Does anybody know where to find information which stocks have put and
call optons, and where to find historical quotes of the prices and
volumes at which options traded on any particular date in the past.
If you know of a site where such information is available for a period
of several consecutive days - similar to http://chart.yahoo.com/d -
for stocks, I would appreciate that even more.

---

Request for Question Clarification by elmarto-ga on 17 Feb 2004 14:19 PST

Hi vaac!
There are a few sites that offer the information you need, but not for
free. I use one that charges $50 for end-of-day options data from
January 2003 up to now. Be aware, however, that historical options
data is not easy to "handle". Each day, there can be about 100 options
for each stock (one option for each expiry date and excercise price).
If you are interested in this paid service, please let me know.

Best wishes!
elmarto

---

Clarification of Question by vaac-ga on 18 Feb 2004 12:56 PST

It is worth for me the $ 2.00 posted for this question to find out
about this service to see what they offer and I will then decide
wether to subscribe.

Hi again vaac!
Here are some sites that offer the service:

OptimalTrader (from DeltaNeutral)
http://www.deltaneutral.com/Products/EODData.asp

They charge $25 per quarter and have data available from Januaray
2003, so the whole year is $100. You then have the option of either
subscribing to their service to get up-to-date option quotes
($20/month) or downloading them every day for free from the CBOE site.

Stricknet
http://www.stricknet.com

Histotical option quotes for 2003 costs $50 here, and monthly
subscription is $20/month. You can order the historical data CD at:

http://www.stricknet.com/main/historical.htm

Prophet.Net has the most complete database, but it's not as cheap as
the previous ones: $495 for daily options data since 1995.

Prophet.Net
http://www.prophet.net/satellites/marketData/cdrom/options.jsp

Finally, you might try CSI, although I'm not sure they cover
individual stocks. Also, their service is quite expensive.

http://www.csidata.com/data/options/


Google search strategy:
historical options data
://www.google.com.ar/search?q=historical+options+data&ie=UTF-8&oe=UTF-8&hl=es&meta=


Best wishes and I hope this information helps!
elmarto

---

Request for Answer Clarification by vaac-ga on 22 Feb 2004 20:02 PST

Optimal trader has a short free trial period but finding out how to
get quotes turned out too time consuming. Since you seem to be
familiar with option quotes it might be worthwhile for you or somebody
else to get me, for a reasonable price, nearby put and call quotes for
about 6- 8 stocks at different 10 day periods in which there were
abrupt volume changes. This would enable me to see if and how volume
influences volatility and thus premium. If this is not wothwhile to
you I will rate the question and close it.

---

Clarification of Answer by elmarto-ga on 23 Feb 2004 06:19 PST

Hi vaac!
What 10-day periods do you need information for? I might be able to do
it (for 2003) but you would need to post it as a different question,
as it's not easy to get that information.

Best regards,
elmarto

Thank you. As you suggested I will put the details in a different
question which I hope you will answer, but since I have to print them
out anyway I put them down here also. They are the option closing
prices for:
calls with striking prices immediately above the price on the date
given in the following table.
puts with striking prices immediately below the price on the date
given in the following table:

Underlying    3 first         Date of option quote desired
 stock       letters        +5 days before and 5 days after
                           
SPRT          RQJ                 Feb 6, 04
MW            MW                  Jan 9, 04
HELE          EHQ                 Oct 24, 03
ACS           ACS                 Oct 03, 03
HP            HP                  July 25,03 
AMHC          QMH                 July 18,03

PowerOptions has historical option information www.poweropt.com ,
which you can subscribe to for 14 days for free.
PowerOptions provides a search engine to find option positions based
on fundamental and technical parameters.  PowerOptions search engine
can search for covered call, naked call, covered put, naked put,
collar, bear-call credit spread, bull-call debit spread, bull-put
credit spread, bear-put debit spread, calander call, long straddle,
long strangle, iron condor, calendar put, short straddle, short
strangle, iron butterfly, long call and long put.  They also have an
online store for purchasing options related books and other products.

PowerOptions
www.poweropt.com 

Also, PowerOptions' sister company, PowerOptionsApplied,
www.poweroptionsapplied , provides an options investment advisory
service, which provides a free email newsletter you can subscribe to.

PowerOptionsApplied
www.poweroptionsapplied.com 

Mike