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Where to get historical options data?
I’m having trouble finding reasonably priced services for historical options data. A lot of services either don’t have Greeks, or have Greeks but only have EOD data, or have Greeks and intraday info but cost $1k per symbol per year of data. I’ve tried Thetadata and Orats but their APIs seem really hard to work with as their endpoints don’t allow for entire option chain retrieval so you have to do it piece by piece. ThetaData so far has had most of what I need. I need at least 1m data of the entire option chain, ideally tick data but not necessary. And I also need Greeks, and IV.5
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