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Option Trades
  • Options

Our option trades files have the supporting information needed to provide context to trading activity. Included with each trade is the trade price and size, the exchange where the trade printed, the NBBO quote and size, and the underlying Stock or ETF bid-ask. With the addition of our Calcs data, you receive the implied volatility and the calculated delta of the trade.

Global Trading Hours (GTH) are included between 03:00am-09:15am (U.S. Eastern), and the 16:15pm-17:00pm (U.S. Eastern) Curb session.

This data set covers trades on listed Options for U.S. Stocks, ETFs, and Indices disseminated over the Options Price Reporting Authority (OPRA) market data feed. Underlying bid and ask prices are also included for Stocks and ETFs, but *not* for Indices. Please contact us for information on accessing underlying Index values.

Options on Futures & non-U.S. markets are *not* supported.

Subscription:

Daily file delivery

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.

Reference:
File specification
Exchange ID Mappings
Trade Condition ID Mappings

Fields:

  • Underlying Symbol
  • Quote Datetime
  • Sequence Number
  • Root
  • Expiration
  • Strike
  • Option Type
  • Exchange Id
  • Trade Size
  • Trade Price
  • Trade Condition Id
  • Canceled Trade Condition Id
  • Best Bid
  • Best Ask
  • Trade Iv*
  • Trade Delta*
  • Underlying Bid
  • Underlying Ask

 *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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