Question: Where can I find historical options prices?

Answer


An option is a financial derivative that represents a contract sold by one party to another party. The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the stake price) during a certain period of time or on a specific date (exercise date).  Six primary factors influence options pricing; the underlying price, strike price, time until expiration, volatility, interest rates and dividends. 

Go to the Virtual Business Library's Company & Financial Information section for links to useful resources including links to the following suggested resources:

OptionMetrics: Available from Wharton Research & Data Services (WRDS).
[One day pass for on campus access using a Bobst library or Stern public terminal to WRDS is available with a valid NYU email address. Remote access is for account holders only: New York University faculty and Masters/PhD students may request a WRDS account. Click on the WRDS link when you are on campus using a Bobst library or Stern computer for more information about requesting accounts.]

Value Line:

Bloomberg:  To find current and historical options prices.
Type the ticker symbol of the stock you want.
Hit the EQUITY key then hit GO.
Type: OMON [OMON Stands for Option Monitor].
You will see a screen for all the current options on the stock selected.
Highlight and click on the option you want for a menu - then pick GPO from the menu.
This will give you a current graph of the option price
Change the date range to the time-period you want
Hit the Page Forward key to get the data for the time period.

Datastream: A global financial database which contains current and historical data on stocks, indices, bonds, funds, futures, options, interest rates, commodities, and economic indicators.  Click here for the NYU Datastream Guide. 

Please note that Bloomberg and Datastream are accessible in the Bobst Library. To use these resources, stop by the 5th floor Research Commons.  

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Answered By: Business Librarians
Last Updated: Mar 01, 2018Views:

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