Finance historical options data (with strikes etc) on google finance API

Question

Can anyone provide how to get historical options data with strikes by Google Finance API? Mbe Yahoo API can do it? Thx.

Ceilidh

alternatively, you can obtain option data manually via CBOE – Brigade

on google/finance its are more easly than via CBOE. At google I can use json-data via google.com/finance/… – Ceilidh

I grabbed some data (15 min tick, for 1 months, for MSFT, Exxon) so if someone in future needed this data for education purposes, pls contact me - I will send you mysql database dump. – Ceilidh

Answer 1

AFAIK, there's no free API that lets you query for historical option prices easily.

Your best shot may be to collect it daily for the stocks you're interested in: http://www.google.com/finance/option_chain?q=AAPL&output=json

Incessant

do you know of any way to specify the options expiration in the URL? Currently it only seems to download the most recent expiration. – Applique

The format seems to be google.com/finance/… – Snotty

Answer 2

I've never seen free historical option data prices. Neither Yahoo or Google provide them. I downloaded 2012 end of day data from optiondata.net. It includes daily prices, greeks and IV. As far as I can tell it seems accurate. There are several other paid sources out there but I have not tested their data.

Acknowledge

optiondata.net is now gone, don't click the link – Watanabe