Question

Can anyone provide how to get historical options data with strikes by Google Finance API? Mbe Yahoo API can do it? Thx.

Was it helpful?

Solution

AFAIK, there's no free API that lets you query for historical option prices easily.

Your best shot may be to collect it daily for the stocks you're interested in: http://www.google.com/finance/option_chain?q=AAPL&output=json

OTHER TIPS

I've never seen free historical option data prices. Neither Yahoo or Google provide them. I downloaded 2012 end of day data from optiondata.net. It includes daily prices, greeks and IV. As far as I can tell it seems accurate. There are several other paid sources out there but I have not tested their data.

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