I am testing my model and I am interested in options prices on EUR|USD for Jan, 2011.
The history can be even daily - but I have never had a deal with fx options, so I don't know where start to look for such history.
Could you advise me?
If you're looking for free data, I've heard this question many times asked to derivatives professors at the end of a lesson. They answered was most of the time to step by their offices so that they could give data they imported from the university data provider. So apparently, if even academy has to do it this way, I'd be surprised if you found.
This post also suggests using Bloomberg apparently, which is also what I would suggest if you have access to a BB terminal.