Inexpensive provider for historical intraday option data?

[mrwoody]

Quote from donahuedc:

I just noticed that Think Or Swim has a new back testing tool in beta form which contains the last 10 days of intraday data. They expect to bump this up to 60 days at some point. This is free for customers.

thanks for the hint... how can i use this (I am on TOS)?

 

[Rodney King]

Quote from Steve06:

@traderun:
but in option markets implied volatility has to be considered!
of course you can approximate it by using historical volatility of the underlying, but it's not exactly the same, since historical vol has some 'lag' effect, contrary to implied vol.

And even if HV==IV, this calc would be meaningful only for ATM options. Without accounting for skew, calcs for OTMs would be way way off.

 

[BrooksRimes]

It's called "On Demand" and is in the upper right hand corner of the trading screen.

Quote from mrwoody:

thanks for the hint... how can i use this (I am on TOS)?

 

[donahuedc]

Quote from mrwoody:

thanks for the hint... how can i use this (I am on TOS)?

There are 1 or 2 new tutorials (under think desktop). It is called think on demand. I haven't tried it so I'm not sure it's available yet. Watch the tutorials if you're interested.