Historical SPX Option Data

Discussion in 'Options' started by frostengine, Jul 17, 2016.

  1. Does anyone know where I can get daily historical option data for SPX? Preferably free.
     
  2. This is one is not free but it is from the CBOE (and inexpensive in a sense):

    http://www.marketdataexpress.com/dataSearch.aspx

    They sell two databases, OPTSUM and Open-Close. If you are intested only in closing prices and volumes/open interest, OPTSUM is the right product. If you want even more detailed information (like the breakdown of the transactions by size and type) then Open-Close is the one to use.
     
  3. You can subscribe to options software like ONE and they have all the data in 5 minute intervals. The cost is around $70/month, and you also get all the features that come with the software.