When inserting an option chain, Barchart Excel offers the ability to pull historical EOD equity option data, including Greeks and implied volatility, via the ‘Look Back' feature. This historical snapshot’s data is available back to 2016.
When the Edit Options dialogue is open, simply click on the date picker to navigate to a particular historical date. Once a date is selected, the expiration dropdown will automatically populate with that day’s open expirations.
Select any or all fields, strike range and desired view and insert the historical option data into your spreadsheet.
