UK FTSE 100 Index Options - Historical Data Source ?

This is a discussion on UK FTSE 100 Index Options - Historical Data Source ? within the Futures & Options forums, part of the Markets category; I have a fairly successful FTSE100 Equities "Buy on the dips" strategy that I have been running for a number ...

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Old Jan 27, 2013, 4:53pm   #1
 
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UK FTSE 100 Index Options - Historical Data Source ?

I have a fairly successful FTSE100 Equities "Buy on the dips" strategy that I have been running for a number of years now. However, occasionally it gets a "bit too exciting" to handle (e.g. Oct 2008 & the Debt ceiling debacle of August 2011 to name but a couple.)

Therefore I am looking to compliment my existing spread betting, with buying of some significantly "out of the money" puts on the FTSE100 Index, to protect the maximum downside risk and also more evenly spread out my monthly returns. (even if it costs me money over the longer term)

However, to be able to back test this over the last 10-15 years alongside my existing system I need to obtain (free or purchased) 10-15 years of historical FTSE100 Index Option data in a dataset / text file etc (i.e. the prices for each strike price, for each of the next 6 months contracts for each trading day). A example of the type if data I am looking for can be found on this webpage: https://globalderivatives.nyx.com/en...ate=09-01-2013

There are many sites / sources that I can find that cover US Equities etc (and have been mentioned on numerous threads in this forum) but I cannot find any that seems to also cover FTSE100 Index Options.

Can anyone here please point me in the direction of any suitable source for this UK Historical Options data ?
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Old Jan 27, 2013, 5:39pm   #2
 
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Re: UK FTSE 100 Index Options - Historical Data Source ?

SpreadBeta started this thread Should probably have qualified the above by saying that I only need simple END OF DAY closing prices, data and not Intraday/Order Book level Data.
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Old Sep 15, 2017, 3:12pm   #3
 
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Quote:
Originally Posted by SpreadBeta View Post
Should probably have qualified the above by saying that I only need simple END OF DAY closing prices, data and not Intraday/Order Book level Data.
Realise this is an old thread, but did you have any luck in meeting your option history pricing requirement?
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Old Sep 24, 2017, 3:15pm   #4
 
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just seen this!

Quote:
Originally Posted by del68 View Post
Realise this is an old thread, but did you have any luck in meeting your option history pricing requirement?
My trading bu
ddy got a ton of free date from the ice.com
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