I want to buy some option data to do research

Discussion in 'Options' started by kevzhu, Nov 7, 2012.

  1. mutluit

    mutluit

    Ok, a better term is "engine" or "robot", ie. "options pricing engine", aka an "automaton" :)
     
    #31     Nov 11, 2012
  2. Hey guys, did anyone get this data? I need historical options data for the past two years or so for S & P 500 stocks. Want to share? EOD day data is fine, or OCHL.
     
    #32     Jan 28, 2013
  3. Looked into some of these...... let me know i want data to... intraday is important to me.. having an account with live vol actually gives you access to their data i think
     
    #33     Jan 28, 2013
  4. #34     Jan 28, 2013
  5. tacosplz

    tacosplz

    I'm looking for historical daily US equity options data (no need for intraday at this point) back to 1996 and would be interested in swapping data sets. (I have daily US stock data back to 1926, historical point-in-time fundamental data from various sources, historical constituents for various indexes, etc.)
     
    #35     Dec 31, 2014
  6. cjbuckley4

    cjbuckley4

    I hate to contribute to the pervasive negativity on this forum, but I must advise some contributors to this thread to read a book about how options work or watch some Khan Academy or something. Its fine to not know what's going on, we're all learning, but to give advice conflating realized vol and implied vol is not a good move. If your purchasing historical options data, effectively what your paying for is implied vol data. So if you want to eschew the implied vol component, don't pay for options data, just get data on the underliers.
     
    #36     Dec 31, 2014
    Ghost_of_Blotto likes this.