If you do not have records of that information, you may need to contact your brokerage company to see if they can help you find that information.
For additional information please refer to :
Which brokerage firm are you using? Normally they will have transaction details in the end. The challenge you will face is how to report SPX options on TurboTax. I am not sure why TurboTax is not directly importing this from Ameritrade.