Option EOD Summary

Our daily summary contains two market snapshots, one at 15:45 U.S. Eastern and another at end-of-day (market closing time is product dependent). Each snapshot contains the best bid and ask (NBBO) for every option series along with size. The end-of-day (EOD) snapshot has open, high, low, and closing prices (OHLC), trade volume, VWAP, and open interest.

As an additional purchase option, we provide calculations at the 15:45 snapshot for Implied Volatility and Greeks. This time is used for analytics as it is considered a more accurate representation of market liquidity compared to end-of-day.

This data set covers listed Options on U.S. Stocks, ETFs, and Indices disseminated over the Options Price Reporting Authority (OPRA) market data feed. Options on Futures & non-U.S. markets are *not* supported.


Daily file delivery

Underlying bid and ask prices are included for Stocks and ETFs, but *not* for Indices by default.

Customers with an active Cboe Global Indices (CGI) license (fees start at $1k/month) will receive values for indices that disseminate a distinct Bid/Ask (currently only ^SPX and ^OEX). License holders can contact us to receive a free supplementary file with index values for those without a published Bid/Ask (^VIX, ^XSP, etc.)

Customers that do not have a CGI license can subscribe to Index Quotes or EOD Index Quotes for desired symbols and receive values T+1.

Historical Data:

Available from January 2012 to present

One file per day or month depending on your file grouping selection. Monthly grouping may not be available for orders with a large number of symbols.

Underlying index values will only be included for ^SPX and ^OEX. Customers may obtain other optionable index values through Index Quotes or EOD Index Quotes


File specification


  • Underlying Symbol
  • Quote Date
  • Root
  • Expiration
  • Strike
  • Option Type
  • Open
  • High
  • Low
  • Close
  • Trade Volume
  • Bid Size 1545
  • Bid 1545
  • Ask Size 1545
  • Ask 1545
  • Underlying Bid 1545
  • Underlying Ask 1545
  • Active Underlying Price 1545*
  • Implied Volatility 1545*
  • Delta 1545*
  • Gamma 1545*
  • Theta 1545*
  • Vega 1545*
  • Rho 1545*
  • Bid Size EOD
  • Bid EOD
  • Ask Size EOD
  • Ask EOD
  • Underlying Bid EOD
  • Underlying Ask EOD
  • VWAP
  • Open Interest

*Field available with addition of Calcs data

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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