I am looking for Historic Option pricing data which at a minimum includes Daily prices.
I would like history to go back as far as possible (back to year 2000 would be great).
I would prefer OHLC for each OPRA. (SPY, IWM, SPX, and RUT are most critical interesting underlying's).
EODDATA (http://eoddata.com/default.aspx) is limited to Closing prices only, and go back only 3 years, but price is reasonable. Unclear if they are still in business as they have not responded to my email inquiry for 2 days.
I welcome your input, especially if you know first hand!
Regards,
Gary
I would like history to go back as far as possible (back to year 2000 would be great).
I would prefer OHLC for each OPRA. (SPY, IWM, SPX, and RUT are most critical interesting underlying's).
EODDATA (http://eoddata.com/default.aspx) is limited to Closing prices only, and go back only 3 years, but price is reasonable. Unclear if they are still in business as they have not responded to my email inquiry for 2 days.
I welcome your input, especially if you know first hand!
Regards,
Gary