Hey guys, I'm writing a masters thesis together with a colleague/friend, and we are currently looking into 0DTE SPX options. Question in mind is, does anyone of you guys know where one could obtain a dataset of past traded options? Thank you!
Posted by CholoSending
3 Comments
Use a backtester like whispertrades
You should look into thetadata.
If you are going to submit this paper for publication eventually, you should try contacting the CBOE directly. They will let you gain access to past information for academic research.