Answered By: Meghan Dolan
Last Updated: Aug 21, 2015     Views: 730

Options: Historical Prices
How do I find historical option prices?


Options Metrics via WRDS provides historical price and implied volatility data for the U.S. equity and index options markets, on an option by option basis.

Once you have selected the database in WRDS, click on "Option Prices" via the left hand side navigation.

It also provides historical volatility on optionable securities   

Data is available from 1996-Present.