Pricing and Market Data

Derivatives - Options Exchange Traded

An overview of Derivatives - Options Exchange Traded

Exchange traded derivatives through 100+ regulated exchange feeds, covering multi asset traded products across 35 different countries. Our real-time** consolidated global data feed delivers full tick, depth of market information. Intra-day and end-of-day pricing information is available, including for significant time series.

Make use of our options analytics, with real-time derived attributes. Access our reference data with other 50+ key options attributes. Coverage is available as per exchange**, with over 7.8 million active options available, with 120+ million expired options.

Key Facts 

  • Geographical coverage
    Global
  • History
    From 2000 on the Datastream product for selected contracts. On Desktop products and Tick History good quality options histories from 2018.Commodity futures options available on LDMS product from 2016.
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    SFTP
    SQL
    Website
  • Data frequency
    Continuous

Features & Benefits

What you get with Derivatives - Options Exchange Traded

  • Comprehensive reference content with 50+ specific options facts such as expiry dates, currency codes, lot sizes and strike prices.
  • Intra-day and end of day time series offerings are available through quotes, excel add in and time series capabilities.
  • Options analytics** such as implied volatility, Greeks and delta and money surfaces are available real-time, request and response as well as end of day time series. Delivery options now include through the Pricing Instrument Analytics API.
  • Greeks are available real-time/intraday several exchanges including OPRA, Eurex, Euronext, Nasdaq Nordics, Hong Kong, Japan and India across our real time network, end of day implied volatility and Greeks available for all options exchanges on Datascope and all available as time series fields.
  • Superior quality content with 20+ years legacy of meeting strict standards.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
  • ** Information subject to third-party providers' terms and conditions is not included in LSEG Data Access unless included as part of a capability in LSEG Data Access. Please consult your account manager.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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