In order to solve an exercise, I need data from real European Call Options (on the same underlying). It sounds definitely trivial, but actually I feel a bit lost...do you mind giving a link/suggestion on where can I search, please?

For instance, this link (http://www.nasdaq.com/symbol/amzn/option-chain?callput=call&expir=stan) seems perfect. There are clearly listed all the usual informations I need (maturity time, strike price,...) but I don't understand the type of the option. It says "call" but...European Call? American Call? ...

Yahoo Finance seems a great source too, but I found the same problem. For instance, here (https://finance.yahoo.com/q/op?s=IBM&m=2016-02?s=IBM160219C00135000+Options) there are the "Call options from IBM" (right?) but again..are they call of which type?

Thanks very much in advance. Regards


For the US market nearly all options on securities are american whereas the options on indexes are european.

What you can do is to use a database such as OptionMetrics which adjusts the stock american options to european options by taking into account the early exercise premium.

  • $\begingroup$ Thank you for your answer! My apologies for my ignorance, but do you mind explaining (or also give a link, it will be fine too) what is a "security" and what is an "index"? (of course, as you may imagine, I am not from the field - almost all words are new for me). Finally, what about the Yahoo Finance link above? Should they be American on European? Thanks in advance. $\endgroup$ – user19019 Jan 15 '16 at 19:33
  • $\begingroup$ IBM is a US company, so it's options are American exercise, the Dow Jones or S&P 500 is an index of 30 or 500 US stocks, those options are (usually) European exercise. $\endgroup$ – noob2 Jan 15 '16 at 19:44
  • $\begingroup$ The biggest market in the United States for European Exercise options is probably the S&P market at the CBOE. Here is a quotation for one S&P option chosen at random cboe.com/delayedquote/simplequote.aspx?ticker=SPXW1612B1860-E (You may have to type SPXW1612B1860-E in the search field if it does not automatically show up). $\endgroup$ – noob2 Jan 15 '16 at 19:54
  • $\begingroup$ @noob2 I am very grateful for the explanation. I have still two questions: 1) In you opinion, if I looked for an European company (on Yahoo Finance,), would I find options that are understood to be of the European type? 2) In your example, we found the quotation for one option. How can I extend my search for N option? In particular, I need to study more or less 20 options from the same company having a fixed maturity time. $\endgroup$ – user19019 Jan 15 '16 at 20:30
  • $\begingroup$ @noob2 I think I probably manage to solve. Are the options listed here of the type European call? (finance.yahoo.com/q/op?s=^OEX&date=1453420800) Are they on an index, right? $\endgroup$ – user19019 Jan 15 '16 at 21:08

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