Stock Options Historical Data

J

JamieSorres

Junior member
Messages
17
Likes
0
Hello there,

I am looking for stock options historical data for the past 3-5-year period. Has anyone faced with a problem of finding a place to get such data? I have gone througha number of sources
already including...

http://www.stricknet.com/main/data.htm
http://www.csidata.com/data/options
http://www.prophet.net/satellites/marketData/cdrom/options.jsp
http://www.normanshistoricaldata.com
http://www.emodata.net/products.htm
http://www.mrci.com/
http://www.futuresguide.com/historical-data.php
http://www.optionvue.com/support.htm
http://www.ivolatility.com/
http://www.optrading.com
http://www.trade2win.com
http://www.finexprestel.com/
http://www.trackdata.com/
http://www.paritech.co.uk/uk/products/data/default.asp
http://www.eoddata.com/
http://www.historicaloptiondata.com/DataAmount.html
http://www.optionvue.com/support.htm

but could not find what I was looking for. Actually, I did find a couple of places...
http://www.historicaloptiondata.com/DataAmount.html
http://www.optionvue.com/support.htm
and I wonder if there is anything else to choose from.

I been to the resource page of this site and checked out all the recommended datafeeds but found nothing that on stock options. I will greatly appreciate any help.

Thanks in advance,

Jamie.
 
An update...

Hello,

I have recently been looking for Stock Options historical data and provided a bunch of data services in the previous post. Here is a quick update on what I have found.

http://www.historicaloptiondata.com/
http://www.tbsp.com/

Both of them have significant amounts of data at a good price.

So, the question is Who to purchase from?

Along with it there are some questions:
Has anyone used these data providers before?
What do you think about their data?
Do you know of anyone that sells same data cheaper?

Thanks in advance,

Jamie.
 
I apologize for answering a question with a question ...

If I may ask, what type of analysis do you plan to use historical option data for?
 
QQQShort,

that's alright. I'm just planning on some basic TA procedures. Why? Do you also need similar data? What do you do?

Jamie.
 
Jamie,

I use options for directional trades of indexes. My analysis is on the underlying index, then ITM options are used to leverage the trades.

Technical analysis of options can be problematic because of volatility, time decay and low liquidity. As an example, the price of OTM options might decline as time passes even though the price of the underlying might be flat or rising.

You might be sufficiently familiar with options to already know about these issues. If so, slap me on the head, and I'll move aside.
 
Hello Jamie,

Why don't you try Optionstheta.com. They do offer historical options data for the last 5 Yers.

Val
 
Hello,

does anyone have experience with the data vendors mentioned in the first posting? I am interested in the quality of the data, in particular whether the option price precisely corresponds to the price of the underlying.

For my purpose, SPX would suffice, one price per day, for at least 10 years back. But I need to be sure that the index value and the option prices always correspond to each other. I am worried that the daily closing price is not good enough, because the last option trade may have been long before the last index value is posted.

Do you have any recommendation?

Greetings,

Victor
 
trade data

hi guys ...

i have option data from 1/15/2004 to 8/31/2008 and will trade with you if you give me anything from 9/1/2008 onwards ,,, let me know ...i can save you big bucks .....

email me at [email protected]
 
Stock Option Data Here

JamieSorres said:
Hello there,

I am looking for stock options historical data for the past 3-5-year period. Has anyone faced with a problem of finding a place to get such data? I have gone througha number of sources
already including...

Strickland & Associates End of Day Data
Historical Options Data on CD-ROM
Prophet.Net | Market Data | Historical CD-ROMs | Historical Data for Options
http://www.normanshistoricaldata.com
http://www.emodata.net/products.htm
Moore Research Center - commodity futures and spread trading historical research for futures traders!
http://www.futuresguide.com/historical-data.php
OptionVue Systems
Stock Options Analysis and Trading Tools on I Volatility.com
optrading.com
T2W Day Trading & Forex Community
:: Financial Express ::
Track Data Corporation Trading Solutions | Track Data
Paritech - for all your Software, Training and Investment Needs
FREE End of Day Stock Quote Data and Historical Stock Prices
Historical Option Data
OptionVue Systems

but could not find what I was looking for. Actually, I did find a couple of places...
Historical Option Data
OptionVue Systems
and I wonder if there is anything else to choose from.

I been to the resource page of this site and checked out all the recommended datafeeds but found nothing that on stock options. I will greatly appreciate any help.

Thanks in advance,

Jamie.
Click to expand...

Stock Option Data in realtime or historical is avaialable here (livevol) (not free of course):


Stock Option Analysis,Option Trade Tools,Implied Volatility


optionman76
 
I have been messing around with options data also. I'm not sure if you will be able to get anything use full out of it unless you can program. Because options are based on a strike price and not on distance from underlying price a lot of data transformation needs to be done. Also keep in mind that including options data into any program and trying to run calculations on it will take up a massive amount of memory/CPU time. It takes my PC all day to run a full back test on the S&P (all 500 stocks, and I still have a few more buy/ sell signals I want to program), adding options data will easily max out RAM and greatly increase CPU time. Don't be surprised if your PC blows up if you don't have liquid cooling.
 
donpanic said:
I have been messing around with options data also. I'm not sure if you will be able to get anything use full out of it unless you can program. Because options are based on a strike price and not on distance from underlying price a lot of data transformation needs to be done. Also keep in mind that including options data into any program and trying to run calculations on it will take up a massive amount of memory/CPU time. It takes my PC all day to run a full back test on the S&P (all 500 stocks, and I still have a few more buy/ sell signals I want to program), adding options data will easily max out RAM and greatly increase CPU time. Don't be surprised if your PC blows up if you don't have liquid cooling.
Click to expand...

I download options data and run calculations to track the value of open interest ...From your description I can tell that you probably are doing something similar to me... I would like to collaborate with you on formulas, and possibly trade data... email me if you are interested. [email protected]

That goes for anyone else too that is interested in trading data or collaborating.... email me [email protected]
 
You must log in or register to reply here.

Similar threads

M
US Options historical data
Replies
2
Views
2K
convertyourbond
C
M
Where to find historical PE data for assorted stock markets
Replies
0
Views
3K
mickanomics
M
R
Best Thread T2W Guide to Trading: Options
2 3
Replies
53
Views
59K
Eliott Gray
E
Top