Cboe Hanweck Options data—underlying securities for all major exchanges across the US

Test your strategy using historical data for US equities, options, and pre-computed derived data.

Sample Cboe data

Access Sample Data

  • Integrate the highest quality implied volatilities, Greeks*, and theoretical values into your research.
  • Compute the overall sensitivities of an entire portfolio of options.
  • Analyze best bid and ask quotes, plus underlying and settlement prices.

Key Features

  • Long History
  • Weekly updates
  • Highly accurate end-of-day Options pricing / No ‘Look-Ahead Bias”
  • Underlying Securities for all major exchanges across the US covering 6,000 companies, ETFs, and Indices

Contact us

CBOE | www.cboe.com | RMADataSales@cboe.com

* Greeks refer to a set of parameters commonly used to assess the risk of either a particular option position or a portfolio of option positions collectively.

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