Most prob not since it's only 150 MB in size. AFAIK, you need to pay for intraday options data at cboe.com ot other sources.

Do you know how to produce synthetic 1 min options data from the 1 min SPY data, and output to the History folder?

I don't think it's a smart idea. A small difference between real & theoretic option prices wouldn't be a problem for EOD data, but it could have a big impact on the quality of your strategy in a high frequency scenario. I don't work with these data, so I could be wrong on this.

Anyway, you could create these prices in a spreadsheet, using a Black & Scholes or Cox-Ross-Rubinstein model (more precise), save it as an CSV file and convert it by using the dataParse function (see https://manual.zorro-project.com/history.htm)