Hi, I hope anybody can help me with my task about build a strategy. My purpose is to buy put 85%, 80%, 75% and 70% OTM of S&P500 the third Friday of each month from 1990 to September of 2018 and I want to write it in Python. I wrote a lot of code but I can't get it... anybody can help me?
Do you know if exist a Python's library with options historical data with their maturities?