How do I find data on futures, options, and commodities?
In Bloomberg, press the‘F9 CMDTY’key on the keyboard for commodities and commodity derivatives data. Or use the ‘DERV’function (type ‘DERV’ and press Enter) for all types of futures and options data.
In Datastream, when choosing the ‘Data Category’, select ‘Derivatives’, ‘Futures or Options’ or ‘Commodities’.
OptionMetrics via WRDShas historical prices of options going back 13 years.
Consider the following websites:
UNCTDADstatCommodity Price Statistics has annual and monthly data back to 1960 for agricultural and mineral commodities.