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


1 Answer 1


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
    Commented Jan 15, 2016 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. $\endgroup$
    – nbbo2
    Commented Jan 15, 2016 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). $\endgroup$
    – nbbo2
    Commented Jan 15, 2016 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
    Commented Jan 15, 2016 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
    Commented Jan 15, 2016 at 21:08

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