MCD, there are some data relevance problems with historical option prices:

  • You can get high/low/open/close prices, but these prices have meaning only when paired with the prices of the underlying asset. Sure, you can get HLOC prices for the underlying asset, but you lose a lot by not seeing how one varied with the other.
  • Moreover, a given option has a limited life. Some live 90 days or less from creation to expiry. That limits the value of option prices for time series analysis.

That is not to say that option price history is of no value. You can certianly learn, for example about the tendency of a stock to 'pin' at an option strike price near expiry.
For my money, though, I'd rather track implied volatility. And having said that, I'd like to track the historic volatility of the stock over the same time period. I think I would learn more from that information than from the option price itself.

Why do you want option price history? What did you plan to do with that information? [Note, this isn't a 'loaded' question. "I just wanted to see what the data looked like," is a valid answer.]