Continuous 1-minute TAQ bar for U.S. options with 59 analytics, including OHLC from trades and quotes, NBBO metrics, and spread statistics.
Tick-level U.S. options trades paired with full top-of-book quote context and underlying reference data.
Minute-level OPRA-based options bar with ~60 analytical fields derived from consolidated trades and top-of-book quotes.
Tick-level U.S. options trades and NBBO quotes only, filtered from OPRA TAQ for efficient execution and best-price analysis.
Daily end-of-day options analytics including theoretical price, implied volatility, and Greeks, computed from last-minute mid-prices using Black-Scholes-Merton models.
Tick-level U.S. options trades with NBBO and underlying market context captured at execution time.
Comprehensive security master for U.S. OPRA options contracts, including contract specifications, lifecycle dates, and settlement details for standard and adjusted options.
Root-level security master for U.S. OPRA options, providing stable identifiers and core attributes for all listed and delisted option roots since 2012.
This dataset provides the time, price, and size of daily open, high, low, and close for bid/ask/trade. For CBOE proprietary index options, indicative bid and ask data is provided. Additionally, Curb session close bid and ask details are available for SPX, VIX, and XSP options
Minute-level, trade-only options bar with OHLC, volume, VWAP, and underlying bid/ask snapshots.
Daily open interest for U.S. options contracts, consolidated across all OPRA-reporting exchanges.
Daily OCC reference data covering non-standard (adjusted) U.S. equity option contracts, including detailed special settlement and delivery component information.
Daily OCC reference data covering all U.S. listed options, including option symbols, underlying securities, and position limits.
Tick-level trade data for U.S. index options during Cboe Global Trading Hours, including NBBO context at execution time.
Tick-level trades and quotes for U.S. index options during Cboe Global Trading Hours (overnight sessions).