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Archive Data







The S&P 500 option data is collected on a daily basis from the Google Finance API or the Yahoo Finance API. The following zip files contain the data for each day. Click the various year, month and day linkes to select the date you want. Then download the zip file containing the XML data.

Please note that the option data for the last Friday is not updated on Saturday or Sunday. Google Finance does not update the open interest until Monday morning a few hours before Monday morning. Therefore, you wait until Monday to download the last Friday zip file.

The XML schema is very simple. The root node is "Table" with child nodes "Row". Each row node represents a option, and each option can be considered an underlying stock, expiration date and a strike price. Each row node has attributes for option ticker (o), stock ticker (t), strike (s), price (p), bid (b), ask (a), open interest (i), and volume (v). Here is an example of what the XML looks like.

<Table>

<Row o="AAPL160415C00122000" t="AAPL" p="0.03" v="15" s="122.00" b="0.01" a="0.02" i="788" />
<Row o="AAPL160415C00123000" t="AAPL" p="0.01" v="22" s="123.00" b="0.01" a="0.02" i="328" />
<Row o="AAPL160415C00124000" t="AAPL" p="0.03" v="-" s="124.00" b="-" a="0.02" i="4" />
<Row o="AAPL160415C00125000" t="AAPL" p="0.01" v="63" s="125.00" b="-" a="0.01" i="30386" />
<Row o="AAPL160415C00126000" t="AAPL" p="0.01" v="-" s="126.00" b="-" a="0.02" i="50" />
</Table>
Year
Month
Day
File



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Sunday, March 26, 2017 12:51 PM
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$PEIX OI for maturity 04/21/2017. 7.00 Highest put. 7.00 Highest call. https://t.co/KVq4fSxFqJ
https://t.co/aN06JJZXhM
Sunday, March 26, 2017 12:39 PM
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$QQQ Max Pain = 131.00. Maturity = 03/31/2017. Previous close = 130.63. https://t.co/8efYOGDr6u
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Sunday, March 26, 2017 12:27 PM
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$AMGN sum put vol=1,235 sum call vol=2,646 PutCallRatio=0.47 expiration 03/31/2017 . https://t.co/7NxbogOR3o
https://t.co/zxfdSiv90m
Sunday, March 26, 2017 12:15 PM
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$TSLA Max Pain = 255.00. Maturity = 03/31/2017. Previous close = 263.16. https://t.co/pWQQWy7Td3
https://t.co/H0FSSBGQjm
Sunday, March 26, 2017 11:51 AM
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$KNDI OI for maturity 03/31/2017. 4.00 Highest put. 4.50 Highest call.
https://t.co/SnVmyjeIqw
Sunday, March 26, 2017 11:38 AM
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$PCLN Max Pain = 1760.00. Maturity = 03/31/2017. Previous close = 1753.11. https://t.co/lQtJO0BXBS
https://t.co/a62D86I06x