I want to test a few simple ideas with options. Where can I get historical data ? Test data byu/No-Investigator-9773 inoptions Posted by No-Investigator-9773
Electronic-Night-718 on May 11, 2024 10:08 am options prices are derived from 5 or 6 external inputs (underlying, risk-free rate, IV etc) so it’s fairly trivial to create your own historical data series. Or you can try your broker’s API.
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Check out CBOE data shop
options prices are derived from 5 or 6 external inputs (underlying, risk-free rate, IV etc) so it’s fairly trivial to create your own historical data series. Or you can try your broker’s API.