One reason to get historical prices is to be able to calculate the greeks and impl. volatility. Creating historical implied volatilty surfaces can give you insight into the current implied surface, and thus option price. Looking for mispricings, arbitrage, and market making prices etc. Of course you have to normalize the historical data first. Direct comparison of historical vs. current data is not possible because the variables move around through time.
I believe Business Week Online has searchable historical options data. You will have to do some digging. The site has changed and I haven't visited it for a while. AZD
It must be the grace of online anonymity that allows such honest, unrestrained ignorance. Itâs a pity the âpeople who claimâ¦..â line just stopped the tears from filling my eyes......
oh wow.. im VERY new to options and keep a very open mind but: an options model (all of em) are a snapshot of a option based on theoretical values at a specific period in time. in other words.. if all variables hold constant the model provides a price based on model used. watch the greeks. they bounce like mexican jumping beans. EDIT: SORRY GUYS WENT OFF ON A RANT>> I THOUGHT THE TOPIC OF DISCUSSION WAS OPTION VOLATILITY HISTORY NOT OPTION PRICING HISTORY. ILL SHUT UP NOW