• Twitter YouTube Facebook LinkedIn Apps RSS Feed
BROWSE or REFINE
  • Currently shopping by:
  • Data Type: Quotes Remove
  • Data Type: Skew Remove
  • Data Type: Tick Remove
  • Data Type: Vix Spot Remove
  • Data Type: Volume Summary Remove
  • Data Type: Constituents & Roll Remove
  • Data Type: Dividends Remove

Historical Data

Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll 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 as far back as 1990 or based on the index option availability in ^SPX, ^OEX, and ^VIX. *For a similar product for all securities with equity and index options, please see the End-of-Day Option Quotes Data offering.
Historical S&P 500 (SP) and e-mini futures (ES) trades from the Chicago Mercantile Exchange.
VIX index (spot) values are the intraday values of the index only. This data is available starting from January, 1992. The frequency of the VIX index values is every minute for data prior to 2004 and every 15 seconds, including milliseconds, from 2004 and after.
Dividend dates and amounts.
1/1/2006 – present
ETF dates and amounts. 1,700 USA ETFs covered.
1/2006 – present