paid data feed for options

S

Shay

Hi,
i would like to buy historical data (EOD) for all stock and index options.
i need full option chain, with Greeks, with IV.

i searched in this forum, but i didn't found a good answer.

from my searches, i currently know of -
1. http://optiondata.net/collections/the-complete-all-year-historical-options-data-set
980$ for 2003-2016, with Greeks and IV

2. http://www.historicaloptiondata.com...l-option-history-2002-through-2016-csv-format
1725$ for 2002-2016, with Greeks and IV and more advance calculations on the IV

3. http://www.ivolatility.com/
9000$ (too much) for 2000-2016, with Greeks and IV

do you have more suggestions ?

i don't need special API, i need it in CSV

Thanks,
Shay
 
The data is expensive. Make sure you get data that has good management of corporate actions: splits, stock divs, takeovers, symbol changes, etc.
 
Shay said:
Hi,
i would like to buy historical data (EOD) for all stock and index options.
i need full option chain, with Greeks, with IV.

i searched in this forum, but i didn't found a good answer.

from my searches, i currently know of -
1. http://optiondata.net/collections/the-complete-all-year-historical-options-data-set
980$ for 2003-2016, with Greeks and IV

2. http://www.historicaloptiondata.com...l-option-history-2002-through-2016-csv-format
1725$ for 2002-2016, with Greeks and IV and more advance calculations on the IV

3. http://www.ivolatility.com/
9000$ (too much) for 2000-2016, with Greeks and IV

do you have more suggestions ?

i don't need special API, i need it in CSV

Thanks,
Shay
More...

I went this route earlier in the year of contacting CBOE, but expect to pay 3 bedroom house for it, I am not kidding. But....

Shay said:
4. https://datashop.cboe.com/option-quotes-end-of-day-with-calcs
$12,692 (!) for 2004-2016 with Greeks and IV
More...

But that is for end of day.
 
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