Historic option data - Aussie Stock Forums

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  1. #1

    Default Historic option data

    Does anyone know where I can get historic data on US shares. I want to be able to look at a stock at a certain date and see what strike prices are available and the premiums and time to expiry. Thanks Fill

  2. #2

    Default Re: Historic option data

    for data.

    As you can imagine, daily quotes for 2800 stocks over 100s of series makes for some massive data file. I think they do a trading day to each file.

    Generally US options expire 3rd Friday each month.
    Available strikes are nearly always the same for each stock so once you know the pattern you can pretty much assume all the other stocks have the same strikes. You might get this from a free quote source.


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