Serving the Quantitative Finance Community
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- chrismasters
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Historical option chain information
Hi,I'm wondering if anyone knows where I might source a history what strikes were listed for various past expiries on optionable US equities?ThanksChris
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- momentumpartners
- Posts: 1
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Historical option chain information
I know Bloomberg dont have that I was looking for it too... trying to backtest a strategy. I think you have to get a provider like OptionMetrics...