Where can I find options historical data for free or reasonable price? I know some sites offer it for about $3 per symbol per month, can I find it cheaper?
just get a demo account at thinkorswim and get started. Dont even think about anything else. Most of the other data that you buy elsewhere will be crappy in one way or another (very hard to use; incorrect etc etc). HTH -gariki
thinkorswim also has free live Squawkbox from the S&P 500 futures pit, chicago, Ben L... The reason I have a small account there - and getting smaller! [$3500 min to open account I think] marc
http://www.crimsonmind.com/optionsR/index.aspx Used to be free. Now they charge $49/month, free 2 week trial Don't know if that's reasonable to you
Thanks! Yes, I do think it's reasonable. There is this service - http://www.historicaloptiondata.com/catalog/1. They charge $162 for the whole 2011 (all stocks) and you get it on file or USB key. But they have only end of day quote, not open, low and high. Do you think that's sufficient?
Ib tws will chart intraday or daily options data. Can probably get it out into excel or from the api. Www.eoddata.com has daily and maybe intraday options data.
My concern would be what the EOD quote is. If it's option's last trade, then the relationship with the UL's close may be decoupled and inaccurate. If it's the closing B/A quote taken simultaneously with the closing price of the UL, then no problem.