Answered By: Shikha Sharma
Last Updated: Jun 21, 2019     Views: 10056

  • In WRDS, select Option Metrics. Provides historical prices of options and their associated underlying instruments, calculated implied volatilities, and option sensitivities.
  • Bloomberg (MIT Sloan only). Type the ticker symbol, hit the EQUITY key, and hit GO. Type OMON (stands for Option Monitor). You will see a screen for all the current options on the equity. Highlight and click ticker of the desired option, then pick GPO from the menu. This will provide you with a current graph of the option price. Change the date range and hit Page Forward for other time periods.

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