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Options Trade Data with Calcs – Monthly Subscription

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 depth, the underlying bid and ask, and each of the individual exchange markets. With the addition of our Calcs data, you receive the implied volatility and the calculated delta of the trade. Sign up for a one month subscription and receive nightly delivery of your files via our FTP site.
Fields include:
  • 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
  • Number Of Exchanges
    • Exchange
    • Bid Size
    • Bid
    • Ask Size
    • Ask
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Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.