“I want to thank Nanex and Eric Hunsader for providing the trade and quote data for the options and their underlying stocks. I use these data in my doctorate thesis at UIUC which can be found at SSRN (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1963865). I thank Nanex in the acknowledgment section of the paper, but I decided to also send you this e-mail. Nanex gave the data to my advisor Neil Pearson and John Broussard several years ago, and this is the second paper which uses it. The quality of the data is amazing which significantly simplifies programming and doing research.”
