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?

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

  • 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). – Alex C Aug 10 at 17:15

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