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Optionetics Platinum is good for historical data on options. It comes
for about $800/year or so - check their latest prices on their
website. I am not aware of any "free" data source. Using past data
from Platinum I have backtested manually, my hedged systems, coupled
with timing models.. takes a lot of time; but gives great confidence
after you've done it manually on paper on several stocks with your
favorite trading systems.
Also enables backtesting of trading systems with ITM, ATM and OTM
options prices - but don't forget, all you get is the closing options
price for the day.
--- In equismetastock@xxxxxxxxxxxxxxx, "wwflhp" <wwfarr@xxx> wrote:
>
> How can I get historical price information for stock options for a
> year or two back? That is, if I specify an underlying stock symbol,
a
> date, a strike price, and an expiration year and month, get the Bid
> and Ask prices for the option on that day? Not the Black Scholes
> estimate for fair value, but the actual historical prices? Thanks,
Bill
>
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