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Where do I find option prices?

jackb

Joined
2/5/11
Messages
3
Points
13
Hi!

I just found this forum and I'm glad, there is a lot of great info here.

I am currently getting started with my master thesis in Financial Engineering. Sadly, my University is more on the theoretical side than anything related to the real world so I'm kind of lost. I need option prices on different indices to be able to calibrate my stochastic model. However, so far I've not been able to find prices on the big indices and the options on the small ones are more or less only at-the-money options with short maturity.

I guess I've just looked in the wrong places. So, is there anywhere I can get option prices for a variety of strikes and maturities on different indices?

I'm sorry if this is the wrong part of the forum or anything.
 
Take a look at this http://www.quantnet.com/forum/threads/master-list-of-free-financial-data.1036/

Some members here have helped with data request for research purpose but you need to be specific. Very specific.
Provide the name of the security, what time period, what strike, what index. If you don't know what you are looking for, they won't have the time to guide you through it. Once you narrow down to it, getting the data is a quick few keystrokes for most people here.
 
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