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. Email for support. 

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/