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  • Asset Type: Options Remove
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Historical Data

Open-Close data is a volume summary file of trading activity on the BZX exchange that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Open-Close data is a volume summary file of trading activity on the Cboe C1 exchange (does not include activity from C2, BZX, or EDGEX) that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data for all Cboe (C1) securities goes back to 1990 and contains all series in an underlying security's chain-if it has volume. The Open-Close data is available as a data download by individual underlying symbols, or as a daily update that includes all Cboe (C1) traded options for the previous trade day's data going forward, and as bulk data that includes all Cboe (C1) traded securities for the time frame chosen. Click here for Open-Close pricing.
Open-Close data is a volume summary file of trading activity on the C2 exchange that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Open-Close data is a volume summary file of trading activity on the EDGX exchange that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and depth, the underlying bid and ask, and each of the individual exchange markets.
Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and depth, the underlying bid and ask, and each of the individual exchange markets. With the addition of our Calcs data, you receive the implied volatility and the calculated delta of the trade.