I finally found a way to obtain this data for SPY options or any other security. It involves an account with Interactive Brokers and Trader Workstation installed locally. Steps:
- Tap the "+" sing at the bottom of the screen
- Select "Options Trading" from the layout library
- Input "SPY" in the top-left input box
- Click right on any option box, then "Financial Instrument Info", then "Details", and you will be redirected to the website below
As you can see, SPY options can be traded on AMEX, BATS, BOX, CBOE, CBOE2, EDGX, EMERALD, GEMINI, ISE, MERCURY, MIAX, NASDAQBX, PEARL, PHLX and PSE.
And you can repeat this process for any other security with an options chain available to trade on Trader Workstation.