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Howard Bernstein wrote:
>I'm looking for CBOE put/call data before 1996. Does anyone have it
>or know where I can get it? Thanks.
You can get it from the CBOE. I bought a bunch of historical option
data from them before. However, bear in mind that they'll sell you
tick data or end-of-day settlement data. I learned the hard way
that settlement data is useless for evaluating option strategies,
because most option strategies play one or more options against
other things, which require knowledge of simultaneous prices. The
prices in settlement data did NOT occur simultaneously, rendering it
rather useless.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
//___) Unicorn Research Corporation -- http://unicorn.us.com
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