I am interested in historical option prices but find it too difficult
to get them myself from sites suggested to me in the previous similar
question. What I want to find out is if increased volume changes
volatility, and as a result changes premiums of nearby options. If it
is worth for anybody to look up the prices for the options listed
below for the $ 10  posted for this question I would appreciate it.

The data I am looking for 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

vaac - excellent question, but option volatility is not impacted by
trading volume; it is impacted by the price of the underlying stock,
everything that would impact the price of that stock, time to maturity
and strike price.

Trading volume may affect the price of the option because of classic
supply and demand considerations.

ragingacademic