G.C. Lim, G.M. Martin, V.L. Martin, "Parametric Pricing of Higher Order
Moments in S&P500 Options", Journal of Applied Econometrics, Vol. 20,
No. 3, 2005, pp. 377-404.

The Gauss program limmart.prg demonstrates how to extract the option
price data used in this paper. The data themselves, which are from the
Berkeley Options Database, are confidential. At time of writing, they are
not available at all. See

  http://www.haas.berkeley.edu/groups/finance/bodb.html