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]
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, ...
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....
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 ...
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 ...
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,...
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. ...
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).
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. ...
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 ...
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