EOD Historical Option Prices

Historical EOD options prices could be reconstructed, to a large degree, using historical implied volatility.
 
EOD options price are very good for educational purposes. I would save some real money if I had thoroughly study the historical option price action related to the underlying in real world. There is a deterministic part of the options game more than the underlying.

:p
 
Quote from dis:

Historical EOD options prices could be reconstructed, to a large degree, using historical implied volatility.
I agree, over much of market history market movement, IV levels and option prices are closely in line.
 
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