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Open-Close

Open-Close data is a volume summary file that summarizes the volume (contracts traded) by origin (customer and firm orders only), original order size and the opening or closing position of the order. The Open-Close volume is further broken into categories of buy/sell, open/close and order size "buckets". The data for all CBOE securities goes back to 1990 and contains all series in an underlying security's chain-if it has volume. The Open-Close data is available as a data download by individual underlying symbols, or as a daily update that includes all CBOE traded options for the previous trade day's data going forward, and as bulk data that includes all CBOE traded securities for the time frame chosen. Click here for Open-Close pricing.
Fields include:
  • quote_date
  • underlying_symbol
  • root
  • expiry
  • strike
  • type
  • firm_open_buys
  • firm_close_buys
  • firm_open_sells
  • firm_close_sells
  • cust_open_buys_small
  • cust_close_buys_small
  • cust_open_sells_small
  • cust_close_sells_small
  • cust_open_buys_medium
  • cust_close_buys_medium
  • cust_open_sells_medium
  • cust_close_sells_medium
  • cust_open_buys_large
  • cust_close_buys_large
  • cust_open_sells_large
  • cust_close_sells_large
  • series_type
  • product_type
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Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
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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.