Hello, I want to download the option price for other financial products, would you tell me how you get this data set "options_daily_sp500_2018_2022.csv"?
Hey Kevin,
The "options_daily_sp500_2018_2022.csv" file contains information about monthly expiry options contracts for the S&P 500 index from 2018 to 2022. This dataset includes data on the strike price of the options contract, implied volatility, and the prices of both calls and puts at each strike price.
To access this data, we've introduced a new section (Section 2) called "Options Data" in the course. The first unit of this section provides a guide to help you learn how to obtain this data using OptionsDX. OptionsDX allows you to access the options chain data for a limited number of assets.
If you can't find the specific data you're looking for here, you can also explore the list of free and paid data vendors listed in Section 2, Unit 2.
Please note that QuantInsti is not affiliated with any of these data vendors and before getting data from any vendor, it is essential that you carry out necessary research about that vendor.
Hope you find this helpful!