Historical Options Dataset
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The historical options data set is a comprehensive collection US index and stock options data from 2010.

The bundle provides detailed end-of-day option chains for over 5800 tickers, including bid and ask quotes as well as implied volatilities and Greeks for both puts and calls.


File Format
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Each data row is comma separated with the below fields:

Trade Date,Strike,Expiry Date,Call/Put,Last Trade Price,Bid Price,Ask Price,Bid Implied Volatility,Ask Implied Volatility,Open Interest,Volume,Delta,Gamma,Vega,Theta,Rho


Notes:

- Data is end-of-day data (sampled 30 seconds prior to close to avoid large rebalancing orders which corrupt the prices)
- All options for over 5800 US equities and indices