Need help with Data Vendors.

Peace,

Anyone familiar with a data vendor that can provide historical option straddle prices prior to earnings?

For example, I'd like to see what the implied movement(straddle price) was on MSFT prior to Q117.

And anyone familiar with a data vendor that can simply provide option closing prices on specific strikes of a security, historically?

Peace,
Amahrix

 

http://www.livevol.com/options-trading-analysis-software

MSFT's Q1 '17 from it...straddle pricing shown a number of different ways on the earnings analysis tab:

 

ORATS is the best on the retail side

 

Peace,

Thanks to both.

Peace,
Amahrix