Historical option expiration dates?

[LPoulin133]

Does anyone have historical expiration dates for US equity options? If so, it’d be great if you were willing to share.
Thanks.

 

[ohai]

Friday before third Saturday of each month.

 

[LPoulin133]

ohai Wrote:
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> Friday before third Saturday of each month.
Sorry, should’ve been more clear - I’m aware of this, I’m just looking to see if someone actually has the date for the third Saturday of each month (I need the actual expiration date).
It would save me the trouble of looking up those dates (yes, I realize I’m being a bit lazy, just thought someone might have this readily available).

 

[jmh530]

You could probably find these in excel or matlab if you’re clever. For instance, if you have a column with all the dates, then something like this:
=IF(DAY(A2)=1,IF(WEEKDAY(A2,1)=7,1,0),IF(WEEKDAY(A2,1)=7,1+B1,B1))
in excel will get the number of saturdays that have passed in each month. Then you just need another column that assigns a binary value to the particular Friday before the 3rd saturday. Then just copy and paste special that into another sheet, sort on the binary and delete the ones that don’t apply, resort and you have your list of Fridays before the third Saturday in a month.