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I'm backtesting some signals and trying to see if it makes any sense to
trade options on these, using 10 to 20 point OTM options (per a suggestion
from JimG).
Anyway, I need to hunt down OEX and SPX prices for the following dates:
date P/C
5/1/98 P
5/7/98 C
6/5/98 P
6/15/98 C
8/19/98 P
9/2/98 C
9/14/98 P
10/1/98 C
If anybody can point me to a site where I can find the various Put/Call OEX
and SPX prices for these dates (the opening prices would be fine for my
purposes), I would appreciate it, otherwise I'm off to the library on
Monday.
Thanks
Guy
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