"Option Historical Data" typically refers to a set of historical information or data related to financial options. Financial options are derivatives that give the holder the right, but not the obligation, to buy or sell an underlying asset (such as stocks, bonds, commodities, or indices) at a specified price (strike price) within a certain time frame.
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Option historical data can include a variety of information, such as:
This includes data on the historical prices of the option contracts, including the opening price, closing price, high and low prices, and trading volume over a specific time period.
Implied volatility is a crucial metric for options pricing. Historical data may provide information about how the implied volatility of options has changed over time, which can be valuable for options traders and investors.
Historical data might include the values of option Greeks (delta, gamma, theta, vega) for different options at various points in time. These values help traders assess how sensitive an option's price is to changes in factors like underlying asset price, time, and volatility.
Information about past option expiration dates and the prices at which options settled (expired) can be important for traders looking to analyze historical options performance.
Open interest is the number of outstanding option contracts for a particular strike and expiration date. Historical data on open interest can help traders identify trends and areas of interest in the options market.
Events like earnings announcements, economic reports, and corporate news can impact options pricing. Historical data may include information on these events and their effects on option prices.
Options historical data is used for various purposes, including backtesting trading strategies, conducting risk analysis, and making informed investment decisions. This data can be obtained from financial data providers, stock exchanges, and online trading platforms. It is often used in conjunction with options analysis software to help traders and investors make informed choices in the options market.