Historical Option data?

[Spaghetti Code]

If you want to pay then CBOE offers all options data up to 1min resolution and is quite reasonably priced.

Checked their site, but they said they were missing data for several time periods on QQQ. Also, the data only goes back to 2005?

 

[guru]

Checked their site, but they said they were missing data for several time periods on QQQ. Also, the data only goes back to 2005?

I guess it depends what you're trying to do. I didn't know about QQQ, while I got some data from them since 2004. However, such old data seems less useful anyway, not many strikes and expirys on the option chains, no weeklies, less liquid, and commissions were very high at the time - so you may not get much value for modeling current option trading.

 

[JSOP]

Oh, it's the "ThinkBack" feature under "Analyze" tab.

View attachment 246459

OMG. This is EXACTLY what I have been looking for and it's there all along. Thank you thank you.

 

[Spaghetti Code]

I guess it depends what you're trying to do. I didn't know about QQQ, while I got some data from them since 2004. However, such old data seems less useful anyway, not many strikes and expirys on the option chains, no weeklies, less liquid, and commissions were very high at the time - so you may not get much value for modeling current option trading.

Not to bring this thread off topic too much, but I wanted to explore LEAPS strategies, which need a lot of history. I agree the farther back the data the less useful it is, but I want to test against the DotCom crash. I also wanted to test converting LEAPS into calendars by selling weeklies or monthlies, which needs more contiguous data.

 

[tradethetrade]

There is a vendor here on et that sells option market data. Just look at the footer of the page.

 

[B Lucci]

Any place I can see them for free?

Trying to find how much the DEC 18 45 calls were at on NOV 17 for ticker SNAP.

From the TOS Thinkback feature;

Best