Products tagged with 'Options'

Optsum data is an end of day index option summary for CBOE traded options in ^SPX, ^OEX, and ^VIX with volume traded, open interest, open, high, low and last sales prices for every series in chain.

MDR data is all quote updates and trade data captured by Cboe's internal data retrieval systems.

Our 13F subscription tracks quarterly position disclosures made by institutional investors as required by the SEC. The file contains the most recent disclosures made by each filer, whether it be from the last quarter or the quarter prior (as filers have a 45 day deadline after quarter end).

This report will provide the maximum theoretical call strike price that is financially beneficial for early exercise and the minimum theoretical put strike price that is financially beneficial for early exercise on the current trading day according to a proprietary theoretical valuation model.

This report is a superset of proprietary option volatility analytics including implied volatilities per expiration and constant maturity, realized volatilities, Event free implied and realized volatilities, earnings information and much more.

This report provides parameters which define the volatility surface per optionclass calculated by a proprietary Volatility Surface Fitter.