I have an enquiry concerning historical option data from the Eikon database. I would like to get historical data of option prices. Average European call and put option prices that are at the money (e.g. 0.97-1.03) and close to maturity (for example 10 - 90 days).The data should give a single time series with 1 daily option price per underlying asset (e.g. Options on UKX, DAX and CAC).
I am wondering if there is a function that gives me this specific time series for historical option prices prices.
Thank you very much in advance.