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Historical option expirations


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Historical option expirations

  #1 (permalink)
 Eubie 
Prague, Czech republic
Elite Member
 
Experience: Beginner
Platform: NinjaTrader/ZF
Trading: ES, TF
Posts: 140 since Jul 2010
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I am a new IQFeed API user and using the API is it possible to request a definition (underlying, expiry, strike) of option chains that are traded today. However, it is not possible to ask for option chains historically, i.e. I cannot ask for a list of options that we being traded a year ago for MSFT.

Is it possible to obtain data about expiries and strikes of futures/equity options that have already expired? Googling left me empty-handed. Thanks in advance.

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  #2 (permalink)
 sg72 
Orange County, CA, USA
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Experience: Intermediate
Platform: NinjaTrader, Fidelity ATP
Trading: ES/NQ/RTY, Equity ETFs, Options
Posts: 59 since Sep 2018
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I'm not familiar with IQFeed, but I know you can buy historical end of day option data online in csv/zip format. I'm subscribed to one such service. They have extensive historical data (including IV and Greeks per option) that they sell for pretty reasonable prices.

Not sure if it's appropriate to list a link in this forum so I will refrain from doing so. But if you're interested, you can DM me and I'll share with you the vendor I buy my EOD options data from.

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Last Updated on November 29, 2020


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