historical options pricing

[brianman]

If I want to look up options pricing at (or perhaps seconds before) closing yesterday, are there any sites that publish that information?

Or do I just have to write myself a dorky little app to take a screenshot at 3:59 ET every weekday?

Thanks.

 

[hershey101]

If I want to look up options pricing at (or perhaps seconds before) closing yesterday, are there any sites that publish that information?

Or do I just have to write myself a dorky little app to take a screenshot at 3:59 ET every weekday?

Thanks.

If you have an interactive brokers account, then you can use their API to download the prices, bid/ask spreads etc. and put them into a file for storage pretty easily...

 

[brianman]

If you have an interactive brokers account, then you can use their API to download the prices, bid/ask spreads etc. and put them into a file for storage pretty easily...

Just current prices not historical though, right?

(Meaning I'd still need to write the app to do the logging.)

 

[bsd]

TD Waterhouse shows the range of the contract lifetime:

 

[brianman]

TD Waterhouse shows the range of the contract lifetime:
View attachment 32197

Useful (thanks!) but not what I'm looking for.

 

[LiteWait]

I copy and paste closing data into excel everyday. Never thought about writing an app... hmmmm....

 

[ongba]

If you have a thinkorswim account, you can use their thinkback feature, basically a dvr like feature where you can get options prices minute by minute over the last 2-3 years, I believe.

 

[brianman]

If you have a thinkorswim account, you can use their thinkback feature, basically a dvr like feature where you can get options prices minute by minute over the last 2-3 years, I believe.

Hm, that might be what I'm looking for.

I didn't have much luck finding out what their cheapest "just research with thinkorswim, no trades" and "mostly research with thinkorswim, some trades" accounts are. If you have some good links to their account pricing options, feel free to PM them. I'll keep looking on their website as well.

Thanks!

 

[ongba]

Hm, that might be what I'm looking for.

I didn't have much luck finding out what their cheapest "just research with thinkorswim, no trades" and "mostly research with thinkorswim, some trades" accounts are. If you have some good links to their account pricing options, feel free to PM them. I'll keep looking on their website as well.

Thanks!

The thinkback function is part of their propriety platform that you download onto your pc or mac. Not sure if it is avail with a paper money account. I opened an account with them a few years ago, keeping the minimal amount to use their platform for research purposes. I trade with IB and optionsxpress.

 

[pz1975]

Not sure if this is what you are looking for, but on the Nasdaq.com website options chains, you can click on a link for each individual option (click on the date for the exact option you want) and it shows a historical chart of the price for that option (not sure if each point is just the closing price or fluctuation during the day). Hope that helps.

 

[hershey101]

The thinkback function is part of their propriety platform that you download onto your pc or mac. Not sure if it is avail with a paper money account. I opened an account with them a few years ago, keeping the minimal amount to use their platform for research purposes. I trade with IB and optionsxpress.

Perfect setup.. I'm on IB, OX and ETrade right now, but thinking of switching ETrade to OX + Think-or-Swim.. Are their order execution algorithms & rates comparable to OX and IB?

 

[ongba]

Perfect setup.. I'm on IB, OX and ETrade right now, but thinking of switching ETrade to OX + Think-or-Swim.. Are their order execution algorithms & rates comparable to OX and IB?

Although optionsxpress and thinkorswim are very good, IB remains a cut above with regards to execution and rates. However, the most intuitive platform for research and charting, esp for option spreads, is thinkorswim.