How to pull out historical option chain for SPY options?

snhu1

for example, can I download option Chain data for SPY call/put options on Jan 10, 2024?

Thanks.

aramyan.h

Hi @snhu1 ,

On top of what my colleague already shared I would advice looking into this article as well which is more tailored towards the RIC reconstruction not only for OPRA (e.g SPY) traded but also options traded on other markets.

Unfortunately there is no direct way to ingest historical (exoired) options chain data.

Best regards,

Haykaz

jason.ramchandani01

@snhu1 Thanks for your question. Please find the following article on how to reconstruct historical (expired) option RICs. Its a multi-step process outlined in Section 1 of the article - all the Python function code is available.

I hope this can help.

djurenko

Drift Boss Thank you.But also options traded on other markets.

michaelginn529

merge fruit Thank you for providing this useful information.