Thanks so much for the quick replies. Robert - the answer to your question is yes.
Stepandfetchit that is exactly the data I'm looking for! The challenge however - I'm looking for this data for about 500 symbols which would be price prohibitive, any idea how I can get what I need for a...
I've searched through the forums and unable to find what I was looking for. I've been looking at LiveVol and while they identify buys and sells at puts and calls - they don't offer this from a historical perspective. My question is: where can I find historical buys and sells for calls, and...