useful to them in any way. You might get more mileage out of historical stock prices, which are free and ubiquitous.
Tums is right. The Optionetics pay site, Platinum, has this information available. I use it and it provides me with what I need in this regard. I don't know whether it is the most extensive or not. You might try a google search "options historical prices". It's just a hunch on my part. Good luck. 4Q
I was looking for trading volume spikes in front of events...at this point more curiosity than anything else. For example. CELG buying PHRM, announced on Nov 19. There was hardly any volume in Dec 50 calls (JUT LJ.x) ...but on Friday Nov 16, a spike of 1700+ calls traded...closed at 3.70 on 11-16 and traded at 19.00+ on Monday... gee, what do ya think?
it makes no sense whatsoever to look at historical options prices, they are derivatives ... change one thing in the option model and things would have evolved entirely differently ... the underlying, volatility, intrest rates ... it just makes no sense ... people who claim differently don't know what they are talking about