Any guidance on accessing historical option chain prices on S&P 500

AI & Machine learning
1

Hi, 

I would like to test a strategy of long OTM puts and systematically rolling them forward to exploit market crashes on the S&P 500. 

I would like to backtest this with data from last 8-10 years ideally, could someone advise if / where the data could be available ? If its not free, where could we look to buy it from ? 

2

Hello Prasun,

You can check the following sources of the historical options data you need for backtesting your strategy. 



Source-1: Intrino - link

Source-2: ivolatility - link

Source-3: eodhistoricaldata - link

Source-4: mboum - link

Source-5: refinitiv -  link1, link2



Hope this helps!