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Denis Rochat wrote:
>
> Does anyone know a source of FREE Futures Options Quotes, delayed aor
> EOD?
>
> Thanks for your help.
> Denis Rochat
> denis@xxxxxxxxxxx
>
The exchanges have open,hi,lo,close for each day. Some have delayed
intraday quotes also I believe.
http://216.71.81.240/inewf.htm has EOD option data for futures (and
stocks). I've only looked at the futures site. The futures data
includes close as well as the "greeks" such as delta. There are several
charts supplied including, a 2 year chart of past implied volatility,
and iv skew. (For stocks try optionanalysis.com; i think that's the
home page.) The site has a pay section also which I have not
investigated but probably looks at spreads, etc.
At least once at the site just mentioned i"ve noticed that the volume
data cited was actually the volume for the last day the option traded,
not the current day. i don't know if this is a systemic problem or
not. However it would be advisable on low-volume options to cross-check
the volume figures if they are important to you. (presumably the
exchange sites would be best here)
[no rel. to the above website]
Conrad Bowers
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