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Where to find historical options data?

  1. Hi,

    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.

    Thanks
     
  2. I think that CBOE will sell you these data.
     
  3. 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:

    http://crimsonmind.com/

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

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

    Mark
     
  9. Because free data is junk?
     
  10. 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.
     
  11. You don't need Intraday Historical Vol Charts. I worked at a top option market maker and we didn't even have that there.
     
  12. I don't look at vol charts (at least not in my current incarnation)

    I have had access to the entire Ivydb data and it is of minimal value. Even as little as a year ago, it was worth having. Today imo it's value is dubious.

    You could probably get away with say 1 hour intraday snapshots, but I would not want to get worse than that.

    Very few people have intraday options data. It is overwhelming both computationally and storage wise. I think it is worth keeping.
     
  13. If you don't look at vol charts, what is your strategy? I hope you're not trading vol without the charts. That's flying blind.
     
  14. if you are looking for historical stock options data, check out www.optionsdatamine.com for free historical stock data options with volume analysis and other stuff.
     
  15. Are you the vendor? Are you the guy behind DiscountOptions? With just one post it kind of looks that way. I'm assuming it is a one-man operation, so I guess you are marketing as well as IT as well as accounting...

    Do you have an EOD update service? If so, how much is it on a monthly or annual basis? If not, if I buy the 2017 data file, how am I supposed to update it between now and the end of the year?
     
  16. At http://crimsonmind.com/optionsr/index.aspx,
    I read:

    "Free trial for 14 days and then $49 for each month or $117 per quarter (20% discount)"
    I'm guessing this is an automatic process where if we can forget about it, 14 days later we start getting charged. Can anyone confirm or deny?

    All the other links had various prices involved. If anyone else has ordered data because of this forum and would like to share their analyses of which data were the best deal, that would be most helpful. If I go this route, I may do this myself

    Cheers, all