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Answered By: Farha Hasan
Last Updated: May 10, 2024     Views: 2455

Q.
Currency Options: Historical Quotes

Where do I find historical currency options quotes?


A.

You can find historical currency options quotes in WRDS.

In WRDS, choose PHLX (Philadelphia Stock Exchange) and then select Currency Options.

  1. Select your date range.
  2. Select currency, length of option and type
  3. Select any additional variables (number of contracts, number or trades, spot high price/low price, etc)
  4. Select your output format.