Why choose our data?

Years ago when DeltaNeutral started, we too were looking for historical data prices for options. The data we found at the time was completely worthless. It was impossible to use because the data did not list the underlying stock symbol, and it only listed the open, high, low and last traded prices of the options. Surprisingly, this data vendor is still in business. There are currently other historical option price vendors out there today. Buyer beware.
With the ability of Google to search for historical option quotes, there seems to be a great divide between vendors. This is true not only in price, but in usability of the data. So should you pay $5,000 per year, $29.95 per year or try and get the data from your broker for free?


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File Structures of our historical option data

Overview

The most popular purchase from HistoricalOptionData.com is delivered, at its core, in a format known as CSV (Commas Separated Values). Whether it is files from our historical data set, or our end of day service, the files contain multiple rows of data, with each item of data separated from the next by a comma.
Example:

      A,31.09,*,A100320C00029000,,call,29,2.2,2.19,2.23,14,312,0.2556,0.8686,10.6905,-0.9416,1.6627,ACZ
The set of rows are grouped into files, and then in many cases the text files are compressed in “zip” files. Once you receive your files, you can either use them by opening directly in a spreadsheet such as Excel, or import them into your own database.

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Overview of our historical option prices

HistoricalOptionData.com carries end of day quotes for all stock options for the U.S. Equities markets. This includes every stock, index and ETF, for every strike and expiration. We do not carry options on futures, commodities or Forex currencies or options for other countries.

How many symbols do you carry?

Currently the number of stocks, indexes and ETFs that are optionable is approximately 3,550. We carry all listed options for these symbols, for all strikes and all expiration dates. On a typical trading day, this is around 390,000 distinct option contracts. Each underlying symbol has an average of 100 contracts listed at any given time.

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