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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.

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.

Context

This Data is gathered from NSE website for the past three months I am posting this here so people can analyse this data and gather meaningful insights from this.

Example - Probability of Stock ending up at Max Pain with the help of Open Interest.

Content

The dataset contains stock symbol with which it is traded, Expiry Date. Strike Price and the Option pricing of the Symbol at that Strike price.

Acknowledgements

I thank the people working at NSE for publishing these reports everyday.

Inspiration

Whenever we want to initiate an Options trade we look at various parameters like OpenInterest, Change in OI, Technical Analysis Indicators before deciding to Buy/Sell the Option. Most times we need to browse to multiple websites to gather the data we need, This is an example to show how you can customise the data for our needs.

Nifty50 Futures & Options (F&O) Filtered Historical Dataset

This dataset contains filtered F&O (Futures & Options) data for Nifty50 stocks. It includes detailed information such as open interest, volume, expiry dates, instrument types, and contract metadata — curated for options trading, F&O analytics, and quantitative strategy development.

Key Features

• Instrument types: FUTSTK, OPTSTK
• Contract metadata: expiry date, strike price, option type (CE/PE)
• Daily trading data: open, high, low, close, volume, open interest
• Filtered and cleaned for Nifty50 stocks only

Use Cases

• F&O analytics and strategy backtesting
• Options chain modeling and open interest trends
• Expiry-based contract behavior analysis
• Volatility and sentiment modeling using derivatives data

License

Released under CC0 1.0 Universal Public Domain. Free to use for personal, academic, or commercial purposes.

Keywords

nifty50, futures and options, derivatives, stock market, expiry data, open interest, strike price, options chain

This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This information can be utilized for various purposes such as investment analysis, financial research, and market trend forecasting.

Option Care Health stock price, live market quote, shares value, historical data, intraday chart, earnings per share and news.

We offer three easy-to-understand equity data packages to fit your business needs. Visit intrinio.com/pricing to compare packages.

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• Historical EOD equity prices & technicals (10 years history)
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• 7 supplementary fundamental data sets

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The Silver package is ideal for startups that are in development, testing, or in the beta launch phase. Hit the ground running with 15-minute delayed and historical intraday and EOD equity prices, plus our standardized and as-reported financial statement data with nine supplementary data sets, including insider transactions and institutional ownership.

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• Standardized & as-reported financial statements (full history)
• 9 supplementary fundamental data sets

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• Live chat & email support
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Slovakia - Financial derivatives and employee stock options was MIO_NAC-500.30 Million in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Slovakia - Financial derivatives and employee stock options - last updated from the EUROSTAT on December of 2025. Historically, Slovakia - Financial derivatives and employee stock options reached a record high of MIO_NAC186.60 Million in December of 2008 and a record low of MIO_NAC-1775.10 Million in December of 2021.

Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-12-01 about VIX, volatility, stock market, and USA.

China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data was reported at 571.292 Contract th in 01 Dec 2025. This records a decrease from the previous number of 576.998 Contract th for 28 Nov 2025. China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data is updated daily, averaging 1,012.312 Contract th from Feb 2015 (Median) to 01 Dec 2025, with 2626 observations. The data reached an all-time high of 2,763.982 Contract th in 22 Nov 2019 and a record low of 4.923 Contract th in 09 Feb 2015. China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Open Interest: Daily.

CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume data was reported at 1,221.655 Contract th in 13 May 2025. This records a decrease from the previous number of 1,246.038 Contract th for 12 May 2025. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume data is updated daily, averaging 836.183 Contract th from Sep 2022 (Median) to 13 May 2025, with 638 observations. The data reached an all-time high of 3,728.811 Contract th in 24 Sep 2024 and a record low of 224.725 Contract th in 20 Sep 2022. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Turnover: Daily.

Finland - Total financial sector liabilities: Financial derivatives and employee stock options was 13.90 % of GDP in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Finland - Total financial sector liabilities: Financial derivatives and employee stock options - last updated from the EUROSTAT on November of 2025. Historically, Finland - Total financial sector liabilities: Financial derivatives and employee stock options reached a record high of 90.10 % of GDP in December of 2011 and a record low of -0.40 % of GDP in December of 1995.

Content

Merging the contents of all files from 1995 onwards. COTAHIST_AAAATXT from B3 site

Data source

http://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/equities/historical-quotes/

Basic Concepts

The COTAHIST.AAAA.TXT file contains the historical quotation data relative to the negotiation of all financial market papers during a one-year period, classified by the fields: Type of Register, Date of Exchange, BDI (Daily Information Bulletin) Code, Company Name and Negotiation Code. This subdivision can be modified according to the user’s preferences / requirements, according to the equipment and software available. The name of the file identifies the corresponding year. Ex.: COTAHIST.1990.TXT, COTAHIST.1991.TXT, Etc.

Attached Tables

CODBDI Table

02 - Round Lot
05 - Bmfbovespa Regulations Sanction
06 - Stocks Of Cos. Under Reorganization
07 - Extrajudicial Recovery
08 - Judicial Recovery
09 - Temporary Especial Management
10 - Rights And Receipts
11 - Intervention
12 - Real Estate Funds
14 - Investment Certificates / Debentures / Public Debt Securities
18 - Bonds
22 - Bonuses (Private)
26 - Policies / Bonuses / Public Securities
32 - Exercise Of Index Call Options
33 - Exercise Of Index Put Options
38 - Exercise Of Call Options
42 - Exercise Of Put Options
46 - Auction Of Non-Quoted Securities
48 - Privatization Auction
49 - Auction Of Economical Recovery Fund Of Espirito Santo State
50 - Auction
51 - Finor Auction
52 - Finam Auction
53 - Fiset Auction
54 - Auction Of Shares In Arrears
56 - Sales By Court Order
58 - Others
60 - Share Swap
61 - Goal
62 - Term
66 - Debentures With Maturity Dates Of Up To 3 Years
68 - Debentures With Maturity Dates Greater Than 3 Years
70 - Forward With Continuous Movement
71 - Forward With Gain Retention
74 - Index Call Options
75 - Index Put Options
78 - Call Options
82 - Put Options
83 - Debentures And Promissory Notes Bovespafix
84 - Debentures And Promissory Notes Somafix
90 - Registered Term View
96 - Factionary
99 - Grand Tota

Jordan JO: BoP: Financial Account: Financial Derivatives & Employee Stock Options: Assets data was reported at 0.000 USD mn in Dec 2011. This stayed constant from the previous number of 0.000 USD mn for Sep 2011. Jordan JO: BoP: Financial Account: Financial Derivatives & Employee Stock Options: Assets data is updated quarterly, averaging 0.000 USD mn from Mar 2008 (Median) to Dec 2011, with 16 observations. Jordan JO: BoP: Financial Account: Financial Derivatives & Employee Stock Options: Assets data remains active status in CEIC and is reported by International Monetary Fund. The data is categorized under Global Database’s Jordan – Table JO.IMF.BOP: BPM6: Balance of Payments: Analytical Presentation.

This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

SMIN Options & Futures Prediction

Financial data:

• Historical daily stock prices (open, high, low, close, volume)

• Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

• Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

Machine learning features:

• Feature engineering based on financial data and technical indicators

• Sentiment analysis data from social media and news articles

• Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

Potential Applications:

• Stock price prediction

• Portfolio optimization

• Algorithmic trading

• Market sentiment analysis

• Risk management

Use Cases:

• Researchers investigating the effectiveness of machine learning in stock market prediction

• Analysts developing quantitative trading Buy/Sell strategies

• Individuals interested in building their own stock market prediction models

• Students learning about machine learning and financial applications

Additional Notes:

• The dataset may include different levels of granularity (e.g., daily, hourly)

• Data cleaning and preprocessing are essential before model training

• Regular updates are recommended to maintain the accuracy and relevance of the data

Hungary - Financial derivatives and employee stock options was MIO_NAC-195961.20 Million in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Hungary - Financial derivatives and employee stock options - last updated from the EUROSTAT on December of 2025. Historically, Hungary - Financial derivatives and employee stock options reached a record high of MIO_NAC966621.70 Million in December of 2016 and a record low of MIO_NAC-568240.80 Million in December of 2023.

China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Put data was reported at 947.525 Contract th in 08 May 2020. This records an increase from the previous number of 921.740 Contract th for 07 May 2020. China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Put data is updated daily, averaging 794.029 Contract th from Dec 2019 (Median) to 08 May 2020, with 89 observations. The data reached an all-time high of 1,157.271 Contract th in 21 Feb 2020 and a record low of 73.071 Contract th in 23 Dec 2019. China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Put data remains active status in CEIC and is reported by Shanghai Stock Exchange. The data is categorized under China Premium Database’s Financial Market – Table CN.ZI: Shanghai Stock Exchange: Options: Open Interest: Daily.

Sweden - Financial derivatives and employee stock options was MIO_NAC3170.00 Million in December of 2024, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Sweden - Financial derivatives and employee stock options - last updated from the EUROSTAT on December of 2025. Historically, Sweden - Financial derivatives and employee stock options reached a record high of MIO_NAC128136.00 Million in December of 2014 and a record low of MIO_NAC-45055.00 Million in December of 2022.

Graph and download economic data for CBOE NASDAQ 100 Volatility Index (VXNCLS) from 2001-02-02 to 2025-11-28 about VIX, volatility, stock market, and USA.