Six months of real options data: July–December 2022, 127 trading days, with all 34 CSV columns in the same format as the paid archive. Download the files to test your parser and research workflow.
TSLA: Stock options before and after the 3-for-1 split on 25 August 2022.
KO: Options on a dividend-paying stock, including its September ex-dividend date.
SPY: ETF options to compare with the SPX index contracts.
SPX (including SPXW): Index options with different expiration schedules and AM/PM settlement.
Sample rows
All 34 CSV columns, with source filenames
Six rows from the downloadable sample: TSLA before and after its split, KO on its September ex-dividend date, SPY, and SPX/SPXW contracts with AM/PM settlement. Scroll horizontally to inspect every field.
Six real options rows with all 34 CSV columns and source filenames.
Source file
contract
underlying
expiration
type
strike
style
quote_date
bid
bid_size
ask
ask_size
quote_time
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
iv_flag
delta
gamma
theta
vega
rho
2022-08-24_options.csv
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
0.500625
0.00352
-374.621197
89.287605
25.475517
2022-08-25_options.csv
TSLA220916C00300000
TSLA
2022-09-16
call
300
A
2022-08-25
11.9
12.05
6254
949
16.5
16.8
10.2
12
11.9057
1351
1802
308
2022-08-25
296.07
PM
0.465584
0.470762
0.468173
0
0.482277
0.011712
-117.000777
28.9697
7.884765
2022-09-15_options.csv
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
0.27122
0.455261
-49.088713
1.032391
0.043871
2022-09-15_options.csv
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
-0.532133
0.068874
-612.450315
8.104366
-0.5758
2022-09-15_options.csv
SPX221021C03900000
SPX
2022-10-21
call
3900
E
2022-09-15
124.4
15
125.4
15
268
10079
138.03
142.76
116.47
118.9
122.2173
39
300
23
2022-09-15
3901.35
AM
0.241384
0.243466
0.242425
0
0.537392
0.001358
-610.793381
480.433515
189.062882
2022-09-15_options.csv
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
0.57668
0.006805
-4136.25832
80.190907
6.085294
Verify the files yourself
The ZIP includes verify.py, the README and a file manifest with daily interest-rate curves. From the extracted sample folder, run python verify.py --complete day_by_date to check the complete file set, checksums, column structure and documented data rules. Python is required; no additional packages are needed.
View verification log: all 127 sample files passed
SPX and SPXW appear separately in the sample's underlying field, so the verification log reports five names.
== verifying day_by_date\2022-07-01_options.csv 6.3 MB ==
-- 2022-07-01_options.csv 6.3 MB
sha256=00a1c5086256ac6d66fc07f0045e755904fc240dbb29f90f9245ee5142c51ab2
md5=27e1f350aa38f9c4fe4747e13615b8e1
columns: 34 in file, 34/34 of the documented schema
rows 34,898 underlyings 5
iv_flag 0:30,219 1:11 2:1,557 3:1,856 5:3 6:1,252
iv 86.62% greeks 86.62% bid/ask-iv range 74.73% close 41.51% volume>0 43.21% AM 7,094 / PM 27,804
structure: header, 34 fields per row, 34 typed columns, 8 never-blank columns - checked on every row
section 8: 19 of 19 invariants checked on every row (all)
[... 126 further files omitted ...]
-- manifest.json (whole manifest)
lists 127 day(s), 2022-07-01 to 2022-12-30
127 file(s) here match their recorded SHA-256, byte count and row count
calendar coverage complete: 127 trading days (2022-07-01 to 2022-12-30), no unexplained gaps
== 127 file(s): PASS - exactly as published (complete set: 127 of 127 listed files present) ==
Datasets & Subscriptions
The US options archive begins in February 2002 and includes data from the dot-com lows, the 2008–2009 financial crisis, the COVID crash and the 2022 bear market.
Dot-com lows · 2002–2003
Prolonged drawdowns and sustained high option premiums for testing strategies through an extended downturn.
Financial crisis · 2008–2009
Severe market stress for testing tail hedges, margin requirements and volatility-targeting rules.
COVID crash · 2020
A sharp decline and recovery for studying overnight gaps, rebalancing under stress and rapid reversals.
Bear market · 2022
A lower-volatility bear market to compare with 2008 and 2020, with July–December covered by the free sample.
Dataset
Price
Purchase
24 years of option chains — historical archive
February 2002 through the latest trading day · Includes 2 months of daily updates
Included updates start at purchase and do not renew automatically. Downloaded files stay yours.
Update subscriptions provide recent and new trading days; historical archives are purchased separately.
Instant delivery after a successful purchase, your download link
appears on the confirmation page and is also sent to your email.
Refunds Archive refund requests must be submitted within 21 days of purchase. Only fully downloaded calendar months count toward usage; a partially downloaded month counts as zero. If no month is fully downloaded, the usage-based refund is 100%. Refund policy.
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%)
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·erT, 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.
HistoricalData
