0

Is there a site where I can get historical options data? Where I can see what the price of a particular option was several days ago?

0

Web sites that offer free historical data are few and fleeting. The amount of data is usually limited unless you $ubscribe. They tend to disappear fairly quickly which I assume is because they can't get enough revenue from ads to survive (costs are high because of the amount of data is massive).

You can $ubscribe to data vendors for data. They tend to be expensive.

You could go into your broker's Time and Sales for the data but that's a massive undertaking since there can be thousands, even tens of thousands of quotes per option per day to scrape.

If you broker provides price graphs, the easiest way would be to enter a quote, bring up the graph, select a time frame and cursor to over to the earlier date and read the price. Even this is shaky because options may trade by appointment and the option graph will only plot actual trades, not the price of it which varied intraday as the underlying went up and down.

  • US OPRA stock options on the nanex feed are 20 gigabyte PER DAY and more. That is highly compressed binary ;) – TomTom Nov 15 at 20:09

Not the answer you're looking for? Browse other questions tagged or ask your own question.