Option and or Implied Volatility Data

Discussion in 'Data Sets and Feeds' started by scol12, Feb 2, 2011.

  1. scol12



    I am new to option trading and am therefore not looking to open an option brokerage account until I have a strategy that works. I am looking to build my own database of implied volatility prices for stocks over time (close to close). Being new to options I do not know where to find this data, therefore does anyone know where I can get the stock option price data for free required to do this analysis, or better still stock implied volatilities already made up.

    At this early stage I'm trying to conserve the pennies for future strategy use.

    Many thanks.
  2. spindr0


    Free option data with Greeks is unlikely.

    You may have to write (buy) a program for that or use Excel real time to capture it.

    Crimsonmind.com used to offer historical option data for free but they ended that a coupla months ago - seems like everything free becomes a "fee for" when enough users arrive.

    Someone mentioned that historical is available from Option Express but you need an account to get it. I don't have one so you'll have to verify that.

    Good luck... and if you find a free site, remember the piker peons here who want it for free as well :)
  3. You might find some relevant stuff at ivolatility .com :cool: