HDDB – Historical Option Database (All Years)
Historical Option SQL Database
(February 2002 – June 2022)
This product includes all of our end of day option data in Microsoft SQL format. Please email us and ask for a sample of this data.
STRUCTURE
| recordid | The row id (example: 38066) |
| quotedate | The current trade date (example: 2019-01-02 16:00) |
| optionsymbol | The option symbol (example: AMD190111P00017500) |
| underlying | The stock or index (example:AMD) |
| underlying last | Last traded stock price (example: 18.83) |
| exchange | Deprecated |
| option_type | Call or Put |
| strike | Exercise price of option (example: 17.5) |
| expiration | When the option expires. |
| bid | The last bid price of the day |
| ask | The last ask price of the day |
| last_price | Last traded price of option during the day |
| volume | Total contracts traded for the option today |
| open interest | Open Interest (AM open interest) |
| delta | Greeks delta |
| gamma | Greeks gamma |
| theta | Greeks theta |
| vega | Greeks vega |
| iv | Implied Volatility (calculated using Black Scholes Merton) |
| Option Alias | (only important in 2010) |
| IVBid | Implied Volatility of the bid |
| IVAsk | Implied Volatility of the ask |
| T1OpenInterest | T Minus 1 Open Interest. (tomorrow’s posted open interest) |
Call for professional pricing.
As an added bonus, for HDDB purchasers only, we include the stockhistory, options statistics, interest rate history, TBill rate history, dividend history, and stock split history.
You will be able to download the data from our servers the same day of your purchase, this is approximately 350GB, and you optionally can also receive the data on an external hard drive for an added fee. Over ninety percent of customers purchasing the database request the external hard drive.
The Historical Option Database is the same data, but in a Microsoft SQL database. If you would like a sample, please ask.
Most people choose to download this product. But you can elect delivery on an external hard drive. Please let us know via email after your purchase.
Total Download size: ~ 400GB compressed. There are ~25 files to download.
Other documents and information:
File Structures
Sample Files