big option trades data

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Data End Date

your order will include 1d data for: 3/31/2025

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Price: $2.00

Info

Big (25k+ prem and/or 150+ contracts per trade) options trade data for a single ticker, the S&P 500, or all market tickers.

  • executed_at
  • nbbo_bid
  • nbbo_ask
  • size
  • price
  • option_chain_id
  • expiry
  • option_type
  • open_interest
  • strike
  • premium
  • underlying_price
  • ewma_nbbo_ask
  • ewma_nbbo_bid
  • volume
  • implied_volatility
  • delta
  • theta
  • gamma
  • vega
  • rho
  • theo
  • market_center_locate
  • canceled
  • trade_id
  • exchange

You can retireve 1 day, 30 days, or 1 year of data in the following formats:

  • csv
  • ndjson
  • parquet
Download Example File
Want more info on what these columns mean?