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pluviosilla
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The only places offering free downloadable option chain data are the CBOE, Market Express Data and Market Watch. But you have to collect it *day* *by* *day*. Anyone want to partner with me in collecting this data? I have imported 4 or 5 CBOE option chains into Excel and I intend to continue doing this. If you can bring anything to the table or if you are willing to help me collect this data, we can exchange Excel files. Obviously, if there is anyone out there who already has a significant bit of data collected and feels generous enough to share, some of us would be grateful to receive what you have. Thanks, - John (pluviosilla@gmail.com)