Early Exercise Strike by Option Class - Subscription

This report will provide the maximum theoretical call strike price that is financially beneficial for early exercise and the minimum theoretical put strike price that is financially beneficial for early exercise on the current trading day according to a proprietary theoretical valuation model.

This proprietary valuation model uses a business day calendar with intraday time decay along with discrete dividend estimates, proprietary implied borrow rates, and proprietary arbitrage-free smoothed volatility surfaces. Files are labeled with a date-time in Central time.

One file will be delivered at the end of the day, if End of Day interval is chosen. If 15 min interval is selected, files will be delivered every 15 minutes during the day with 15 minutes delayed data.

Fields Include:

  • Underlyer
  • OptionRoot
  • Expiration
  • CallExerciseMaxStrike
  • PutExerciseMaxStrike
  • Updated

File Layout: Specification


Subscription Period

15-Minute (Intraday)


Pricing reflects internal usage, please contact sales@ftoptions.com if you would like to inquire about redistribution.

Purchase this Product




Choose Individual if you will only be using the data for yourself.

Choose Firm if you are registering the data usage to your firm

Are you signing up as an individual, or on behalf of your employer?

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
Contact Us
For technical support or to discuss how DataShop can help your business:
+1 800 307-8979 U.S.
+1 312 786-7400 Global

Your message was successfully sent.

Thank you for your inquiry. We will respond to your request shortly.

Please use the form below to get in touch with us. Select the appropriate category for your message to contact the right department.

*Required fields

We're sorry, an error occurred.