Wednesday, June 30, 2010

Re: [ConservativeOptionStrategies] Re: OHLC Data on Options?

 

I don't see any options on OEX for January 2011. Here's an example of the OHLC history OptionsXPress has for the OEX Dec 2011 $500 Put:

DateUnderlying CloseOpenHighLowCloseVolumeOpen Interest
6/30/2010 467.65 0.00 0.00 0.00 63.00 0 55
6/29/2010 472.39 0.00 0.00 0.00 63.00 0 55
6/28/2010 486.18 0.00 0.00 0.00 63.00 0 55
6/25/2010 486.62 0.00 0.00 0.00 63.00 0 55
6/24/2010 486.67 0.00 0.00 0.00 63.00 0 55
6/23/2010 494.40 0.00 0.00 0.00 63.00 0 55
6/22/2010 496.19 0.00 0.00 0.00 63.00 0 55
6/21/2010 502.86 0.00 0.00 0.00 63.00 0 55
6/18/2010 504.70 0.00 0.00 0.00 63.00 0 55
6/17/2010 503.54 63.00 63.00 63.00 63.00 5 55
6/16/2010 502.60 0.00 0.00 0.00 72.00 0 55
6/15/2010 502.59 0.00 0.00 0.00 72.00 0 55
6/14/2010 491.45 0.00 0.00 0.00 72.00 0 55
6/11/2010 493.02 0.00 0.00 0.00 72.00 0 55
6/10/2010 491.42 72.00 72.00 72.00 72.00 1 56


On Wed, Jun 30, 2010 at 9:20 AM, bpstocks00 <bpstocks@verizon.net> wrote:


Uhh... No.

Thanks to all who replied to my original post, but I'm looking for

OPEN-HI-LO-CLOSE data (daily at end of day) for INDEX OPTIONS.

I checked the sources and they all list OHLC for the Index itself -- like OEX -- but I want the (for example) OEX Jan 11 $500 Put.

Or

They provide Bid/Ask quotes for the options, but I want the OHLC information.

Anyone have a clue to that kind of data?

Thanks.


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