Historical data for options

[ShareIt]

I was wondering if anyone knew where I could find historical data of the open interest of a given stock? Thanks

 

[howardbandy]

I was wondering if anyone knew where I could find historical data of the open interest of a given stock? Thanks

Hi ShareIt --

There are links to some sources of historical data on this page:
http://www.quantitativetradingsystems.com/resources.html

You are probably aware of some of the problems with historical data for options. There are a lot of contracts, so there is a lot of data. For the most active contracts, the prices quoted for Open, High, Low, and Close may be prices of options transactions that took place at or near the Open, High, Low, and Close of the underlying. For less active contracts, it is best to think of the options quotes as First, Relatively High, Relatively Low, and Last.

Thanks,
Howard

 

[ShareIt]

Thanks very much Howard!