|Ivy DB Optionmetrics**||Historical prices of options & their associated underlying instruments, implied volatilities, & option sensitivities. IVY DB US contains data on all US exchange-listed & NASDAQ equities & market indices, as well as all US listed index & equity options. To link to CRSP, use the Optionmetrics CRSP link. January 1996+. IVY DB Europe includes 900+ optionable securities from UK, French, German, Swiss, Netherlands, Belgium, Spanish and Italian exchanges. 2002+
|Available through WRDS.**|
|Datastream International*||Select options data from many countries & exchanges.||Firestone Library -- A Floor and Stokes Library|
|Global Insight*||Daily data for select options contracts.||Online.|
|Bloomberg*||Up to date as well as historical (though generally not before 1989) international data on options. Frequency varies but is typically daily for financial information & in some cases intradaily. Intradaily data is typically kept 30 to 90 days only.||Firestone Library -- A Floor|
|Tick-by-tick Intraday Data*||Firestone Library -- A Floor Workstations 9 and 10|
|E-mini S&P 500 options. Time and Sales data. (10/1/2004-2/2015) (Globex Options).||Tick data on trades of E-mini S&P 500 options on the Chicago Mercantile Exchange.|
|Berkeley Options Database*||Historical record of trades & quotes, time-stamped to the nearest second, for all standardized contracts traded on the Chicago Board Options Exchange for 1987-1995. Ceased in 1995.||Raw data files can be found on the DSS Server.|
|Prophet Stock and Index Options*||Daily options data for United States equities, index & futures options from November 1995 to 2002. Provides all reported activity on puts & calls for all listed index & equity options that had trading volume. Includes the open, high, low, close, volume, & open interest for all strikes & series. See documentation.||DSS Study 5013 (CD)|
|Currency Options* (Philadelphia Stock Exchange)||Tick prices for currency options traded on the Philadelphia Stock Exchange from 1983 to 1997.||Available through WRDS.**|
*Must be used for academic purposes only, that is, to support the teaching & research of Princeton University.
|Handbook of World Stock, Derivative and Commodity Exchanges.||Provides a country by country listing of exchanges. Gives a brief history and other pertinent information. 1994, 1997-2010.||HG4551.H319q (Final edition in DSS)|
Also consult the FAQ.
Bobbi Coffey and Bobray Bordelon
** WRDS requires user to validate through password (undergraduates request a research assistant account and list your adviser as your faculty member). Must be used for academic purposes only, that is, to support the teaching and research of Princeton University.