Historical option data

[akroma 0]

Hi all,

Can someone point me to a good source of historical options data? Ideally I would like to compare historical (Delta implied) probabilities to actual percentages. 

Thanks!

Akroma

[TrustyJules 3,300]

Obviously One gives you this information but if you want raw data a source I have used is:

 

 

 

https://www.dukascopy.com/trading-tools/widgets/quotes/historical_data_feed

 

it is limited in the sense that not all tickers are followed.

[akroma 0]

Thank you Jules! I will take a look. 

[Bullfighter 386]

Historical options data is expensive:

https://www.historicaloptiondata.com/content/catalog-list

https://www.ivolatility.com/

https://www.orats.com/data-api/

 

[Tamas 37]

EOD historical options data:

https://www.discountoptiondata.com/

[akroma 0]

  On 1/13/2022 at 8:16 PM, Bullfighter said:

Historical options data is expensive:

https://www.historicaloptiondata.com/content/catalog-list

https://www.ivolatility.com/

https://www.orats.com/data-api/

 

Thanks for your replies guys!

You were not kidding . Tamas' option is quite a bit cheaper but still a decent chunk of money. 

This is a bit out of my league. Do you guys pay for options data or do you feel like it is not worth it?