I'm disperately in search of historical prices of option with standard maturity (let's say one year) on Microsoft and on Vodafone.I need prices of put and call contracts with relative strikes for basically calibrating a jump diffusion model. I can have access on bloomberg but the bloomberg help wasn't able to help me with this. Does anybody knows how to get them (for free if possible)? Or how to do that on bloomberg?Thank you very much for your help!RegardsPs. For instance I need the prices quoted on 1st Nov. 2006 - 1st Feb 2007 - 1st May 2007 - 1st Aug 2007 - 1st Nov 2007 - 1st Feb 2008 - 1st May 2008 and 1st Aug 2008

You can contact the CBOE (cboe.com) for options data.

gozzi84from my experience, nothing is free on bloomberg. that said, unfortunately, i dont know where you could your data.nicolai

To my knowledge, historical options data is not free. Also, you have to be careful as some options data provider will only give you the tickers but not the associated strike prices (!), and you have to infer the strike from the ticker -- which is not always exact, especially if there are wild swings in the underlying. We fould IvyDB (http://www.optionmetrics.com/IvyDB.htm) to be pretty good, but unfortunately free.+ Nicolas

an article I read mentioned deltaneutral website - there is a mention of historical option data website.regards

Optionmetrics.com is one of the standard pay-for providers.In Reuters I can simply use the Excel DDE history application that comes with a basic Reuters trader package and retrieve historical option prices into Excel. I would be surprised if that didn't work with the Bloomberg Excel DDE as well (in Reuters I retrieve it just as i would retrieve historical data for a stock). But I am not a Bloomberg user.

Hi,I am also looking for historical option prices and would appreciate if somebody could tell me their experience. Here are the requirements:1. minimum SPX for 10 years, other index or stock options or longer periods would be nice to have2. at least one quote per day3. option prices (bid/ask, not last trade or previous close) and underlying (bid/ask) need to be sampled at the same time because4. I want to compute implied volatilities from these data using various models5. I do not want to get implied volatility data delivered, but rather the raw data themselves6. a cheap license for academic use would be nice to try things out, but then commercial use ought to be possibleWhich data source have you been using? Can you say whether your data are good enough for 3./4. above?Thanks in advance for your comments and suggestions.Schubidu

Of course, I want to process these data by computer, and so I need the strike prices rather than the ticker symbols or an algorithm that computes the strike prices from the tickers (I am suspecting that that's in general not entirely deterministic, but perhaps with SPX you are still fine)Schubidu

My web site, www.historicaloptiondata.com has this.

does anyone use http://www.darkpooltraders.com?

QuoteOriginally posted by: rickfortierMy web site, www.historicaloptiondata.com has this.This company does good work.