The Option Trades file provides a complete, trade-by-trade record of options activity across the entire OPRA universe — every print on every option traded on U.S. exchanges. Each record includes the trade price and size, the executing exchange, and the prevailing NBBO at the time of the trade. Customers who add the 'Calcs' option receive, for every trade, a point-in-time implied volatility and greeks calculated at the time of execution.
This dataset 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.
Subscription:
Daily file delivery
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 for desired symbols and receive values T+1.
If you are looking for intraday delivery of Option Trades data, contact [email protected] for more information.
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.
Historical File specification
Subscription File specification
Exchange ID Mappings
Trade Condition ID Mappings
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)