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where can I find option data?

Does anyone know where I can find free option price/trade data? I purchased some EOD data and want to experiment with longer time frames.

2 responses

If you find any free data vendors, I'd be interested. The best technique I am aware of is to scrape it off certain websites at some frequency.

Simon, I purchased EOD option data from http://www.eoddata.com/. It was for 25$ only. Unfortunately my algorithm requires underlying data as well. Lot of work.