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Historical Data

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.
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.
Timestamped audit trail including analyst days dates and times.
10/2008 – present
Multicast PITCH provides a history of real-time depth of book quotations and execution information with nearly half the latency of TCP PITCH and 20% fewer PITCH events. This is achieved by using binary messages (PITCH 2.0).
The Cboe Europe Trades and Quotes Files are a historical record of the PITCH feed depth of book quotations and execution information. It is the most granular historical record offered on trade and quote level data on Cboe Europe.
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.