[R-SIG-Finance] [R-sig-finance] Data

[Luwingo]

Hi Renato- option data is pretty valuable and somewhat complicated. It's
pretty unlikely that you will be able to find that data for free- especially
if you're looking for options on certain less liquid stocks. That said, the
CBOE has data that you can use, as do the CBOT, CME, and NYMEX. You probably
won't find that data too useful, though, since implied volatility data is
especially difficult to find for free. The best place you can find this data
is from any Bloomberg terminal. If you have one in your university, use that
to download the data onto a spreadsheet for use elsewhere.


Feanor22 wrote:
> 
> Dear all
> 
> I need to get some call option data to compare with some of my
> simulations.
> Stock prices are easy to find but for options most of the sites I looked
> for
> it I would have to pay for that.
> Does anyone know if I can get some option prices for free?
> 
> Any help is appreciated.
> 
> Regards
> 
> Renato
> 
> -- 
> PhD Student Renato Alencar Adelino da Costa (renato at ele.puc-rio.br)
> Department of Electrical Engineering (Mathematical Finance)
> Pontifical Catholic University (PUC-Rio)
> Rua Marques de Sao Vicente, 225, Sala 604L
> Gavea          CEP: 22453-900
> Rio de Janeiro
> BRASIL
> ( 9 months research at Curtin University of technology: Nov 2008 - July
> 2009)
> 
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