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  • Data Type: Quotes Remove
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Historical Data

Open-Close data is a volume summary file for trading activity on the C2 exchange. It summarizes and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). 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 for trading activity on the EDGX exchange. It summarizes and buckets the volume by origin (customer, professional customer, broker-dealer, and market maker), buying/selling, and opening/closing criteria. The customer and professional customer volume is further broken down into trade size buckets (less than 100 contracts, 100-199 contracts, greater than 199 contracts). The data currently goes back to 1/2/2018 and contains all series in an underlying security's chain-if it has volume.
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. In addition to NBBO markets, the BBO of each individual exchange is included in the data set. Underlying bid and ask prices are included at it interval for your reference.
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. The intervals with calcs data set includes midpoint implied volatility, Delta, Gamma, Theta, Vega and Rho at each interval. Underlying bid and ask prices are included at it interval for your reference.
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 from 1990 through 9/30/2019, or based on the index option availability in ^SPX, ^OEX, and ^VIX.

* 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.