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Can anyone provide how to get historical options data with strikes by Google Finance API? Mbe Yahoo API can do it? Thx.

0dd_b1t
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    alternatively, you can obtain option data manually via [CBOE](http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx) – pangyuteng Mar 26 '12 at 14:19
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    on google/finance its are more easly than via CBOE. At google I can use json-data via http://www.google.com/finance/option_chain?cid=358464&expd=21&expm=4&expy=2012&output=json – 0dd_b1t Mar 28 '12 at 10:57
  • I grabbed some data (15 min tick, for 1 months, for MSFT, Exxon) so if someone in future needed this data for education purposes, pls contact me - I will send you mysql database dump. – 0dd_b1t Apr 04 '12 at 09:37

2 Answers2

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AFAIK, there's no free API that lets you query for historical option prices easily.

Your best shot may be to collect it daily for the stocks you're interested in: http://www.google.com/finance/option_chain?q=AAPL&output=json

Di Wu
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    do you know of any way to specify the options expiration in the URL? Currently it only seems to download the most recent expiration. – onlinespending Jan 28 '15 at 06:57
  • The format seems to be http://www.google.com/finance/option_chain?q=AAPL&expd=31&expm=12&expy=2015&output=json – gliptak Dec 16 '15 at 03:14
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I've never seen free historical option data prices. Neither Yahoo or Google provide them. I downloaded 2012 end of day data from optiondata.net. It includes daily prices, greeks and IV. As far as I can tell it seems accurate. There are several other paid sources out there but I have not tested their data.

PeterJ
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