I have an empirical model for the dynamics of futures prices in a particular market that I have implemented using a long series of the front five contracts. (I account for the roll in my model.) I have never tried to forecast prices of options on these futures, but I have some ideas and I would like to experiment. Is there an analogous data construct used by practitioners to backtest options pricing models? I am thinking of something like a series of a vector containing the prices of the ATM put and two strikes above and below or something. Also, I am thinking of a format that might be constructed conveniently by a canned Bloomberg API, or similar thing.