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
Cboe Open-Close Volume Summary
Detailed option trading data volume summary by capacity (Customer, Pro-Customer, Broker, Firm, MM) on Cboe exchanges (BZX, C1, C2, EDGX) available End-of-Day (EOD) and in 10-minute intervals
Enhanced US Options Trade-by-Trade Execution Detail
Trade-by-Trade (TBT) provides full transaction-level detail for every executed options trade, enabling granular market analysis and historical reconstruction.
Option EOD Summary
End-of-day snapshot and 3:45PM ET snapshot for quotes, OHLC prices, and volume summaries along with optional Calcs data (implied volatilities and Greeks)
CFE Futures Trades
Daily report of all futures trades done on the Cboe Futures Exchange (CFE) with insights into originating orders and side adding/taking liquidity
Option Quotes
1 minute or n-minute interval summaries including NBBO with size, OHLC prices, and trade volumes along with optional open interest and Calcs data (implied volatilities and Greeks)
Option Trades
Daily option trades with print details and contextual market information along with optional Calcs data (Implied Volatility & Delta)