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Q. Options: Historical Prices
How do I find historical option prices?
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Answered By: Emilie Codega Last Updated: Apr 25, 2024 Views: 946
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.
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