Years ago when DeltaNeutral started, we too were looking for historical data prices for options. The data we found at the time was completely worthless. It was impossible to use because the data did not list the underlying stock symbol, and it only listed the open, high, low and last traded prices of the options. Surprisingly, this data vendor is still in business. There are currently other historical option price vendors out there today. Buyer beware.
With the ability of Google to search for historical option quotes, there seems to be a great divide between vendors. This is true not only in price, but in usability of the data. So should you pay $5,000 per year, $29.95 per year or try and get the data from your broker for free?
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