Somebody posted similar question some time back. For historical prices, free, you can get from many sites: Yahoo, Google, Investopia, MSN, etc. To do it automatically, you can program Perl, Java (I do both), C++, etc. Java on IB only goes back one year; with Perl, I can get as far as the site allows (eg, Yahoo gives you something like 18 years).
yahoo has historical option prices? I knew they had historical stock prices, where are the historical option prices located?
As far as I can tell, they don't. I used to and still do (albeit for options with a lotta volume) some coding to "scrap" the data from yahoo finance and other websites. I'd use yahoo or morningstar if you take that approach- basically using regular expressions (a previous poster mentioned Perl which I believe is great for regExp). Don't use CBOE- I've been blacklisted in the past (my IP). Good feeling though,...lol...