Option Prices Data

pleoni · April 13th, 2008, 2:54 pm

I am trying to help a student. She needs a dataset of option prices (several strikes/maturities) at dates in the past (together with the interest rates and spot levels), preferrably non-dividend paying.I was thinking of DAX index.I once read here on the forum that there was a website where you could download such data (reliable). Anyone care to direct us in the right direction?Kind regards

Martinghoul · April 13th, 2008, 4:13 pm

I don't know of places to get this other than exchange websites (e.g. Eurex offers this for DAX, etc), but then you have to pay...

pleoni · April 13th, 2008, 5:20 pm

I thought I came across a post once that mentioned a free source.I have acces to a belgian platform but apparently there are no quotes for the dax, and all the other indices have dividends I guess

AndyNguyen · April 13th, 2008, 6:02 pm

Check a look at this list. You may find something useful