where can I get historical data for currency options?

For most part, google gives me links to binary options and other shady webpages.

  • $\begingroup$ Getting data from a futures exchange on Options on Currency Futures may be your best bet if you have trouble getting data on Options on Currency, which is a less transparent market. $\endgroup$
    – noob2
    Jan 5 '18 at 16:35
  • $\begingroup$ Sounds good, thanks very much. @noob2 $\endgroup$
    – Jeremy Tan
    Jan 16 '18 at 3:26

You can find historical currency options quotes in WRDS

. In WRDS, choose the option for Philadelphia Stock Exchange (PHLX) and then currency options. Make sure you have a WRDS account in order to access the data.


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