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Hi all,
I use DTNiq as my data feed, and they do provide historical options data. I’m trying to figure out how to display it though. For example, let’s say that I’m looking at XYZ, and I have a historic signal from some time in February of 2001. Let’s pretend that at that time, XYZ was trading at $15, and I want to know what the $17.50 strike April Call option was priced at at that time. How do I even figure out what the option symbol was, to atempt to display it? Especially given that options symbols are re-used once they expire, not to mention that many option codes are simply randomly made up when the “proper” code isn’t available, due to it being used in still-alive LEAPS...??
Any options traders out there have any idea about this one?
Thanks,
Jonathan
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