Newbie Question: Historical Option Prices

DTN.IQ and IQFeed have 8 calendar days of tick history for equity options, as well as 90 calendar days of (x)minute data for equity options. We have added daily data for equity options to IQFeed, but it is still in beta and I am not sure which 3rd party software packages are supporting the new IQFeed with historical (daily) options data.

You mentioned that you want the data via a website, so I wasn't sure if you were looking for a free source or not. If you are willing to pay for service, you can try DTN.IQ free for 7 days. After that, you can get RT equity options, futures and stocks for $45/mo when paid annually. Plus, you can watch 1300 symbols so you can view an entire option chain (or multiple option chains) without worrying about hitting symbol limits (QQQ for example has over 400 options listed).

Jay
 
Quote from hapaboy:

I've been trading stocks for a few years and hope to jump into options in the near future. I've been doing a lot of research and like what I see.

My question, and I hope it's a simple one: Is there a website that lists historical option prices?

For example, I want to see how the call premiums on FRNT have changed in the past week. Are there charts that show these price changes, as there are charts for stocks?

Thanks.
More...

I think you'd be heading in the wrong direction re: historical option pricing. "Options=Volatility" they are synonomous; stick to one variable unafected by leverage and decay... implied and statistical volatility.

Place a greater emphasis on learning the greeks and how position-greek modality can change(greek sign). Inititally stick to unimodal positons, long call(put), long(short) straddles and strangles.

Hedging strategies should be the next concept to crack; stick to hedging with shares and SSFs before getting cute with optio-hedging.

Options are a nonlinear soup... the nuances are not undersood by looking at historical option premiums.
 
Regardless of the source used for historical options data, you might also need the "closing" bid and ask prices.

It is common for those prices to differ noticeably from the price of the last trade, since option volumes are much lower than volumes of the related security. Thus, the last trade price will often not reflect the market value of the option at the end of the trading day.

Quite honestly, i share Riskarb's doubt about whether any useful information can be extracted by charting option prices. The lessons he describes are good ones for you to learn, simply because time decay and volatility make options trading a different beast compared to stock trading. Charting options prices will show the effects of these two variables, but they will also goof up any patterns underlying the strategies you use for trading stocks.

 
This is not free, but you have historic option price inside eSignal while the contract is alive. An example you can see for a given strike the daily chart since 5 month ago until it will close in May.

In the future, eSignal plan to give more service on this topic as ticks server for options, but this is not the case in the moment.
 
Hapaboy;
Would keep in mind also Don Bright & Jim Rogers dont think too much about buying options.:cool:

Add to the complexity is many historical option prices are NOT accurate.

To get 200 o r 220 days of accurate option prices ;
might have to write down with disretion option prices for 200 or 220 days, which is a good idea any way.

:cool:

Like options occasionaly;
but cant think of more horrible market for the average trader to try to trade fast, but most leaps move too slow for me & have NO dividends.
 
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