I am looking for Historic Option pricing data which at a minimum includes Daily prices. I would like history to go back as far as possible (back to year 2000 would be great). I would prefer OHLC for each OPRA. (SPY, IWM, SPX, and RUT are most critical interesting underlying's). EODDATA (http://eoddata.com/default.aspx) is limited to Closing prices only, and go back only 3 years, but price is reasonable. Unclear if they are still in business as they have not responded to my email inquiry for 2 days. I welcome your input, especially if you know first hand! Regards, Gary
https://www.historicaloptiondata.com/ I used the above site to get data for VXX and SPY earlier this summer. It will cost you, but if you really need it, it is certainly worth it. No complaints on my end at all.
Victory5: Thnx. Can you clarify the "OHLC" data you ordered was for the Options and not the underlying? (I do see OHLC for the underlying's, but already have that.) This even without the OHLC, it does seem a bit better than the EODDATA.com "close only" data. I really appreciate your response. I was unaware this existed.
Ah, my apologies. I had forgotten how they did things. Just took another look and they have the bid/ask and the last price. No open or high/low.
Great! No problem, just wanted to insure I understood. This looks like good data. I really appreciate this info.