I'm looking for historical SPY options data with greeks. Any recommendations?

    Looking for options data with greeks
    byu/Castario inoptions



    Posted by Castario

    2 Comments

    1. [https://www.dolthub.com/repositories/post-no-preference/options](https://www.dolthub.com/repositories/post-no-preference/options) has some SPY options with greeks. There are so many expirations for SPY; this will only have 3. It also will not have all of the strikes. Here’s an example query:

      SELECT *
      FROM `option_chain`
      where act_symbol = ‘SPY’ and
      date = ‘2024-08-23’
      LIMIT 1000;

      Here’s the [link](https://www.dolthub.com/repositories/post-no-preference/options/query/master?active=Tables&q=SELECT+*FROM+%60option_chain%60where+act_symbol+%3D+%27SPY%27+anddate+%3D+%272024-08-23%27ORDER+BY+%60date%60+ASC%2C+%60act_symbol%60+ASC%2C+%60expiration%60+ASC%2C+%60strike%60+ASC%2C+%60call_put%60+ASCLIMIT+1000%3B) to this query.

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