Hi, i would like to buy historical data (EOD) for all stock and index options. i need full option chain, with Greeks, with IV. i searched in this forum, but i didn't found a good answer. from my searches, i currently know of - 1. http://optiondata.net/collections/the-complete-all-year-historical-options-data-set 980$ for 2003-2016, with Greeks and IV 2. http://www.historicaloptiondata.com...l-option-history-2002-through-2016-csv-format 1725$ for 2002-2016, with Greeks and IV and more advance calculations on the IV 3. http://www.ivolatility.com/ 9000$ (too much) for 2000-2016, with Greeks and IV do you have more suggestions ? i don't need special API, i need it in CSV Thanks, Shay
4. https://datashop.cboe.com/option-quotes-end-of-day-with-calcs $12,692 (!) for 2004-2016 with Greeks and IV
The data is expensive. Make sure you get data that has good management of corporate actions: splits, stock divs, takeovers, symbol changes, etc.
I went this route earlier in the year of contacting CBOE, but expect to pay 3 bedroom house for it, I am not kidding. But.... But that is for end of day.