Reputation: 568
Can anyone provide how to get historical options data with strikes by Google Finance API? Mbe Yahoo API can do it? Thx.
Upvotes: 8
Views: 16620
Reputation: 41
I've never seen free historical option data prices. Neither Yahoo or Google provide them. I downloaded 2012 end of day data from optiondata.net. It includes daily prices, greeks and IV. As far as I can tell it seems accurate. There are several other paid sources out there but I have not tested their data.
Upvotes: 3
Reputation: 118
AFAIK, there's no free API that lets you query for historical option prices easily.
Your best shot may be to collect it daily for the stocks you're interested in: http://www.google.com/finance/option_chain?q=AAPL&output=json
Upvotes: 7