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Options Data Dump: 24-Hour VIX and SPX Trading Arrives

Options Data Dump: 24-Hour VIX and SPX Trading Arrives

In June, Cboe made it official: the exchange group confirmed global trading hours (GTH) for VIX and SPX options, which would make the products tradable nearly 24 hours a day, 5 days a week. And now, it’s live. (Note: All following times are in Eastern.) Those first...

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The Quagmire of Historical Options Closing Price

The Quagmire of Historical Options Closing Price

At SpiderRock, we often get questions about historical stock options closing prices. Knowing the methodology used to capture your closing prices is fundamentally part of the data analysis being performed. Unlike the underlying stocks, there is no official close for...

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Historical Options Data Drives Factor Discovery

Historical Options Data Drives Factor Discovery

Consider the ocean of elements that comprise U.S. equity derivatives markets — 16 options exchanges, thousands of optionable securities, tens of millions in average daily volume, billions of daily messages, and a growing constituency of active, self-directed options...

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