Hi guys, sorry in advanced if a dumb question, I'm a newb to options. Is there anywhere I can find the historical data or time and sales for an option on IBKR or anywhere else that shows historical data or time and sales?
In IB TWS option trader, right click on a strike and choose chart. You can program via API to get the data.
We have historical quotes information back to 2007 14-minutes before the close snapshot of all optionable stocks. We have 1-minute quotes information back a year and 2-minute raw quotes back to 2015. https://www.orats.com/historical-quotes/
IB does indeed provide historical price data for options. However, this is limited to options which have not yet expired. IB does not provide data for expired options. The OP does not specify whether (s)he is looking for data on expired options or not.
You never heard of backtesting? TD Ameritrade has the feature. " The thinkBack™ tool in thinkorswim® can help backtest options strategies. Compare strategies, run entry and exit scenarios, fire up your thinkorswim® platform and select OnDemand in the upper right of any tab of the trading platform. The OnDemand tool lets you replay all the data, tick by tick, for any day from December 7, 2009, up to the present (future days are prohibited by time)"
Tds thinkback is about as good as you'll get for something free, however it's just a snapshot of closing historical prices that could be wrong or not accurate to what the options were actually trading. Take a look you will sometimes see huge bid ask spreads even on liquid tickers.
Backtesting is very difficult to do well. We have been providing the service to some of the biggest institutions for 8 years and are now offering it to retail through our online tool.