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Welcome to our new and improved Cboe DataShop!
Option Quotes
  • Options

Select your own custom interval from 1 minute to end-of-day. National Best Bid and Offer (NBBO) market quote and size are captured in every snapshot along with open, high, low, close and trading volume. Underlying bid and ask prices are included at each interval for your reference. Covers U.S. Stock, ETF, and Index securities with listed options.

Orders must contain at least one selection between:

  • Calcs: Midpoint Implied Volatility, Delta, Gamma, Theta, Rho
  • BBO: Best bid and offer on each individual exchange

As an additional purchase option, Open Interest can be included

  • Open Interest: Start-of-day Open Interest for each option

Subscription:

Subscription can be found here

Historical Data:

Available from 2004 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.

Fields:

  • Underlying Symbol
  • Quote Datetime
  • Root
  • Expiration
  • Strike
  • Option Type
  • Open
  • High
  • Low
  • Close
  • Trade Volume
  • Bid Size
  • Bid
  • Ask Size
  • Ask
  • Underlying Bid
  • Underlying Ask

If Include Calcs selected:

  • Implied Underlying Price
  • Active Underlying Price
  • Implied Volatility
  • Delta
  • Gamma
  • Theta
  • Vega
  • Rho

If Include Open-Interest selected:

  • Open Interest

If Include BBO of Each Exchange selected:

  • Level 2

Purchase this Product

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Choose a single date by double-clicking the same day. Or choose a date range by clicking once on a start date, and then again on an end date. Date ranges can span multiple months and years.

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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Subtotal: $0.00
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