S&P 500 Index Options
End of Day Data Set Groups
Approximately Sixty Six Daily Files per Quarter.
Each Daily Data Set contains all the options available on the SPX.
The Option data is symbol,last,delta,bid,ask,volume, and openinterest.
All Quarterly Groups are compressed into self-extracting .exe's
Click on the file groups below to begin the download.
Move the file which you have downloaded to a directory of your choice.
Click on the file to begin the extracting process.
All files after extraction are text files grouped in year month directories.
Use the following notes to calculate download times.
Dial-Up (28.8 Kbits/s),Dial-Up (53.3 Kbits/s), DSL/Cable (384 Kbits/s), DSL/Cable(768 Kbits/s), T1(1.5Mbits/s)