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This dataset is a combination of four years of Apple ($AAPL) options end of day quotes ranging from 01-2016 to 03-2023. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

REMEMBER: Apple stock split on August 28, 2020. This will be reflected in the data. Keep this in mind!

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2016 and Q1 2023.

This dataset contains data for American options, which can be exercised on or before expiration date. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $SPY Option Chains - $NVDA Option Chains - $QQQ Option Chains

Free historical options data, dataset files in CSV format.

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This dataset is a combination of three years of SPDR S&P 500 ETF Trust ($SPY) options end of day quotes ranging from 01-2020 to 12-2022. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2020 and Q4 2022.

This dataset contains data for American options, which can be exercised on or before expiration data. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $AAPL Option Chains - $NVDA Option Chains - $QQQ Option Chains

Title: Historical Options Data for BANKNIFTY Index

Description: This dataset provides historical options data for the BANKNIFTY index, which is the benchmark index for the banking sector in India. The dataset includes information on the ticker, date, time, open, high, low, close, volume, and open interest for various call options contracts.

The data is provided in CSV format and covers the time period from March 1, 2021 to the present day. Each row in the dataset corresponds to a single options contract, and includes information on the opening and closing prices, as well as the trading volume and open interest for that contract.

Columns:

Ticker: the ticker symbol for the options contract (string) Date: the date when the contract was traded (date) Time: the time when the contract was traded (time) Open: the opening price for the contract (float) High: the highest price for the contract during the trading session (float) Low: the lowest price for the contract during the trading session (float) Close: the closing price for the contract (float) Volume: the total number of contracts traded during the session (int) Open Interest: the number of outstanding contracts at the end of the session (int) Example entry:

Ticker Date Time Open High Low Close Volume Open Interest BANKNIFTY01APR2130600CE 03/01/2021 12/31/1899 14:39 5057.2 5065 5057.2 5065 50 48000

This dataset can be used to perform various types of analysis on options trading for the BANKNIFTY index, such as calculating the daily trading volume and open interest, identifying trends and patterns in the price movements of options contracts, and developing models to predict future price movements based on historical data.

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This dataset is a combination of two years of Invesco QQQ Trust Series 1, $QQQ, options end of day quotes ranging from 01-2020 to 12-2022. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2020 and Q4 2022.

This dataset contains data for American options, which can be exercised on or before expiration data. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $SPY Option Chains - $NVDA Option Chains - $AAPL Option Chains

IF YOU FIND THIS CONTENT USEFUL, PLEASE LEAVE AN UPVOTE, COMMENT, AND/OR FOLLOW!

This dataset is a combination of three years of NVIDIA ($NVDA) option chain end of day quotes ranging from 01-2020 to 12-2022. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

REMEMBER: Apple stock split on July 20th, 2021. This will be reflected in the data. Keep this in mind!

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2020 and Q4 2022.

This dataset contains data for American options, which can be exercised on or before expiration data. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

Similar Datasets: - $TSLA Option Chains - $SPY Option Chains - $AAPL Option Chains - $QQQ Option Chains

Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data was reported at 516.962 JPY bn in Nov 2018. This records a decrease from the previous number of 749.344 JPY bn for Oct 2018. Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data is updated monthly, averaging 228.702 JPY bn from Jun 1989 (Median) to Nov 2018, with 354 observations. The data reached an all-time high of 1,544.252 JPY bn in May 2013 and a record low of 44.521 JPY bn in Jul 2005. Japan OSE: Turnover: Value: Nikkei 225 Call and Put Options data remains active status in CEIC and is reported by Japan Exchange Group. The data is categorized under Global Database’s Japan – Table JP.Z016: Osaka Exchange Inc: Futures and Options.

Index Time Series for Global X NASDAQ 100 Covered Call ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund will invest at least 80% of its total assets in the securities of the underlying index. The CBOE NASDAQ-100® BuyWrite Index is a benchmark index that measures the performance of a theoretical portfolio that holds a portfolio of the stocks included in the NASDAQ-100® Index, and writes (or sells) a succession of one-month at-the-money NASDAQ-100® Index covered call options. It is non-diversified.

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Index Time Series for Global X S&P 500® Covered Call ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests at least 80% of its total assets in the securities of the underlying index. The underlying index measures the performance of a hypothetical portfolio that employs a covered call strategy. A covered call strategy is generally considered to be an investment strategy in which an investor buys a security, and sells (or writes) a call option on that security in an attempt to generate more income.

Index Time Series for Credit Suisse X-Links Silver Shares Covered Call ETN. The frequency of the observation is daily. Moving average series are also typically included. The index measures the return of a "covered call" strategy on the shares of the iShares® Silver Trust (the "SLV Shares") by reflecting changes in the price of the SLV Shares and the notional option premiums received from the notional sale of monthly call options on the SLV Shares less notional transaction costs incurred in connection with the covered call strategy.

Index Time Series for Global X NASDAQ 100® Risk Managed Income ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund invests at least 80% of its total assets in the securities of the Nasdaq-100 Monthly Net Credit Collar 95-100 Index (underlying index). The underlying index measures the performance of a risk managed income strategy that holds the underlying stocks of the NASDAQ 100® Index and applies an options collar strategy (i.e., a mix of short (sold) call options and long (purchased) put options) on the NASDAQ 100® Index. The fund is non-diversified.

Index Time Series for SHP ETF Trust - NEOS S&P 500 High Income ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing in a portfolio of stocks that make up the S&P 500® Index and a call options strategy, which consists of a mix of written (sold) call options and long (bought) call options on the S&P 500® Index. Under certain circumstances, the call options strategy may include transactions with covered call options.

Korea KOSPI 200 Option: Call: Purchase: Contract: Other data was reported at 409.456 Unit th in Jun 2018. This records a decrease from the previous number of 478.236 Unit th for May 2018. Korea KOSPI 200 Option: Call: Purchase: Contract: Other data is updated monthly, averaging 517.516 Unit th from Dec 1999 (Median) to Jun 2018, with 223 observations. The data reached an all-time high of 2,289.357 Unit th in Sep 2003 and a record low of 61.558 Unit th in Jan 2000. Korea KOSPI 200 Option: Call: Purchase: Contract: Other data remains active status in CEIC and is reported by Korea Exchange. The data is categorized under Global Database’s Korea – Table KR.Z020: Korea Exchange: Options Market: KOSPI 200 Options: Turnover by Type of Investors.

Index Time Series for TrueShares Structured Outcome (April) ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its assets in options on the S&P 500 Price Index. It will purchase call options and sell put options on the S&P 500 Price Index or an ETF that seeks to track the performance of the S&P 500 Price Index on each Initial Investment Day with an expiration on the next Roll Date.

Korea KOSPI 200 Option: Call: Purchase: Contract: Security & Futures data was reported at 6,163.715 Unit th in Jun 2018. This records an increase from the previous number of 5,032.852 Unit th for May 2018. Korea KOSPI 200 Option: Call: Purchase: Contract: Security & Futures data is updated monthly, averaging 29,448.863 Unit th from Dec 1999 (Median) to Jun 2018, with 223 observations. The data reached an all-time high of 80,889.663 Unit th in Jun 2007 and a record low of 821.075 Unit th in Apr 2000. Korea KOSPI 200 Option: Call: Purchase: Contract: Security & Futures data remains active status in CEIC and is reported by Korea Exchange. The data is categorized under Global Database’s Korea – Table KR.Z020: Korea Exchange: Options Market: KOSPI 200 Options: Turnover by Type of Investors.

Korea KOSPI 200 Option: Call: Purchase: Contract: Individual data was reported at 11,957.536 Unit th in Oct 2018. This records an increase from the previous number of 6,864.171 Unit th for Sep 2018. Korea KOSPI 200 Option: Call: Purchase: Contract: Individual data is updated monthly, averaging 36,519.037 Unit th from Dec 1999 (Median) to Oct 2018, with 227 observations. The data reached an all-time high of 99,801.088 Unit th in Apr 2003 and a record low of 2,220.492 Unit th in Dec 1999. Korea KOSPI 200 Option: Call: Purchase: Contract: Individual data remains active status in CEIC and is reported by Korea Exchange. The data is categorized under Global Database’s South Korea – Table KR.Z020: Korea Exchange: Options Market: KOSPI 200 Options: Turnover by Type of Investors.

Context

The implied volatility of the Korean market is represented by the index called VKOSPI. An underlying asset of VKOSPI is KOSPI200, which is widely known as a Korean blue-chip index. VKOSPI is calculated based on KOSPI200 options. To put it simple, KOSPI200 and VKOSPI is analogous to S&P500 and VIX in the US.

For more info
KOSPI200
VKOSPI

About the data

• Each row represents a trading day. Note that trading days don't include the weekends and holidays.
• For stands for Foreigners, while Indiv stands for Individuals.
• Amount in the column names represents (Price)*(Quantity), while Quantity only represents the quantity.
• Call, Put, and Future represent Call option of KOSPI200, Put option of KOSPI200, and Future of KOSPI200 respectively.
• Day_till_expiration refers to the days left untill the expiration day of options. Note that every second Thursday is the expiration day.

Usage of dataset

The dataset includes data mainly related to options.

Background Knowledge

Options

Options are financial instruments that are derivatives based on the value of underlying securities such as stocks. An options contract offers the buyer the opportunity to buy or sell—depending on the type of contract they hold—the underlying asset. Unlike futures, the holder is not required to buy or sell the asset if they choose not to.
- Call options allow the holder to buy the asset at a stated price within a specific timeframe.
- Put options allow the holder to sell the asset at a stated price within a specific timeframe.
Each option contract will have a specific expiration date by which the holder must exercise their option.

Volatility

In finance, volatility (symbol σ) is the degree of variation of a trading price series over time, usually measured by the standard deviation of logarithmic returns.
Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price of a market-traded derivative (in particular, an option).

Open Interest

Open interest is the total number of outstanding derivative contracts, such as options or futures that have not been settled for an asset.

P/C Ratio

The put-call ratio is calculated by dividing the number of traded put options by the number of traded call options.

For more info

Options Definition
Volatility Definition
Open Interest Definition
P/C Ratio Definition

Index Time Series for Listed Funds Trust - TrueShares Structured Outcome (February) ETF. The frequency of the observation is daily. Moving average series are also typically included. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its assets in options on the S&P 500 Price Index. It will purchase call options and sell put options on the S&P 500 Price Index or an ETF that seeks to track the performance of the S&P 500 Price Index on each Initial Investment Day with an expiration on the next Roll Date.

Inspiration

If you find this dataset useful, pls drop a like.

Description

Here you can find daily in-depth data about the most liquid US bonds ETFs. I provide prices, volumes, and connected options' data. In my opinion, it's the best ETFs datasets on Kaggle you can find.

The data is presented in CSV format as follows: 1. Date. 2. Close Price. 3. Open Price. 4. Low Price. 5. High Price. 6. Volume - Total number of shares traded on security on the date. 7. Average Bid Ask Spread % - Average of all bid/ask spreads taken as a percentage of the mid price. 8. Total Put Volume - The total amount of put option contracts (all strike prices and all expiration dates) traded during the previous trading day. If there were no trades the previous day, this field will return the latest volume available, if any, from the most recent 10 trading days. 9. Total Call Volume - The total amount of call option contracts (all strike prices and all expiration dates) traded during the previous trading day. If there were no trades the previous day, this field will return the latest volume available, if any, from the most recent 10 trading days. 10. Put Call Open Interest Total - Total number of call and put option contracts (all strike prices and expiration dates) that have not been closed, liquidated, or delivered for the security during the previous trading day. 11. Call Open Interest Total - The total number of call option contracts (all available strikes and expirations) outstanding for a given underlying as of the close of the previous trading day, as reported by the exchange. 12. Short Interest - Total number of shares investors have sold short but have not yet bought back. 13. Short Interest Ratio - Short Interest divided by the average daily trading volume.

P.S. For historical values, the dates represent the end date of the period the data is for, not the date when the data was made publicly available. For example, if the data is for the two-week period ending on October 15 and that data is made publicly available on October 25, the date shown is October 15. For options' columns and bid-ask spread the data available from 2012 year.