post-no-preferenceoptions

In summary, this repository provides detailed data on US equity options, including bids, asks, vols, and historical variance, under a Creative Commons Attribution-ShareAlike 4.0 International License.

Headlines

  • Comprehensive US Option Chain Data Available. Includes bids, asks, vols, and greeks for US equity options.
  • Regular Updates Ensure Current Data. More recent data is recorded each weekday.
  • Historical Volatility Data Included for Analysis. Useful data for computing IV rank, covering periods from a week to a year ago.
  • Data Focused on Major Market Symbols. Covers SPDR market, sector, and industry ETFs plus components like SPY, MDY, and SPSM.
  • License Promotes Open Sharing and Adaptation. The data is shared under Creative Commons Attribution-ShareAlike 4.0, encouraging public reuse and adaptation.

Things

  • People: Licensor, Creative Commons
  • Places: US, Dolthub, Europe (in context of Sui Generis Database Rights)
  • Numbers: 252 stars, 290 forks, 8.79 GB size
  • Things: option_chain table, volatility_history table, Creative Commons public licenses
  • Concepts: Implied volatility, Historical variance, Creative Commons Attribution-ShareAlike License
url: https://www.dolthub.com/repositories/post-no-preference/options
title: "post-no-preference/options"
description: "View post-no-preference's database options"
host: www.dolthub.com
favicon: https://www.dolthub.com/dhfavicon/favicon-32x32.png
image: https://www.dolthub.com/dolthub-preview.png

This repository contains two tables: 1. option_chain : This table contains bids, asks, vols, and greeks for US equity options. 2. volatility_history: This table contains both current, week ago, month ago, and year ago high/low implied vols and historical variance. This table can be useful for computing IV rank. Data doesn't cover all options, but does cover many of them. More recent data is recorded each weekday. Some older data was just recorded Monday, Wednesday, and Friday. The oldest data was just recorded once weekly. The symbols covered in this database include: SPDR market, sector, and industry ETFs as well as the SPY, MDY, and SPSM components.

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