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Looking for accurate end of day option data. Preferably with Greeks. Any recommendations?

lehalle
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Francis Geraldo
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  • Have you tried searching Quandl? https://www.quandl.com/search?query=&tags=%5B%22Options%22%5D&type=all – user37317 Apr 10 '16 at 22:29

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Probably Option Metrics which you can find on WRDS is what you are looking for.

phdstudent
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A very decent place to get options data is https://www.historicaloptiondata.com. It is not free and I do not know anywhere you would be able to download such data for free. Re: options greeks there was discussion recently historical options data

baerrus
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