Option Theoretical Price, etc.
Newest
Data files on security options and stock index options trading for the newest date.
Guide
Daily data on each issue of security options and stock index options trading are available on this page. Data files are provided in CSV format for the newest date and the past one month.
Caution
OSE assumes no liability in connection with the use of information on these files.
Data files include the following data on all issues (excluding issues to be traded from the next business day) of security options and stock index options trading.
- Name of underlying securities or indexes
- Contract months
- Issue codes
- Closing prices of premiums
- Theoretical prices at the end of a day session
- Volatilities at the time of calculating settlement prices
- Closing prices for underlying securities and indexes, including last quotations
- Base volatilities - used for calculating Volatility Scan Range (VSR), which is one of SPAN parameters.
(VSR is the largest of daily BV fluctuations in the last 4 weeks or the second largest in the last 24 weeks, whichever is larger.)
Please refer to the following PDF file for the contents of the items in the above data files. In addition, the following CSV file, CSV header record can be used as a header of the above data files.
