3 ms·
$250 is not bad... what does it include? iVolatility told me it would be ~$1000 for EOD chains + IV & Greeks since 1990 - just for SPX. CBOE is partners with i
by matheweis 10y ago
$250 is not bad... what does it include?
iVolatility told me it would be ~$1000 for EOD chains + IV & Greeks since 1990 - just for SPX. CBOE is partners with iVolatility so I imagine their data is decent, but I can't bring myself to drop that much on it for a simple personal project.
- Veratyr 10y agoWith IV and greeks from 1990 is $384.62 apparently: https://datashop.cboe.com/option-quotes-end-of-day-with-calcs https://datashop.cboe.com/option-quotes-end-of-day-with-calc... Since CBOE is the exchange itself, I'd assume the quality of the data is at least the same as iVolatility, if not better.