How to view historic options chains e.g. for AMZN? It seems hard to believe that historic options chains can be viewed, e.g. AMZN = Date time =2019 1024 10:55am through 17:40pm. How would something like that work? Links to source materials would be most excellent. Thx
You can access historical options data back to 2007 on our API or FTP. We have an Excel sheet to get the data too. Here are the fields: Field Definition ticker underlying symbol tradeDate trade date expirDate expiration date dte days to expiration strike option strike stockPrice stock price callVolume call option volume callOpenInterest call open interest callBidSize call bid size callAskSize call ask size putVolume put option volume putOpenInterest put open interest putBidSize put bid size putAskSize put ask size callBidPrice call bid price callValue call theoretical value based on smooth volatility callAskPrice call ask price putBidPrice put bid price putValue put theoretical value putAskPrice put ask price callBidIv call bid implied volatility callMidIv call mid implied volatility callAskIv call ask implied volatility smvVol ORATS final implied Volatility putBidIv put bid implied volatility putMidIv put mid implied volatility putAskIv put ask implied volatility residualRate implied interest rate data delta delta gamma gamma theta theta vega vega rho rho phi phi driftlessTheta time decay without taking in drift in underlying extSmvVol external volatility extCallValue external call theoretical price extPutValue external put theoretical price spotPrice spot price of the index updatedAt date and time of data updated