Answered By: Farha Hasan
Last Updated: Jan 15, 2021     Views: 2401

Q.
Currency Options: Historical Quotes

Where do I find historical currency options quotes?


A.

You can find historical currency options quotes in WRDS.

Please note: You will need a WRDS account to access this data. Harvard faculty and students may request a WRDS account hereClick the "Register" tab to request an account.

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.