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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.

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).*

* Intraday deliveries are not currently available via DataShop, if you would like more information on this offering, please contact Livevol_Sales@cboe.com

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

Historical Data:

Available from August 2011 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.

Reference:

File specification

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

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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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