Recent content by VictorTheCleaner

If you are interested only in a selection of underlyings, you can try http://www.ivolatility.com/. There, you can get the data for pennies per underlying per month. I cannot confirm whether their data are identical to the official data set of the CBOE. Regards, Victor

Hello, does anyone have experience with the data vendors mentioned in the first posting? I am interested in the quality of the data, in particular whether the option price precisely corresponds to the price of the underlying. For my purpose, SPX would suffice, one price per day, for at least...