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)