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Historical Data

Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high, low and last sales prices for every series in chain. The Optsum data is available from 2005 through 9/30/2019, or based on the index option availability in ^SPX, ^OEX, and ^VIX. For data prior to 2005, please contact sales@livevol.com.

* If you are interested in ^SPX, ^VIX, or ^OEX option quotes data for dates after 9/30/2019, please go to the End of Day Option Quotes (https://datashop.cboe.com/option-quotes) or End of Day Option Quotes with Calcs (https://datashop.cboe.com/option-quotes-end-of-day-with-calcs) pages for similar datasets. Both EOD Option Quotes datasets provide data beginning in 2004 for all equity and index options.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
Cboe FX Order Book (Order Event History) replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly. Available Currency Pairs.
Timestamped audit trail including confirmed schedules in advance of investor conferences and confirmations and changes to scheduled company presentations.
7/2008 – present

Select your own custom interval from 1 minute to End-of-day, NBBO market quote and size are captured in every snapshot along with open, high, low, close and trading volume. Underlying bid and ask prices are included at each interval for your reference. Covers U.S Stock, ETF, and Index securities with listed options.


In addition to OHLC, Volume, and NBBO markets at each interval, you may select and include the following:

  • Calcs: Midpoint Implied Volatility, Delta, Gamma, Theta, Rho*
  • BBO of each individual exchange*
  • Open Interest: Start-of-day Open Interest for each option (Optional)
*Base order must include at least 1 selection between Calcs or BBO of Each Exchange.


A separate subscription to nightly ongoing updates of this data-set is also available, please see: Option Quotes Intervals – Subscription


Reference Files:
Exchange ID Mapping: Exchange IDs