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Value line has good EOD Option data for $145 / yr ... getting it into AB
mayneed some work
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, January 17, 2005 9:09 PM
Subject: [amibroker] Re: OT: Source for Options Prices
>
>
> 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
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
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