Historical end-of-day data for expired options

alosito · Jul 20, 2005

Does anybody where I can purchase/subscribe for historical end-of-day data for options that expired this year since Januaty 1, 2005? Neither eSignal nor Prophet provide this kind of information.

murray t turtle · Jul 21, 2005

Quote from alosito:

Does anybody where I can purchase/subscribe for historical end-of-day data for options that expired this year since Januaty 1, 2005? Neither eSignal nor Prophet provide this kind of information.

===============
Saw plenty of JULY eod info this week @ optionsXpress;
usually they stop it on saturday after 3rd fri.

Best to keep/record your own;
1888options.com has had tek trouble lately, but could probably help.

Also Interactive Brokers has ''option analytics'' , something just as good;
chart with option price ,
for example on QQQQ 39 call shows option price at $ 37,38,39,
projects price [not predicts] 40,41

Wisdom is profitable to direct.

alosito · Jul 21, 2005

July is not a problem, but I am looking mostly for data from January until May. Also, I need the tab data and not just the graphs.

atorchio · Jul 21, 2005

I think CSI has it.

http://www.csidata.com/

alosito · Jul 21, 2005

I just called them. They don't offer any stock options data. Only futures options.

GTG · Jul 21, 2005

You can buy a CD with 3 years or so of historical data from the present for like 75 dollars from here:

http://www.stricknet.com/main/data.htm

alosito · Jul 21, 2005

I contacted them too, but they don't offer daily hi's and low's for options data.

Anseld · Jul 21, 2005

your other option is to get data for historical implied volatility and then use your model to find the prices.

of course, they won't be totally precise, but most should be around the ballpark for general theoretical testing.

nonprophet · Jul 22, 2005

www.tbsp.com

for $32 + $25 (registration) you can download years of data.

from the site:

The Daily Data files for Stock/Index Options with Bid and Ask (starting 5/16/2001) are formatted as follows: Symbol,Date,Open,High,Low,Close,Volume,OpenInterest.Bid,Ask,Strike Price, Month, Call or Put (Starting on 7/7/2003, this file will also contain Expiration Date, starting 7/21/2003, this file will also contain the root symbol as the last field. Starting on 8/11/2003, the last field will be the closing price of the stock.)

alosito · Jul 22, 2005

Quote from nonprophet:

www.tbsp.com

for $32 + $25 (registration) you can download years of data.

from the site:

The Daily Data files for Stock/Index Options with Bid and Ask (starting 5/16/2001) are formatted as follows: Symbol,Date,Open,High,Low,Close,Volume,OpenInterest.Bid,Ask,Strike Price, Month, Call or Put (Starting on 7/7/2003, this file will also contain Expiration Date, starting 7/21/2003, this file will also contain the root symbol as the last field. Starting on 8/11/2003, the last field will be the closing price of the stock.)

Thank you. Does anybody have any experience with them? Their web site design doesn't look too professional. By the way, they seem to offer to have the second user on the membership for a half a price. So if anybody else is interested, please pm me.