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Thanks for the heads up. Finding an cheaper alternative to the CME, CRB and CSI options is a start. Let me look into the IVolatility alternative.

I checked this out a couple of months ago. They have data for implied volatility on specific futures not the options prices for options issued on those futures contracts

The Quandl dataset seems to be for only currently trading options contracts on popular metals and energy futures. So it is definitely something @Dael would want to check since you are doing daily saves.

Looks like CME is providing some information on quandl atleast on currently trading option contracts. Let me dig deeper into the dataset they have available and report back in a few. Thanks for the heads up.

I am thinking this provides only information on currently trading contracts or it is possible for me to parse their data to build a historical dataset that goes back decades?

Just checked and they do not seem to have options on futures data at least for commodities. Thank you for the information though.

I have been searching the web to find historical end of day price data for a number of commodity futures options and the only two places that seem to have this dataset is CRB (Commodity Research Bureau) and CSI (COMMODITY SYSTEMS INC). This will be all well and good but the prices these guys are...

Spent over 4 hours going through this I have to admit I have learnt a lot. A big thank you to Double for starting the thread and I hope your trading is still going strong. I was contemplating starting a fund of my own but from my readings here it seems I will be best served by continuing to...