Our option trades files deliver rich context to trading activity. Each record includes trade price and size, the exchange of execution, NBBO quotes and sizes, and the underlying Stock or ETF bid-ask. By adding our Calcs data, you receive the implied volatility and the calculated greeks of each trade.
Global Trading Hours (GTH) currently include 03:00-09:25 AM (U.S. Eastern) and the 4:15-5:00 PM (U.S. Eastern) Curb session.
- Effective September 29, 2025: Historical orders will provide full GTH coverage, including the first GTH session from 8:15 PM to 3:00 AM ET
- Effective November 24, 2025: Full GTH coverage will be applied to all subscriptions.
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.
Effective November 24, 2025, the following updates will be applied to subscription files:
- The following trade greeks will be added after ‘trade_delta’:
- trade_gamma
- trade_vega
- trade_theta
- trade_rho
- New column ‘market_date’ will be added after ‘underlying_symbol’ to reflect the market date of the trade, which may differ from the trade execution date
- The following legacy columns will be removed:
- number_of_exchanges
- {exchange,bid_size,bid,ask_size,ask}[number_of_exchanges]
For renewals after November 24, 2025, monthly subscription fees for orders with individual symbol selections will be updated to $100/symbol for trades without calcs and $150/symbol for trades with calcs included.
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:
Historical File specification
Subscription 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
