Once an Option Has Expire, Are There Ways to See the Historical Quote Information?

[Rainmaker626 10]

Once an Option has expire, are there ways to see the historical quote information?

[JUANEBAT 10]

Once an Option is expired , at least at Fidelity the symbol becomes invalid.

I doubt the history can be retrieved. I can not see the usefulness to do so. You can before expiration take snap shots with screen hunter of options charts and option chains .

Sorry I could not help much

[SIUYA 11]

depends on the system and the data feed provider.

[Tams 20]

Once an Option has expire, are there ways to see the historical quote information?

 

Optionetics has a subscription service called Platinum, which provides users with historical (EOD) option quotes, and a sophisticated backtest system that can handle multi-leg, multi-underlying, in/out scalable backtests.

Edited July 4, 2011 by Tams

[Rainmaker626 10]

Optionetics has a subscription service called Platinum, which provides users with historical (EOD) option quotes, and a sophisticated backtest system that can handle multi-leg, multi-underlying, in/out scalable backtests.

 

I will try out their 14 day-free trial and see I am able to see what I am looking for..

 

I am watching one option and I wanted to see how it normally behaves on expiration day. I am not even looking for tick by tick. I just want to look back at the stock price, market conditions for that day and the Open/Close for the option for that day...

 

I am truly hoping I can find that out with Optionetics... It would be well worth the $1000 annual subscription

[Tams 20]

if you are serious about trading options,

you can check out OptionVue.

It is an expensive software, plus monthly subscription fee.

but it can analyze option price behavior like a rocket scientist.

[SIUYA 11]

if you are only after something like that for expiry day only you dont need a platform really.

Unless you are in a really crappy market with big spreads, on expiry day all the in the options both puts and calls will generally be bid just below their intrinsic value, while the at the money will swing between partiy and effectively zero for the day, apart from people wanting to exit these options.

If you are looking just for expiry day action, there is generally not much more to it than that and getting a course of sales for liquid options and comparing it to the course of sales for the underlying for the day should confirm this. If not I would suggest the market makers there are taking people for a ride.

[JUANEBAT 10]

I am a newbie with only a couple of years trading options. But my bias is that expired options historical data have a very little potential to be of any value to predict the behavior of current active options.

It may require a lot of effort for no valuable or meaningful information

 

AM I wrong ?

 

 

 

Even in active options I see often ilogical disparity in the price behavior just one stirke price

ahead ...

 

 

Example while the price of the same expiration date of Sina when up 0.10 cents , the price when down for the one line above and one like below...

How come ?

I will try to post the picture of part of the option chain .

Again , remember I do not know much

Edited July 9, 2011 by JUANEBAT

[SIUYA 11]

I am a newbie with only a couple of years trading options. But my bias is that expired options historical data have a very little potential to be of any value to predict the behavior of current active options.

It may require a lot of effort for no valuable or meaningful information

 

AM I wrong ?

 

 

 

Even in active options I see often ilogical disparity in the price behavior just one stirke price

ahead ...

 

 

Example while the price of the same expiration date of Sina when up 0.10 cents , the price when down for the one line above and one like below...

How come ?

I will try to post the picture of part of the option chain .

Again , remember I do not know much

 

I would say you are correct - that the past behavior of expired options will not affect the current options - however, that was not what was asked, and it may not be the reason why they want past information.

Maybe they are trying to reconcile their accounts, trying to track the behavior of an option to see how it moves from the exchanges mark to market system.

 

and yes you will often see strange things between options strikes and series. You need to then understand and then investigate why...

does the system you look at only show the last traded price, does it show the mid point between the bid offer spread of the market makers, does it give a theoretical value derived from an average volatility measure, are you looking at your theoretical prices.

Derivatives such as options will always add many extra dimensions as to their pricing, and there is a lot more to understanding them.

Regards Sina - without more info i could not comment, but maybe volatility was coming off and everyone was a seller and the last sales were reported strangely, or a spread went through....who knows.

[dbissett 10]

ThinkorSwim has this capability. You can open a sim account and use the software for free. The manual is very sketchy though.

[tradingdummy 10]

ThinkorSwim has this capability. You can open a sim account and use the software for free. The manual is very sketchy though.

 

I use TOS as well. To look up past options info, look under analyze tab, then thinkback.