I'm asked to estimate VaR for Options portfolio. Firstly, I wanna try to estimate VaR for AAPL stock european call option using Historical Simulation but I can't find any Historical Data. I tried Google but I don't see a clear time series. Could any please share a link?


1 Answer 1


If you looking for historical data of a stock. I will recommend you these three websites: Yahoo Finance, Wall Street Journal, and Investing.com

  • $\begingroup$ You can't find any historical data for what? The key parameter for the Black Scholes formula is Implied Vol. I do not think past values of IV for AAPL options are available in any public free database. (If this is a classroom project you might compute historical vol yourself instead, using the price series. Of course that is not how options are actually priced, but it would be a start). $\endgroup$
    – Alex C
    Aug 10, 2018 at 17:15

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.