Hello, I am looking suggestions to find a good provider of historical options data (1-minute intraday candles) including greeks and implied volatility. I have seen that ORATS provides them but only since 2020. I would need at least the last 15 years, so from 2008 or 2009. To ORATS users I also ask if the backtester is able to test scenarios where I open naked positions on futures (e.g. short strangle on Corn or Gold or Live Cattle) and when underlying reaches the level of strike sold, then it is possible to buy/sell a future in order to make an adjustment. Thank you very much, William
Nanex NxCore has these data as far as I know, all major US futures and equities options going back to maybe 2004. http://www.nanex.net/historical.html