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gostudent
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Posts: 1
Joined: March 11th, 2016, 10:09 am

Closing prices for options written on S&P 500

March 14th, 2016, 1:31 pm

Hallo Wilmott Community,

I would like to find closing prices for all options written on S&P 500. I tried OptionMetrics from Wharton School but unfortunately you only find bid and ask prices.

Is there any other database you can recommend which offer closing prices as is without extra programming work? It would be very helpful. Thanks a lot for any information.

I am not only looking fir todays prices, I am more interested in historical closing prices.
 
ml11986
Posts: 5
Joined: December 1st, 2017, 12:18 pm

Re: Closing prices for options written on S&P 500

December 1st, 2017, 12:45 pm

Dear gostudent try AlgoSeek.com. They offer a professional service with all closing prices. As you are a student, they might offer you some discount.

Cheers
 
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ppauper
Posts: 64814
Joined: November 15th, 2001, 1:29 pm

Re: Closing prices for options written on S&P 500

December 2nd, 2017, 6:28 pm

at the time of posting, ml11986 has posted 5 times to wilmott, with each and every post being a recommendation for AlgoSeek.com
 
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outrun
Posts: 3913
Joined: April 29th, 2016, 1:40 pm

Re: Closing prices for options written on S&P 500

December 2nd, 2017, 7:30 pm

I buy that data at iVolatility and I'm happy with them.
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