Data on long-term returns from buying way OTM puts on the S&P500

[ironchef]

Rolling x days or months as opposed to using fixed expiration as represented by the exchange traded options. This way, you have much broader sample space with respect to distribution realized by the underlying

I see.

Thanks.

 

[Daal]

This was the cheapest I could find so far
https://datashop.cboe.com/end-of-day-options-summary

"Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high low and last sales prices for every series in chain. The Optsum data is available as far back as 1990 or based on the index option availability in ^SPX, ^OEX, and ^VIX. *For a similar product for all securities with equity and index options, please see the End-of-Day Option Quotes Data "

The main problem is that this does not include the 1987 crash. If the data series started in 1986, this would be great.
Anyone know where I can get data going back that far at affordable rates?