Futures & Options

Datastream

Data on U.S. and foreign futures and options. Daily, weekly, monthly, quarterly, and annual frequencies. 

Years of Coverage:  Varies, earliest 1979    

Access Mode: Individual installation and sign-on. Contact John Prechtel (prechtel@uga.edu).

OptionMetrics 

Historical price and implied volatility data for U.S. equity and index options. 

Years of Coverage: 1996-

Access Mode: WRDS (A database on Wharton Research Data Services). Use restricted to UGA faculty, PhD & Masters students with a WRDS account. Apply for an account at http://wrds.wharton.upenn.edu/