You have no items in your shopping cart.
Categories
  • Twitter YouTube Facebook LinkedIn Apps RSS Feed

Early Exercise Strike by Option Class - Subscription

Early Exercise Subscription
Download sample

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

Pricing:

  Subscription Period
Interval Monthly Annual

15-Minute (Intraday)

 $1,500 $18,000
EOD $1,000 $12,000

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

Buy This Product
*
*
*

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.
Total: $0.00
Information
Tools

Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker or from The Options Clearing Corporation, 125 S. Franklin Street, Suite 1200, Chicago, IL 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.