Where to find historical options data?

Discussion in 'Data Sets and Feeds' started by Wumbate, Jul 29, 2009.

  1. Wumbate



    I'm new to this forum and did a search but couldn't find anything.

    Is there a good place to go to find historical options data? I'd like to look at the prices of YHOO options for the past couple of months.

  2. drcha


    I think that CBOE will sell you these data.
  3. Wumbate


    It seems like the kind of thing that could be found online somewhere for free. It's much like stock prices, just options; and you can get historical stock prices on Yahoo Finance, for instance...

    Anyone have any ideas?
  4. Unfortunately you can't get it for free. You're talking about HUGE amounts of data (even on a daily basis). For each stock you have maybe 20-30 option contracts (only a few liquid though) for each expiration month.

    Try googling, you'll find plenty of links. The first one I found was http://www.historicaloptiondata.com/. Plenty of other ones out there.
  5. you might want to also try the following FREE site:


  6. I stand corrected. Have to say I'm happy to be wrong.....and ready to start downloading.....
  7. TM1982


    Do a google search for "optigraph 2.0"

    Best in the business right now, has historical options data since 1996 on every optionable name in the United States.

  8. Why would you believe that any trader who visits these boards would be interested in anything other than free data?

  9. TM1982


    Because free data is junk?
  10. nitro


    All of this data is close to worthless, no matter how much you pay for it. You want at worst intra day 15 minute data. Otherwise, the closing price (even closing B/A) on an option is close to worthless.
    #10     Aug 5, 2009