Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
1-minute or custom interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest, exchange-level BBO, and Calcs data (implied volatilities and Greeks)
Cboe Open-Close Volume Summary
Detailed option trading volume summary on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Daily option trades with print details and contextual market information along with optional Calcs data
Mastervol by Underlyer - Subscription
This report is a superset of proprietary option volatility analytics including implied volatilities per expiration and constant maturity, realized volatilities, Event free implied and realized volatilities, earnings information and much more.