5 votes

VIX options historical data

Just for future visitors of this post: You can also buy VIX option data directly from the exchange where they are traded, the Cboe: [https://datashop.cboe.com]
teekanne's user avatar
4 votes
Accepted

Old CBOE SPX options data: listing and expdate issue

1 - For historical reasons options expire on Saturdays, before noon. This has to do with potential reconciliation issues that are largely gone nowadays because of back-office automation. Practically, ...
onlyvix.blogspot.com's user avatar
2 votes

What does this options' data mean?

opp_volume is probably option volume (not sure why it would be shortened to opp with extra p), not open interest. Volume is also more likely to be zero than open interest. The rest is like @SRKX wrote....
onlyvix.blogspot.com's user avatar
2 votes

What does this options' data mean?

Best bid is the highest price somebody is willing to pay to buy the option. Best off is the lowest price somebody is willing to accept to sell the option. Even if there is no trade, there may very ...
SRKX's user avatar
  • 11.1k
1 vote

CME historical option data provider

CSI: Expensive, but the data is not bad (quality wise) SIX Financial (former Telekurs): Middle tier price-wise, OK data CRB: Terrible customer service, but reasonable pricing CQG (don't know about ...
Eli's user avatar
  • 986
1 vote

Historical Options data

A reliable and goods source is ORATS it is priced reasonably though not altogether cheap, you can get it from Quandl or Orats themselves, I only subscribe for the equities and ETFs market back to 2007,...
Con Fluentsy's user avatar
1 vote

Historical S&P 500 OPTION data on WRDS, no access to Option Metrics

This all sounds very weird to me. Most universities have economics and finance departments, so it would be surprising if no one anywhere in the university has access to the Option Metrics databases. ...
Stéphane's user avatar
  • 2,476
1 vote

Data sources for historical Eurex settlement option prices

Optionmetrics IvyDB Europe offers both settlement and close tick prices. The history for options traded on Eurex go back approximately to 2002-2004 (depends on the instrument).
Eli's user avatar
  • 986
1 vote

SPX options data from the CBOE data shop

The most widely used dataset for stock returns is the CRSP dataset. If you are studying at a university it is very likely that your school will subscribe WRDS which grants you access to CRSP. ...
phdstudent's user avatar
  • 8,238
1 vote

Options Data Sources

The answer is 'no', no single database for all exchange traded instruments in the world. You can try to use Interactive Brokers symbol search service. For example, just now I've tried to search Brazil ...
plkn's user avatar
  • 121

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