×
Option Quotes
  • Options

Select your own custom interval from 1 minute to end-of-day. National Best Bid and Offer (NBBO) market quote and size are captured in every snapshot along with open, high, low, close and trading volume. Underlying bid and ask prices are included at each interval for your reference. Covers U.S. Stock, ETF, and Index securities with listed options during Regular Trading Hours (RTH).

Subscription:

Intraday deliveries are posted on the customer SFTP site approximately 15 minutes after a given snapshot is recorded (Example: 9:45AM snapshot will be delivered around 10:00 AM).

For overnight delivery, a file will post daily late night/early morning

Historical Data:

Available from 2004 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.

Fields:

  • Underlying Symbol
  • Quote Datetime
  • Root
  • Expiration
  • Strike
  • Option Type
  • Open
  • High
  • Low
  • Close
  • Trade Volume
  • Bid Size
  • Bid
  • Ask Size
  • Ask
  • Underlying Bid
  • Underlying Ask

If Include Calcs selected:

  • Implied Underlying Price
  • Active Underlying Price
  • Implied Volatility
  • Delta
  • Gamma
  • Theta
  • Vega
  • Rho

If Include Open-Interest selected:

  • Open Interest

Purchase this Product

*

*

*

*

*

Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
Contact Us
For technical support or to discuss how DataShop can help your business:
OR
Phone
+1 800 307-8979 U.S.
+1 312 786-7400 Global

Your message was successfully sent.

Thank you for your inquiry. We will respond to your request shortly.

Send us a message:

*Required fields

We're sorry, an error occurred.