Where to get historical option prices

Orats offers a wealth of options data. It can be an excellent tool for scraping options data using an API for those interested in coding. Having access to historical options data can be useful in back-testing strategies and seeing how positions would have performed after certain events. Disclaimer: The information above is for educational purposes only and should not be treated as investment advice. The strategy presented would not be suitable for investors who are not familiar with exchange traded options.

Any readers interested in this strategy should do their own research and seek advice from a licensed financial adviser. Thank you for showing these resources. We will not share or sell your personal information. You can unsubscribe at any time. As Seen On. Datastream: A global financial database which contains current and historical data on stocks, indices, bonds, funds, futures, options, interest rates, commodities, and economic indicators.

Warning: Your browser has javascript disabled. Without javascript some functions will not work, including question submission via the form. NYU Library Answers. Toggle menu visibility. Ask Another Question. Question: Where can I find historical options prices? Answer An option is a financial derivative that represents a contract sold by one party to another party. This primary copy of daily subscription files is stored for daily downloads.

This solution enables customers to query the entire database for specific symbols and time frames along with a dashboard for charting and visualization tools.

The API makes accessing the data faster for users and allows analysis and customizing specific data downloads. Please send your data and analytics inquiries to the SpiderRock data team via the contact form below.

Historical Options Price datasets. Historical Greeks Data. Our historical data packages contain all the option Greeks, including: Delta — Measures the rate of change of option price with respect to a 1-point change in the underlying price. Gamma — Measures the rate of change of Delta with respect to a 1-point change in the underlying price.

Theta — Measures the rate of change of the option price with respect to 1-day change in time to expiration. Historical Implied Volatility Calculations. Request dataset samples.

Product Offering. Equity Options. Options Close Marks. Option Price History IDs. Options 10 Minute Bars. Options Print Set.

Every Trade. Implied Vol. Vol Surface. Get more with options data. How do you gather your historical options data? Are Greeks and implied volatility data included? How are your options Greeks calculated?

Why use Greek historical data when trading options? Accurate historical data and analytics allow traders to scan the market for opportunities and see trends that can be used for improving trading strategies and present more consistent results.

Analyzing historical volatility data will enable traders to know where to enter and exit positions or avoid missing or overpaying for opportunities.