The Flex Trades file includes flex trades from all exchanges, enriched with Cboe Hanweck’s proprietary theoretical price*, volatility, and greeks, published on an end-of-day basis. Flex Positions file offers analytics on flex products with outstanding positions, including our proprietary theoretical price, volatility, greeks, and vwap, with two daily snapshots taken at 16:00 ET and 16:15 ET. Cboe Hanweck’s model-fitted theoretical prices, implied volatilities, and Greeks are generated using industry-standard pricing models, sophisticated volatility surface models, and the highest quality inputs which evolve to react to changing financial markets conditions.
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Subscriptions
Flex Trades are published at the end of each trading day.
Flex Positions captures flex products with outstanding positions at 16:00ET and 16:15ET daily.
If 'Expedited' delivery preference is selected, files will be delivered prior to 17:00 ET.
Historical
Historical data available since July 2024.
Reference:
*The values (including theoretical prices of FLEX options) provided in connection with any FLEX Report and/or FLEX Trades file are provided “as is” (e.g., theoretical prices of FLEX options are estimates that may not represent fair value) and are not suitable for Net Asset Value (NAV) calculations due to (i) this product not providing the ability to initiate price challenges and (ii) lacking oversight by any governance committee or subcommittee. If you require values for NAV calculations, please contact [email protected] for the Theoretical Options Pricing Service offered by Cboe Global Indices, LLC.
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
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)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)