Historical Stock Options Prices

[Tums]

Quote from Tums:

Thinkorswim has historic prices for the current options. (in graph form)

down to 1 min interval

 

[Option Trader]

Delta Options
Be careful with dividends & non-standard options though.

 

[panzerman]

One reason to get historical prices is to be able to calculate the greeks and impl. volatility. Creating historical implied volatilty surfaces can give you insight into the current implied surface, and thus option price. Looking for mispricings, arbitrage, and market making prices etc.

Of course you have to normalize the historical data first. Direct comparison of historical vs. current data is not possible because the variables move around through time.

 

[arizonadreamer]

Quote from et123:

does anyone know which site might have such data available for download or on-line viewing?

Thanks for any info...

I believe Business Week Online has searchable historical options data. You will have to do some digging. The site has changed and I haven't visited it for a while.

AZD

 

[buybig]

Quote from cvds16:

it makes no sense whatsoever to look at historical options prices, they are derivatives ... change one thing in the option model and things would have evolved entirely differently ... the underlying, volatility, intrest rates ...
it just makes no sense ...
people who claim differently don't know what they are talking about

how do you value an option your aboutto trade?

 

[nonprophet]

Quote from cvds16:

it makes no sense whatsoever to look at historical options prices, they are derivatives ... change one thing in the option model and things would have evolved entirely differently ... the underlying, volatility, intrest rates ...
it just makes no sense ...
people who claim differently don't know what they are talking about

It must be the grace of online anonymity that allows such honest, unrestrained ignorance. It’s a pity the “people who claim…..“ line just stopped the tears from filling my eyes......

 

[daniel5198]

http://www.elitetrader.com/vb/showthread.php?s=&threadid=93261

 

[cvds16]

Quote from snugglepuppy666:

how do you value an option your aboutto trade?

by using an option model

 

[buybig]

Quote from cvds16:

by using an option model

oh wow..

im VERY new to options and keep a very open mind but:

an options model (all of em) are a snapshot of a option based on theoretical values at a specific period in time.

in other words.. if all variables hold constant the model provides a price based on model used.

watch the greeks. they bounce like mexican jumping beans.




EDIT:

SORRY GUYS WENT OFF ON A RANT>>

I THOUGHT THE TOPIC OF DISCUSSION WAS OPTION VOLATILITY HISTORY NOT OPTION PRICING HISTORY.

ILL SHUT UP NOW