CSV File Format & Free Sample Download

34 columns, one row per option contract. Scroll horizontally to view all fields.

CSV file format: 34 columns, shown with real options data.
contract	underlying	expiration	type	strike	style	quote_date	bid	bid_size	ask	ask_size	volume	open_interest	open	high	low	close	trade_vwap	transactions	multileg_volume	active_minutes	last_trade_date	underlying_close	settlement_time	iv_bid	iv_ask	iv	delta	gamma	theta	vega	rho
TSLA220916C00900000	TSLA	2022-09-16	call	900	A	2022-08-24	41.45	5	42.4	12	2131	11256	45.15	55	41.3	41.75	48.8283	839	293	266	2022-08-24	891.29	PM	0.501381	0.512021	0.506701	0.500625	0.00352	-374.621197	89.287605	25.475517
KO220916C00060000	KO	2022-09-16	call	60	A	2022-09-15	0.1	15	0.14	1	2101	926	0.59	0.59	0.09	0.13	0.1862	405	1072	158	2022-09-15	59.53	PM	0.213748	0.25256	0.233463	0.27122	0.455261	-49.088713	1.032391	0.043871
SPY220916P00390000	SPY	2022-09-16	put	390	A	2022-09-15	2.55	56	2.58	19	393764	85153	2.41	4.22	1.23	2.58	2.5134	64971	25477	390	2022-09-15	390.12	PM	0.280249	0.283951	0.2821	-0.532133	0.068874	-612.450315	8.104366	-0.5758
SPXW220916C03900000	SPXW	2022-09-16	call	3900	E	2022-09-15	28.5	16	28.9	11	3089	603	54.7	66.38	20.69	28.87	27.6391	814	1302	194	2022-09-15	3901.35	PM	0.280082	0.28507	0.282577	0.57668	0.006805	-4136.25832	80.190907	6.085294

Download sample (239 MB)

The sample includes six months of TSLA, KO, SPY and SPX/SPXW options data (July–December 2022). It uses the same 34-column CSV format as the paid archive.

Datasets & Subscriptions

Dataset	Price	Purchase
Full archive February 2002 through the latest trading day · Includes 2 months of daily updates	$799 · one-time	Buy
Most recent 10 years 10 years counted back from purchase · Includes 2 months of daily updates	$699 · one-time	Buy
Most recent 1 year 1 year counted back from purchase · Includes 1 month of daily updates	$199 · one-time	Buy
Daily updates New trading days · Starts with the latest three weeks · Historical archives sold separately	$79 / month	Subscribe

Payments powered by Stripe Visa Mastercard Apple Pay Google Pay

Instant delivery Your download link appears on the confirmation page and is emailed to you after payment.

Included updates Start at purchase and do not renew automatically. Downloaded files stay yours.

Refunds Request an archive refund within 21 days of purchase. Usage is based only on fully downloaded calendar months; partial months count as zero. If no month is fully downloaded, the usage-based refund is 100%. Refund policy.

Historical coverage

The full archive begins in February 2002 and covers the dot-com lows, the 2008–2009 financial crisis, the COVID crash and the 2022 bear market.

What can I study across these market periods?

Dot-com lows · 2002–2003

Study how option quotes and implied volatility changed through the later stages of the dot-com downturn and into 2003. Follow puts and calls across successive daily files, and compare shorter- and longer-dated contracts to explore how the cost of protection changed over time.

For a strategy backtest, examine a sequence of entry dates, holding periods and expirations rather than a single market low. This lets you study repeated hedging costs and sensitivity to timing. The archive starts in February 2002, so this period covers the later downturn, not the initial decline from the 2000 peak.

Financial crisis · 2008–2009

Explore how option pricing and trading activity behaved during the financial crisis. Compare bid/ask spreads, volume and open interest across strikes and expirations, and examine the difference between put and call implied volatility where values are available.

Use the daily chains to test how a simulated hedge changes with its purchase date, strike and time to expiration. Compare results using bid/ask-based execution assumptions with midpoint assumptions to see how sensitive a backtest is to trading costs during stressed markets.

COVID crash · 2020

Follow daily option chains through the COVID selloff and subsequent recovery. Compare changes in underlying prices, option quotes and implied volatility, and examine how shorter- and longer-dated contracts responded over the same dates.

This period supports research into hedge entry and exit timing: compare a position held through the reversal with one closed or rebalanced on a predefined daily schedule. The files provide end-of-day observations; they do not reconstruct the intraday sequence of quotes or establish the price at which a simulated order would have filled.

Bear market · 2022

Compare the 2022 bear market with the 2008–2009 and 2020 periods using the same contract-selection and daily rebalancing rules. Examine the duration of drawdowns, changes in implied volatility and the cumulative cost of maintaining option positions across multiple expirations.

The free sample contains July–December 2022 data for TSLA, KO, SPY and SPX/SPXW. Use it to build and check your date filters, contract matching and quote-handling rules before extending the analysis to earlier periods or additional underlyings in the paid archive.

Understanding quotes & trading activity

Use trade counts, activity measures and bid/ask implied volatility to interpret end-of-day option chains.

1. `volume` includes multi-leg trades

contract              underlying  expiration  type  strike  style  quote_date  volume   multileg_volumeSPY261030P00570000    SPY         2026-10-30  put   570     A      2026-08-12  150011   150000

This SPY option row reports volume = 150011 and multileg_volume = 150000, showing substantial activity in multi-leg orders. Read both fields before treating total volume as trading in this contract alone. Subtraction does not reliably establish the number of contracts traded outside multi-leg orders; see multi-leg volume interpretation.

2. High volume can come from one trade

contract              underlying  expiration  type  strike  style  quote_date  volume  active_minutes  transactionsHYG270115P00070000    HYG         2027-01-15  put   70      A      2026-08-11  25016   1               1

All 25,016 contracts traded in one transaction, within a single minute. Check transactions and active_minutes: high volume alone does not show sustained trading activity.

3. Bid and ask imply different volatilities

contract              underlying  expiration  type  strike  style  quote_date  iv_bid    iv        iv_askMETA280616C00155000   META        2028-06-16  call  155     A      2026-08-11  0.315956  0.638340  0.746453

The relative bid-ask spread in volatility terms is (iv_ask − iv_bid) ÷ iv = 0.67 here, compared with below 0.22 for half the rows that day. This measures quote disagreement, not a measured error in IV; inspect both sides before relying on the midpoint estimate.

4. Calculation status

A flag of 1 means iv was solved without pricing dividends; use it with caution for dividend-paying or hard-to-borrow underlyings. See flag definitions.

File Format & Columns

One CSV file per trading day, with 34 columns in a fixed order. Missing values are empty fields, not zeros.

Available from is the earliest date a field carries data, not a guarantee that every later row has a value. Columns 26–34 are computed from the quotes. IV & Greeks calculation methodology.

#	Column	Type	Description	Available from
1	`contract`	Text	Option contract symbol, e.g. `AAPL220617C00150000`.	2002-02-08
2	`underlying`	Text	Underlying symbol (indices carry no prefix)	2002-02-08
3	`expiration`	Date	Expiration date (YYYY-MM-DD).	2002-02-08
4	`type`	Text	`call` or `put`	2002-02-08
5	`strike`	Number	Strike price in dollars; index points for index options.	2002-02-08
6	`style`	Text	Exercise style — `A` American, `E` European	2002-02-08
7	`quote_date`	Date	Trading date represented by the file (YYYY-MM-DD).	2002-02-08
8	`bid`	Number	Best standing bid at the end of the day, in dollars per share, or index points. Blank when no bid is available.	2002-02-08
9	`bid_size`	Integer	Bid size in contracts	2005-01-03
10	`ask`	Number	Best standing ask at the end of the day, in dollars per share, or index points. Blank when no ask is available.	2002-02-08
11	`ask_size`	Integer	Ask size in contracts	2005-01-03
12	`quote_time`	Datetime	Last update time of the standing bid/ask quote, in ISO 8601 UTC. Can be earlier than `quote_date`.	2026-08-06
13	`volume`	Integer	Number of contracts traded that day, including multi-leg trades.	2002-02-08
14	`open_interest`	Integer	Number of outstanding contracts, reflecting the prior business day’s close.	2002-02-08
15	`open`	Number	First trade price of the day, in dollars per share, or index points.	2014-06-02
16	`high`	Number	Highest trade price of the day, in dollars per share, or index points.	2014-06-02
17	`low`	Number	Lowest trade price of the day, in dollars per share, or index points.	2014-06-02
18	`close`	Number	Last trade price of the day, in dollars per share, or index points.	2002-02-08
19	`trade_vwap`	Number	Volume-weighted average trade price, in dollars per share, or index points.	2014-06-02
20	`transactions`	Integer	Number of trades	2014-06-02
21	`multileg_volume`	Integer	Reported contract volume attributed to multi-leg orders. Can exceed `volume`; subtraction does not reliably give volume traded outside multi-leg orders. Blank means unknown, not zero. See interpretation.	2019-11-04
22	`active_minutes`	Integer	One-minute windows containing at least one trade	2014-06-02
23	`last_trade_date`	Date	Most recent trading date observed for this contract within the archive, up to the file date.	2002-02-08
24	`underlying_close`	Number	Unadjusted underlying close in dollars, or index level. Some rows use a quote-time price; see exceptions below.	2002-02-08
25	`settlement_time`	Text	`AM` or `PM` settlement. Blank when undetermined.	2002-02-08
26	`iv_bid`	Number	Implied volatility solved independently from the bid; decimal (0.32 = 32%).	2002-02-08
27	`iv_ask`	Number	Implied volatility solved independently from the ask; decimal (0.32 = 32%).	2002-02-08
28	`iv`	Number	Implied volatility from the mid price; decimal (0.32 = 32%)	2002-02-08
29	`iv_flag`	Integer	Solve status, 0–7; always present. See status definitions.	2002-02-08
30	`delta`	Number	Option price sensitivity per $1 move in the underlying, or one index point.	2002-02-08
31	`gamma`	Number	Change in delta per $1 move in the underlying, or one index point.	2002-02-08
32	`theta`	Number	Time decay per year — divide by 365 for a day	2002-02-08
33	`vega`	Number	Price change per 1.00 of volatility — divide by 100 for one vol point	2002-02-08
34	`rho`	Number	Price sensitivity per 1.00 change in interest rate. Divide by 100 for one percentage point, or by 10,000 for one basis point.	2002-02-08

underlying_close uses a quote-time last trade price for stocks and ETFs before 10 September 2003, underlyings without a trade that day, and these indices without an available official close: NDX, HGX, OSX, UTY, XAU, XDA, XDB, XDC, XDE, XDN, XDS and XDZ.

Reading `iv_flag`

This field identifies how iv was calculated, or why it is missing. Flags 0 and 1 distinguish a put-call-parity forward from a fallback that ignores dividends.

Flags 0–1: iv and all five Greeks are populated. Flags 2–7: those fields are blank. iv_bid and iv_ask are solved independently and are not governed by this flag.

Value	Meaning
`0`	Solved; forward taken from put-call parity.
`1`	Solved; fallback forward S·e^rT, with no usable parity pair. Dividends are not priced in.
`2`	No usable mid price; one or both quote sides are missing.
`3`	Mid price violates the no-arbitrage lower bound.
`4`	Solver did not converge.
`5`	No solution below the 500% volatility ceiling.
`6`	No trading time remains to expiry; implied volatility is undefined.
`7`	A required input was missing.

Coverage & Conventions

Topic	Product scope
End-of-day observations	Each HistoricalData.net options row combines a contract's last standing bid/ask quote, daily trading activity and calculated values. Quotes across contracts are not synchronized snapshots. Quote timestamps are available from 6 August 2026; see quote timing and calculations.
Historical coverage	The archive begins in February 2002. Field start dates are listed under Available from; coverage varies by contract and date. The delivery manifest and coverage notes document available files and historical exceptions.
Adjusted contracts	Corporate-action adjusted contracts, such as non-standard `PFE1` contracts, are not included in the archive through 5 August 2026. Daily capture includes them when available from 6 August 2026. This distinction matters when following positions across corporate actions.
Time to expiry	IV and Greeks use a calendar-day convention with AM/PM settlement adjustments. They are not intraday expiry-time calculations; midpoint IV and Greeks are blank when calculated time remaining is zero. See the time-to-expiry convention.

Historical US options data — end-of-day chains