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A very decent place to get options data is https://www.historicaloptiondata.com. It is not free and I do not know anywhere you would be able to download such data for free. Re: options greeks there was discussion recently historical options data


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I've been collecting daily option prices for all symbols/strikes since beginning 2014. If anyone interested, let me know (not free)


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Probably Option Metrics which you can find on WRDS is what you are looking for.


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Have a look at Ken French's data library. http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html However, it may also be interesting to consider some 'modern' version of Graham's ratios. Recently Fama and French (2015) and Novy-Marx prove that more profitable firms yield higher returns. NM sorts companies on gross profits-to-total-asstes, ...


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Check out BarchartOnDemand. They have CME EOD data as an API...it may not be advertised but I know is available via their API (http://www.barchartondemand.com/api.php ). Pricing is not published but should be reasonable for an individual just looking for EOD. You can also get the same data through QuantGo.com but have to use it on your own computer instance ...



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