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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 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.
Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high low and last sales prices for every series in chain. The Optsum data is available as far back as 1990 or based on the index option availability in ^SPX, ^OEX, and ^VIX. *For a similar product for all securities with equity and index options, please see the End-of-Day Option Quotes Data offering.