100+ datasets found
  1. o

    IvyDB Signed Volume - Daily Options Trading Volume Data

    • optionmetrics.com
    Updated Nov 15, 2023
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    OptionMetrics (2023). IvyDB Signed Volume - Daily Options Trading Volume Data [Dataset]. https://optionmetrics.com/
    Explore at:
    Dataset updated
    Nov 15, 2023
    Dataset authored and provided by
    OptionMetrics
    License

    https://optionmetrics.com/contact/https://optionmetrics.com/contact/

    Time period covered
    Jan 1, 2016 - Present
    Description

    The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. The total assigned daily volume is aggregated and updated nightly.

  2. o

    Datasets in 2012 to 2024

    • optiondata.org
    Updated Sep 3, 2022
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    (2022). Datasets in 2012 to 2024 [Dataset]. https://optiondata.org/
    Explore at:
    Dataset updated
    Sep 3, 2022
    License

    https://optiondata.org/about.htmlhttps://optiondata.org/about.html

    Description

    Historical option data in 2019 to 2021, dataset files in CSV format.

  3. d

    Historical volatility time series and Live prices on Equity Options

    • datarade.ai
    Updated Mar 9, 2023
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    Canari (2023). Historical volatility time series and Live prices on Equity Options [Dataset]. https://datarade.ai/data-products/historical-volatility-time-series-and-live-prices-on-equity-o-canari
    Explore at:
    Dataset updated
    Mar 9, 2023
    Dataset authored and provided by
    Canari
    Area covered
    Spain, United Kingdom, Italy, Sweden, Netherlands, Belgium, Norway, France, Switzerland, Germany
    Description

    This dataset offers both live (delayed) prices and End Of Day time series on equity options

    1/ Live (delayed) prices for options on European stocks and indices including: Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward Greeks : delta, vega Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
    Visit our website (canari.dev ) for more details about our forecast signals.

    The delay ranges from 15 to 40 minutes depending on underlyings.

    2/ Historical time series: Implied vol Realized vol Smile Forward
    See a full API presentation here : https://youtu.be/qitPO-SFmY4 .

    These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API

    If you need help, contact us at: contact@canari.dev

    User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.

    Here are examples of possible syntaxes:

    For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW

    data.canari.dev/IV/ALV/1224

    data.canari.dev/IV/DTE/1224/csv

    Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...

    List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group

  4. o

    Free Data

    • optiondata.org
    Updated Sep 3, 2022
    + more versions
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    (2022). Free Data [Dataset]. https://optiondata.org/
    Explore at:
    Dataset updated
    Sep 3, 2022
    License

    https://optiondata.org/about.htmlhttps://optiondata.org/about.html

    Time period covered
    Jan 1, 2013 - Jun 30, 2013
    Description

    Free historical options data, dataset files in CSV format.

  5. PEAK Options & Futures Prediction (Forecast)

    • kappasignal.com
    Updated Oct 19, 2022
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    KappaSignal (2022). PEAK Options & Futures Prediction (Forecast) [Dataset]. https://www.kappasignal.com/2022/10/peak-options-futures-prediction.html
    Explore at:
    Dataset updated
    Oct 19, 2022
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    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.

    PEAK 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

  6. o

    Datasets in the last 24 years

    • optiondata.org
    Updated Sep 3, 2022
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    (2022). Datasets in the last 24 years [Dataset]. https://optiondata.org/
    Explore at:
    Dataset updated
    Sep 3, 2022
    License

    https://optiondata.org/about.htmlhttps://optiondata.org/about.html

    Time period covered
    May 1, 2002 - Present
    Description

    Historical option data in the last 24 years, dataset files in CSV format.

  7. F

    CBOE Volatility Index: VIX

    • fred.stlouisfed.org
    json
    Updated Sep 2, 2025
    + more versions
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    (2025). CBOE Volatility Index: VIX [Dataset]. https://fred.stlouisfed.org/series/VIXCLS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Sep 2, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-09-01 about VIX, volatility, stock market, and USA.

  8. o

    Datasets in 2024

    • optiondata.org
    Updated Sep 3, 2022
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    (2022). Datasets in 2024 [Dataset]. https://optiondata.org/
    Explore at:
    Dataset updated
    Sep 3, 2022
    License

    https://optiondata.org/about.htmlhttps://optiondata.org/about.html

    Time period covered
    Jan 1, 2024 - Dec 31, 2024
    Description

    Historical option EOD data in 2021, dataset files in CSV format.

  9. T

    Finland - Total financial sector liabilities: Financial derivatives and...

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Oct 18, 2021
    + more versions
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    TRADING ECONOMICS (2021). Finland - Total financial sector liabilities: Financial derivatives and employee stock options [Dataset]. https://tradingeconomics.com/finland/total-financial-sector-liabilities-financial-derivatives-employee-stock-options-non-consolidated-eurostat-data.html
    Explore at:
    excel, json, xml, csvAvailable download formats
    Dataset updated
    Oct 18, 2021
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    Finland
    Description

    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 July 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.

  10. C

    China CN: Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call

    • ceicdata.com
    + more versions
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    CEICdata.com (2020). China CN: Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call [Dataset]. https://www.ceicdata.com/en/china/shanghai-stock-exchange-options-open-interest-daily/cn-options-shanghai-stock-exchange-300etf-open-interest-call
    Explore at:
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Apr 20, 2020 - May 8, 2020
    Area covered
    China
    Variables measured
    Open Interest
    Description

    China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call data was reported at 845.199 Contract th in 08 May 2020. This records an increase from the previous number of 834.101 Contract th for 07 May 2020. China Options: Shanghai Stock Exchange: 300ETF: Open Interest: Call data is updated daily, averaging 875.530 Contract th from Dec 2019 (Median) to 08 May 2020, with 89 observations. The data reached an all-time high of 1,336.983 Contract th in 17 Mar 2020 and a record low of 107.629 Contract th in 23 Dec 2019. China Options: Shanghai Stock Exchange: 300ETF: 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.

  11. o

    Sample Data at 2022-08-24

    • optiondata.org
    Updated Sep 3, 2022
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    (2022). Sample Data at 2022-08-24 [Dataset]. https://optiondata.org/
    Explore at:
    Dataset updated
    Sep 3, 2022
    License

    https://option.discount/privacy.htmlhttps://option.discount/privacy.html

    Time period covered
    Aug 24, 2022
    Description

    Historical option sample data at 2022-08-24, dataset files in CSV format.

  12. C

    China CN: Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call

    • ceicdata.com
    Updated Mar 25, 2025
    + more versions
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    CEICdata.com (2025). China CN: Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call [Dataset]. https://www.ceicdata.com/en/china/shanghai-stock-exchange-options-turnover-daily/cn-options-shanghai-stock-exchange-50etf-turnover-volume-call
    Explore at:
    Dataset updated
    Mar 25, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Mar 10, 2025 - Mar 25, 2025
    Area covered
    China
    Variables measured
    Turnover
    Description

    China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call data was reported at 343.928 Contract th in 13 May 2025. This records a decrease from the previous number of 540.483 Contract th for 12 May 2025. China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: Call data is updated daily, averaging 782.432 Contract th from Feb 2015 (Median) to 13 May 2025, with 2489 observations. The data reached an all-time high of 3,833.208 Contract th in 20 Jun 2019 and a record low of 5.656 Contract th in 16 Feb 2015. China Options: Shanghai Stock Exchange: 50ETF: Turnover Volume: 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: Turnover: Daily.

  13. T

    Slovakia - Financial derivatives and employee stock options

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Mar 23, 2021
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    TRADING ECONOMICS (2021). Slovakia - Financial derivatives and employee stock options [Dataset]. https://tradingeconomics.com/slovakia/financial-derivatives-employee-stock-options-eurostat-data.html
    Explore at:
    json, xml, excel, csvAvailable download formats
    Dataset updated
    Mar 23, 2021
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 1976 - Dec 31, 2025
    Area covered
    Slovakia
    Description

    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 September 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.

  14. B

    Brazil BoP: FA: Fin. Derivatives and Employee Stock Options

    • ceicdata.com
    Updated Sep 15, 2024
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    CEICdata.com (2024). Brazil BoP: FA: Fin. Derivatives and Employee Stock Options [Dataset]. https://www.ceicdata.com/en/brazil/bpm6-balance-of-payments-summary/bop-fa-fin-derivatives-and-employee-stock-options
    Explore at:
    Dataset updated
    Sep 15, 2024
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Feb 1, 2024 - Jan 1, 2025
    Area covered
    Brazil
    Description

    Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data was reported at -247.063 USD mn in Mar 2025. This records a decrease from the previous number of -1.307 USD mn for Feb 2025. Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data is updated monthly, averaging 7.553 USD mn from Jan 1995 (Median) to Mar 2025, with 363 observations. The data reached an all-time high of 2.591 USD bn in Mar 2020 and a record low of -3.415 USD bn in Sep 2024. Brazil BoP: FA: Fin. Derivatives and Employee Stock Options data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Global Database’s Brazil – Table BR.JBA004: BPM6: Balance of Payments: Capital and Financial Account. BoP: Financial Account: Financial Derivatives and Employee Stock Options

  15. F

    CBOE S&P 500 3-Month Volatility Index

    • fred.stlouisfed.org
    json
    Updated Aug 29, 2025
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    (2025). CBOE S&P 500 3-Month Volatility Index [Dataset]. https://fred.stlouisfed.org/series/VXVCLS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Aug 29, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for CBOE S&P 500 3-Month Volatility Index (VXVCLS) from 2007-12-04 to 2025-08-28 about VIX, volatility, stock market, 3-month, and USA.

  16. NSE MIDHANI Options & Futures Prediction (Forecast)

    • kappasignal.com
    Updated Nov 12, 2022
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    KappaSignal (2022). NSE MIDHANI Options & Futures Prediction (Forecast) [Dataset]. https://www.kappasignal.com/2022/11/nse-midhani-options-futures-prediction.html
    Explore at:
    Dataset updated
    Nov 12, 2022
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    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.

    NSE MIDHANI 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

  17. C

    China CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put

    • ceicdata.com
    Updated Mar 14, 2018
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    CEICdata.com (2018). China CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put [Dataset]. https://www.ceicdata.com/en/china/shanghai-stock-exchange-options-turnover-daily
    Explore at:
    Dataset updated
    Mar 14, 2018
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Mar 10, 2025 - Mar 25, 2025
    Area covered
    China
    Variables measured
    Turnover
    Description

    CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put data was reported at 522.445 Contract th in 13 May 2025. This records an increase from the previous number of 516.515 Contract th for 12 May 2025. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: Put data is updated daily, averaging 425.178 Contract th from Sep 2022 (Median) to 13 May 2025, with 638 observations. The data reached an all-time high of 1,529.257 Contract th in 24 Sep 2024 and a record low of 110.951 Contract th in 20 Sep 2022. CN: Options: Shanghai Stock Exchange: 500ETF: Turnover Volume: 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: Turnover: Daily.

  18. T

    Option Care Health | BIOS - Stock Price | Live Quote | Historical Chart

    • tradingeconomics.com
    csv, excel, json, xml
    Updated Sep 1, 2021
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    TRADING ECONOMICS (2021). Option Care Health | BIOS - Stock Price | Live Quote | Historical Chart [Dataset]. https://tradingeconomics.com/bios:us
    Explore at:
    xml, json, excel, csvAvailable download formats
    Dataset updated
    Sep 1, 2021
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2000 - Aug 31, 2025
    Area covered
    United States
    Description

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

  19. d

    Gamma Exposure (GEX) measurement of US stocks and options by Trading...

    • datarade.ai
    .json, .csv
    Updated Feb 4, 2021
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    Trading Volatility (2021). Gamma Exposure (GEX) measurement of US stocks and options by Trading Volatility [Dataset]. https://datarade.ai/data-products/gamma-exposure-gex-measurement-of-us-companies-and-indexes-tickerized-trading-volatility
    Explore at:
    .json, .csvAvailable download formats
    Dataset updated
    Feb 4, 2021
    Dataset authored and provided by
    Trading Volatility
    Area covered
    United States
    Description

    Our proprietary Skew-Adjusted Gamma Exposure measurements make adjustments to Naive GEX calculations to more accurately reflect actual gamma positioning of Market Makers who employ delta-hedging strategies. When Market Makers carry substantial negative gamma a security will often "over-react" to fundamental news. Conversely, when MMs carry substantial positive gamma a security will often "under-react" to news. Our data includes a quantified segmentation of a security's gamma distribution across all option strikes as well as across relevant expiration dates. Our website provides numerical, graphical, and historical views of all gamma data in our database. Additionally, our API access allows for easy download of csv files or import into Excel for further analysis and custom applications.

  20. C

    China CN: Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call

    • ceicdata.com
    Updated Mar 25, 2025
    + more versions
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    CEICdata.com (2025). China CN: Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call [Dataset]. https://www.ceicdata.com/en/china/shanghai-stock-exchange-options-open-interest-daily/cn-options-shanghai-stock-exchange-50etf-open-interest-call
    Explore at:
    Dataset updated
    Mar 25, 2025
    Dataset provided by
    CEICdata.com
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Mar 10, 2025 - Mar 25, 2025
    Area covered
    China
    Variables measured
    Open Interest
    Description

    China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data was reported at 656.042 Contract th in 13 May 2025. This records an increase from the previous number of 641.563 Contract th for 12 May 2025. China Options: Shanghai Stock Exchange: 50ETF: Open Interest: Call data is updated daily, averaging 1,087.796 Contract th from Feb 2015 (Median) to 13 May 2025, with 2489 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.

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OptionMetrics (2023). IvyDB Signed Volume - Daily Options Trading Volume Data [Dataset]. https://optionmetrics.com/

IvyDB Signed Volume - Daily Options Trading Volume Data

IvyDB Signed Volume

Explore at:
93 scholarly articles cite this dataset (View in Google Scholar)
Dataset updated
Nov 15, 2023
Dataset authored and provided by
OptionMetrics
License

https://optionmetrics.com/contact/https://optionmetrics.com/contact/

Time period covered
Jan 1, 2016 - Present
Description

The IvyDB Signed Volume dataset, available as an add-on product for IvyDB US, contains daily data on detailed option trading volume. Trades in the IvyDB US dataset are assigned as either buyer-initiated or seller-initiated based on the trade price and the bid-ask quote at the time of the trade. The total assigned daily volume is aggregated and updated nightly.

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