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[amibroker] Re: OT: Source for Options Prices



PureBytes Links

Trading Reference Links


I took the liberty of adding an "OT" to your subjectline ;)

Assuming you mean bulk data in my opinion two providers stand out:

http://tbsp.com/public/default.htm

provides eod data of all kinds of securities for a flat monthly fee 
including a large historical database (and yes, options OHLCVI) 

and

http://www.historicaloptiondata.com/

whose options data uniquely includes implied volatilities and Greeks 
but no OHL (you realize OHL doesn't mean much, in fact neither
does C, what matters are bid/ask/V/I).

I myself prefer TBSP and excel to calculate iv's and greeks
myself. 

Btw among other providers beware of Prophetlink whose options data 
unbelievably does not include bid/ask (which I found out only doing a 
trial and after submitting my CC info). 

Hope this helps.

-treliff


--- In amibroker@xxxxxxxxxxxxxxx, "voyager_3k" <voyager3k@xxxx> wrote:
> 
> Anyone know of a data source for end-of-day options
> prices  (OHLCV) for US stocks?    I suppose this implies
> getting a source of options symbols too.
> 
> Thanks





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