US Options Trade-by-Trade Greeks (GRK) is a standalone, trade-level analytics dataset designed to complement the Enhanced US Options Trade-by-Trade (TBT) product. GRK provides option risk sensitivities—delta, gamma, vega, theta, rho—and theoretical price for each trade, delivered on a T+1 schedule (after midnight U.S. Eastern Time) to align with TBT’s overnight workflow.
GRK’s primary value is convenience and interoperability with TBT: customers can add GRK to quickly create a combined Trade-by-Trade-with-Greeks (TBTWG) dataset without sourcing or computing Greeks separately. The GRK specification includes standardized join keys (fields) so customers can reliably merge GRK onto TBT with minimal effort and consistent results across simple and complex executions
*GRK data is currently available for C1 only, with C2, BZX, and EDGX planned for future release.
Licensing & Redistribution Rights
This dataset is proprietary to Cboe Global Markets. External redistribution of this data is strictly prohibited.
Fee Schedules have been filed with the SEC (see “LiveVol Fees”).
Subscription Details
| Type | Delivery Schedule | File Organization | Content | Delivery Method |
| End-of-Day | Overnight after midnight U.S. Eastern | One file per exchange, per day | Trade-level Greeks and theoretical price (Delta, Gamma, Vega, Rho, Theta, theo_price) |
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File Specifications & References
- GRK File Specification
- Companion to Trade-by-Trade (TBT) dataset
- GRK is designed to be joined to TBT to form TBTWG (join keys and sample scripts provided in the GRK spec)
Historical Data Availability
| Exchange(s) | Historical Start Date |
| C1 | 2019-10-07 |
Important Data Conventions
- Delivered on a T+1 basis
