Historical Options Data for GBP/USD

[SkyTrader]

Hi there, 

I was wondering is it possible to get the historical options data including the Greeks for forex pairs like the £/$ through the IG API?

Or is there any other source of data elsewhere that anyone could recommend?

The goal is to work out (historically, eg for the last 10 yrs) where the "sweet spot" is of how much open losses to hold onto as a Short Seller versus that amount of premiums earnt.

For example selling Strangles (Short Put and Short Call) might historically show that the most suitable place to exit the position on an historical basis is when the typical max adverse excursion is $400 on the challenged and losing leg and that letting that losing leg go beyond this level ($400 loss) typically doesn't result in the option coming back and expiring worthless.

Thanks for any feedback

Best
Ian

[SkyTrader]

Thanks for the links, but can you get historical data as I think this is referring to live data, right?