How & Where to Find Historical Option Prices

May 8, 2023

Welcome to Intrinio, your go-to source for high-quality financial data. In Q1 of 2023, our most requested data set was options data. Trading options has exploded on the wave of retail trading, and retail and professional investors alike are diving into the options trading world. 

If you are planning to trade options or build an app that supports options trading, you are going to need to access an options data feed. This can be confusing! There are many different data providers on the market with a wide range of products and quality, and there are also different types of options data. 

In this blog, we’ll be exploring historical option prices, including what they are, typical use cases, and how to find them. We’ll also be discussing how to choose the best source of historical options data and why Intrinio is the best place to get that data.

What are Historical Option Prices?

Historical option prices are past prices of options contracts that have already expired. They are important for traders and investors who are looking to analyze past market trends and make informed decisions about future trades. Historical option prices can provide insights into how options prices have changed over time, which can help traders identify patterns and make predictions about future market trends.

What are Typical Use Cases for Historical Option Prices?

There are several typical use cases for historical option prices, including:

  1. Backtesting: Historical option prices are often used for backtesting trading strategies. Backtesting involves applying a trading strategy to historical data to see how it would have performed in the past. This can help traders to refine their strategies and improve their chances of success.
  2. Market Analysis: Historical option prices can also be used for market analysis. By analyzing past market trends and movements, traders can identify patterns and make informed decisions about future trades.
  3. Risk Management: Historical option prices can also be used for risk management. By analyzing past market trends and movements, traders can identify potential risks and take steps to mitigate them.

How to Find Historical Option Prices

There are several ways to find historical option prices. The most common way is to use a financial data provider that specializes in options data. These providers typically offer historical data feeds that can be accessed via an API or downloaded in CSV format.

Another way to find historical option prices is to use options trading platforms or software that offer historical data feeds. These platforms often provide tools for analyzing historical data and making informed trading decisions.

If you are not a technical investor or an engineer, you’ll need to choose a trading platform or a website to view this information. If you are a technical trader or app developer, finding an options API is your best bet, but it can be tricky. Choosing the wrong provider can mean data that is plain wrong, angry customers, lost profits, lengthy contracts and wasted time.

Choosing the Best Source of Historical Options Information

When choosing a source of historical options information, there are several factors to consider, including:

  1. Data Quality: The quality of the historical data is essential for accurate analysis and informed trading decisions. It’s important to choose a provider that offers high-quality, accurate data.
  2. Data Coverage: The provider should offer a comprehensive data feed that includes a wide range of options contracts and expiration dates.
  3. API Integration: If you’re planning to use the data in an algorithmic trading strategy or display it inside of an app or website, it’s important to choose a provider that offers an API for easy integration into your software.
  4. Customer Support: The provider should offer excellent customer support and be responsive to any questions or concerns.

Why Intrinio is the Best Place to Get Historical Options Data

At Intrinio, we offer a wide range of high-quality financial data feeds, including historical options data. Our options data is updated every 15 minutes and includes information on option chains, pricing, and implied volatility. 

Our data is available via an easy-to-use API or can be downloaded in CSV format. In addition to historical options data, we offer a delayed options feed and a real-time options feed. Check out our Options Packages for more information, or chat with a member of our team today to take a free trial of our Options API.

We also offer the most comprehensive support in the industry. We’ll make sure your integration is smooth and quick, and we’ll be available for any questions or issues that pop up. Our team of financial data experts is available to provide support and answer any questions you may have about our data or services.

In conclusion, historical option prices are an essential tool for traders and investors who are looking to analyze past market trends and make informed decisions about future trades. By choosing a high-quality, comprehensive data provider like Intrinio, you can access accurate, up-to-date historical options data and gain insights that can help you succeed in the world of fintech.

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