Would be great to learn how resourceful folks have been with sourcing (free) data for their options trading strategies. No need to reveal trading strategies - I’ll go first.
* Deribit API
You can easily ask cursor/chatgpt to construct a script to call the public deribit API to download a historical list of all crypto option trades. Construct a daily option chain to backtest BTC option plays like calendar spreads, strangles etc.
I’ve personally used this for quite profitable gamma scalping strategies given the crypto options market is still quite inefficient.
* Clinical Trials US
US FDA site on all drug trials. What’s crazy to me is that you can download, in csv format, ALL drug approval deadlines for major companies.
Similar to the earnings IV crush play (which is too crowded IMO), you can cross reference this data to backtest selling options on Pharma names to harvest the IV crush on drug approval events.
* CNN Fear & Greed Index
Given how the CNN index is made out of 7 different indicators (put/call ratio, diff in stock and bond returns) you can get them all in one source. Unfortunately they don’t have an API but you can very easily get chatGPT to make a HTML scraper to get the underlying datapoints.
I kinda see this as a macro risk filter for my trading strategies - it doesn’t take much to see the correlations of these indexes to the returns of my strategies to see if they perform better/worse in particular situations.
[](https://www.reddit.com/submit/?source_id=t3_1qkf8ne)