| If
you develop the option trading strategy based on stock
history files (using the Black-Sholes option pricing model)
you will need a list of optional stocks.
Using recent optional stock
ticker list is not enough because it is not covering
the stocks which were removed or renamed during the
recent years. For example the Gateway company has been
moved from NASDAQ to NYSE a few years ago and now it
is trading under a new ticker. If you need to study
the history of options for this stock (in 1996 for example)
you should use old stock ticker.
Here we published optional
stock tickers and option root symbols for all optional
stocks for the period from 1996 to 2002. The file is
organized as
"stock
ticker symbol", "option root symbol"
We hope it will be useful
for many researchers who develop new option trading
strategies.
Click
here to download the file.
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