CSI offers options price history via FTP download. The data includes the strike, Put/Call flag, delivery month, open, high, low, close, volume, and open interest in csv format*. The pricing is $125.00 per year per index and/or future. 5 year minimum order applies per future or index. There are NO REFUNDS for historical data; All sales are final.
To place your order, please call us at (800)274-4727 or (561)392-8663 weekdays between 9am and 6pm Eastern time.
| Type | Inventory List | Data Examples | Format |
|---|---|---|---|
| Futures Options | View Factsheet | Comex Gold Options (gc.zip) | View Format Specs |
| Stock Options | View Factsheet | S&P 500 Index Options (Spx.zip) | View Format Specs |
The data is broken down as follows: Each Delivery month/Delivery year will have a subdirectory. For example, all Dec 2002 strikes will be in the directory 200212. Within each directory, each strike price will be contained in one file. For example, all of the data for Dec 2002 Put at strike price 1600 is in the file P01600.CSV under the subdirectory 200212.
If a particular strike settles at a nominal (or “cabinet”) minimum value and has no volume or open interest then CSI does not report the price. If a strike settles at nominal but has any prior day volume or outstanding oi then CSI will report the nominal price.
*Opens are only available after 7/1/2021.
Disclaimer
This website may contain inadvertent factual inaccuracies and typographical errors, for which we apologize. CSI expressly disclaims all liability for the use or interpretation of information contained here. The Rules and Regulations of each respective financial exchange should be consulted as the authoritative source for exchange information and contract specifications. The CSI website and Unfair Advantage software contain hyperlinks and automatic links to websites operated by parties other than CSI. No association with nor endorsement of third-party websites should be inferred through these links. They are provided for your convenience and reference only. CSI is not responsible for and has no control over the content of third-party websites. CSI does not stand behind or endorse the products or services of any outside firm. Commodity Systems Inc. shall not be liable to any customer or third person for the accuracy of the information or any market quotations supplied through this service to a customer, nor for any delays, inaccuracies, errors, interruptions or omissions in the furnishing thereof, for any direct or consequential damages arising from or occasioned by said delays, inaccuracies, errors, interruptions or omissions, or for any discontinuance of the service. All prices are subject to change without notice.
