Q. Data on options? Equity, Index, Currency & Interest Rate

Options data is available from several sources.

• From 1996 to present - Use Option Metrics - through WRDS.
• For 1987-1995, use Berkeley Options https://dss.princeton.edu/studies/611
• Bloomberg - has both domestic and international data, intraday data kept for 30-90 days. (For instance - ticker <equity><go> OMON <go> this will give list of current options trading on that ticker. )
• Datastream - has international data.
• Global Insight - has daily data on select option contracts
• WRDS - Currency options use Option Metrics for current and for historic use Philly Exchange data from 1993-1997.

Intraday prices on options 

• Tick-by-tick data - on select indices. Tickdata has a very useful manual. 

Currency options. Some of the often used currency option tickers are below, N.B. some of these options are thinly traded. 

• Australian Dollar (XDA)
• British Pound (XDB)
• Canadian Dollar (XDC)
• Euro (XDE)
• Japanese Yen (XDN)
• Swiss Franc (XDS)
• Mexican Peso (XDM)
• New Zealand Dollar (XDZ)
• South African Rand (XEV)
• Swedish Krona (XEH). 

Some of the Treasury Interest Rate Options issued by the CBOE - For Interest Rate Options:

• 13-Week Treasury Bill - IRX
• 5-Year Treasury Note - FVX
• 10-Year Treasury Note - TNX
• 30-Year Treasury Bond - TYX