Last week, the CBOE announced the launch of its new dedicated paid option data site titled the CBOE Livevol Data Shop. The new site is quite user friendly and allows one to customize their data package based on their needs. For example, a customer could purchase daily end-of-day option data including all of the greeks for not just all stocks, but instead just a select few. The prices reflect your preferences and can cost as little as $6 per month per underlying. Annual subscriptions offer a better value, as does purchasing data for all underlyings. End-of-day quotes include open, high, low, close trading and VWAP data, while you can also add on Implied Volatility, Delta, Gamma, Theta, Vega and Rho data for an additional charge.
Ultimately, this is a nice service provided by the CBOE if you are looking for customizable CBOE option data. Check out the CBOE Livevol Data Shop for yourself by clicking here.
© 2023 The Option Strategist | McMillan Analysis Corporation