Retrieving option data from CBOE
The Chicago Board Options Exchange ( CBOE) trades options and futures. There is a lot of free data available on the CBOE web pages. For example, we could enter a ticker to download its related option data. To download IBM's option data, we perform the following two steps:
Go to http://www.cboe.com/DelayedQuote/QuoteTableDownload.aspx.
Enter
IBM, then click on Download.
The first few lines are shown in the following table. According to the original design, the put data is arranged side by side with the call data. In order to have a clearer presentation, we move the put option data under the call:
|
IBM (International Business Machines) |
172.8 |
-0.57 | ||||||
|
December 15, 2013 @ 10:30 ET |
Bid |
172.51 |
Ask |
172.8 |
Size |
2x6 |
Vol |
4184836 |
|
Calls |
Last Sale |
Net |
Bid |
Ask |
Vol |
Open Int | ||
|
13 December 125.00 (IBM1313L125) |
0 |
0 |
46.75 |
50 |
0 |
0 | ||
|
13 December 125.00 (IBM1313L125-4) |
0 |
0 |
46.45 |
50.45 |
0 |
0 | ||
|
13 Dec 125.00 (IBM1313L125-8) |
0 |
0 |
46.2 |
50.3 |
0 |
0 | ||
| ... |