How to view historic options chains e.g. for AMZN?

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easymon1

How to view historic options chains e.g. for AMZN?

It seems hard to believe that historic options chains can be viewed, e.g. AMZN = Date time =2019 1024 10:55am through 17:40pm. How would something like that work? Links to source materials would be most excellent.
Thx
 
easymon1 said:
How to view historic options chains e.g. for AMZN?

It seems hard to believe that historic options chains can be viewed, e.g. AMZN = Date time =2019 1024 10:55am through 17:40pm. How would something like that work? Links to source materials would be most excellent.
Thx
More...
You can access historical options data back to 2007 on our API or FTP.
We have an Excel sheet to get the data too.
Here are the fields:
Field Definition
ticker underlying symbol
tradeDate trade date
expirDate expiration date
dte days to expiration
strike option strike
stockPrice stock price
callVolume call option volume
callOpenInterest call open interest
callBidSize call bid size
callAskSize call ask size
putVolume put option volume
putOpenInterest put open interest
putBidSize put bid size
putAskSize put ask size
callBidPrice call bid price
callValue call theoretical value based on smooth volatility
callAskPrice call ask price
putBidPrice put bid price
putValue put theoretical value
putAskPrice put ask price
callBidIv call bid implied volatility
callMidIv call mid implied volatility
callAskIv call ask implied volatility
smvVol ORATS final implied Volatility
putBidIv put bid implied volatility
putMidIv put mid implied volatility
putAskIv put ask implied volatility
residualRate implied interest rate data
delta delta
gamma gamma
theta theta
vega vega
rho rho
phi phi
driftlessTheta time decay without taking in drift in underlying
extSmvVol external volatility
extCallValue external call theoretical price
extPutValue external put theoretical price
spotPrice spot price of the index
updatedAt date and time of data updated
 
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