Is there a source that records historical prices of stock options?
I'm looking at investing in stock options and would find it very useful to be able to compar how the specific option has reacted to price changes in the underlying. I can't seem to find any source for this kind of information. Any suggestions?
Public Comments
- I doubt there are any. once an option expires, it's worthless, so there's no reason to track historical costs
- Difficult question; check out this site: http://www.mystockoptions.com/
- Yes, there are ways to retrieve historical prices. If you know someone who uses a bloomberg terminal, then they can retrieve historical options data. I think Bloomberg terminals have 2-3 years worth of data, but I forget. I know there are some other proprietary programs like Reuters Bridge Station and Market Watch SDS that have similar features. Other than those, I'm not really sure what you could use.
- Market Data Express will be glad to supply you with whatever historical option prices you want ... for a price. http://www.marketdataexpress.com/ It would, however, be a mistake to believe the change in the price of the option was entirely due to the change in the price of the underlying. The price of an option does not depend entirely upon the price of the underlying. Other factors, such as implied volatility, can have more impact on the change of the price of the option than the change in the price of the underlying. If you want to know the impact of a change in the price of the underlying on an option, you do not need historical data. The Options Toolbox software, available at http://www.cboe.com/LearnCenter/Software.aspx will answer that question. The software is free.
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