Sample data for studying the development of Bid, Ask, IV etc.

earth_imperator · Apr 30, 2023

The last 2 weeks of Put symbol WISH_042823P11, ie. ExpDate 2023-04-28, Strike 11.00 :
Multiple intraday snapshots from 2023-04-17-Mo thru 2023-04-28-Fr.

Code:

The last 2 weeks of Put symbol WISH_042823P11, ie. ExpDate 2023-04-28, Strike 11.00 :
Multiple intraday snapshots from 2023-04-17-Mo thru 2023-04-28-Fr.

For studying the development of Bid, Ask, IV etc. as well of the spot.

Fields:
  AsOf   The datetime of the snapshot
  DTE    Days Till Expiration
  US     Underlying spot (ie. the stock price)
  S      Option symbol
  K      Strike
  L      Last
  B      Bid
  A      Ask
  IV     Implied volatility

Unofficial snapshot data.

AsOf=2023-04-17-Mo-094050-EDT DTE=11.000  US=7.5700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.35 A=3.60 IV=151.88 ...
AsOf=2023-04-17-Mo-100147-EDT DTE=11.000  US=7.7800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.25 A=3.45 IV=145.67
AsOf=2023-04-17-Mo-102248-EDT DTE=11.000  US=7.8200   (S=WISH_042823P11 K=11.00 L=0.00 B=3.15 A=3.35 IV=144.01
AsOf=2023-04-17-Mo-104349-EDT DTE=11.000  US=7.8600   (S=WISH_042823P11 K=11.00 L=0.00 B=3.15 A=3.30 IV=147.05
AsOf=2023-04-17-Mo-110450-EDT DTE=11.000  US=7.8700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.05 A=3.30 IV=146.19
AsOf=2023-04-17-Mo-112549-EDT DTE=11.000  US=7.9000   (S=WISH_042823P11 K=11.00 L=0.00 B=3.10 A=3.30 IV=149.18
AsOf=2023-04-17-Mo-114646-EDT DTE=11.000  US=7.7800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.25 A=3.40 IV=147.24
AsOf=2023-04-17-Mo-120745-EDT DTE=11.000  US=7.7600   (S=WISH_042823P11 K=11.00 L=0.00 B=3.25 A=3.40 IV=147.67
AsOf=2023-04-17-Mo-122846-EDT DTE=11.000  US=7.7500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.25 A=3.40 IV=147.37
AsOf=2023-04-17-Mo-124946-EDT DTE=11.000  US=7.7800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.20 A=3.35 IV=143.18
AsOf=2023-04-17-Mo-131045-EDT DTE=11.000  US=7.7200   (S=WISH_042823P11 K=11.00 L=0.00 B=3.30 A=3.40 IV=145.52
AsOf=2023-04-17-Mo-133146-EDT DTE=11.000  US=7.6600   (S=WISH_042823P11 K=11.00 L=0.00 B=3.35 A=3.45 IV=145.91
AsOf=2023-04-17-Mo-135245-EDT DTE=11.000  US=7.5900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.40 A=3.55 IV=146.68
AsOf=2023-04-17-Mo-141344-EDT DTE=11.000  US=7.5300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.45 A=3.60 IV=141.56
AsOf=2023-04-17-Mo-143444-EDT DTE=11.000  US=7.5700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.40 A=3.55 IV=141.15
AsOf=2023-04-17-Mo-145542-EDT DTE=11.000  US=7.5836   (S=WISH_042823P11 K=11.00 L=0.00 B=3.40 A=3.55 IV=140.54
AsOf=2023-04-17-Mo-151647-EDT DTE=11.000  US=7.6100   (S=WISH_042823P11 K=11.00 L=0.00 B=3.35 A=3.50 IV=140.76
AsOf=2023-04-17-Mo-153751-EDT DTE=11.000  US=7.6500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.35 A=3.50 IV=141.57
AsOf=2023-04-17-Mo-155054-EDT DTE=11.000  US=7.6300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.25 A=3.60 IV=139.53
AsOf=2023-04-18-Tu-094124-EDT DTE=10.000  US=7.5200   (S=WISH_042823P11 K=11.00 L=0.00 B=3.40 A=3.60 IV=148.03
AsOf=2023-04-18-Tu-100257-EDT DTE=10.000  US=7.4900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.45 A=3.65 IV=148.72
AsOf=2023-04-18-Tu-102425-EDT DTE=10.000  US=7.3850   (S=WISH_042823P11 K=11.00 L=0.00 B=3.60 A=3.70 IV=146.69
AsOf=2023-04-18-Tu-104558-EDT DTE=10.000  US=7.3300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.65 A=3.75 IV=140.80
AsOf=2023-04-18-Tu-110731-EDT DTE=10.000  US=7.2500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=3.85 IV=144.39
AsOf=2023-04-18-Tu-112903-EDT DTE=10.000  US=7.2300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=3.85 IV=143.61
AsOf=2023-04-18-Tu-115037-EDT DTE=10.000  US=7.2073   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.85 IV=140.74
AsOf=2023-04-18-Tu-121210-EDT DTE=10.000  US=7.2450   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=3.85 IV=140.15
AsOf=2023-04-18-Tu-123343-EDT DTE=10.000  US=7.1700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.90 IV=141.73
AsOf=2023-04-18-Tu-125514-EDT DTE=10.000  US=7.2250   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=3.85 IV=140.74
AsOf=2023-04-18-Tu-131644-EDT DTE=10.000  US=7.1700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=142.73
AsOf=2023-04-18-Tu-133813-EDT DTE=10.000  US=7.1000   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=3.95 IV=145.33
AsOf=2023-04-18-Tu-135944-EDT DTE=10.000  US=7.0950   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=3.95 IV=145.13
AsOf=2023-04-18-Tu-142122-EDT DTE=10.000  US=7.1000   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=3.95 IV=144.53
AsOf=2023-04-18-Tu-144255-EDT DTE=10.000  US=7.1100   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.95 IV=144.33
AsOf=2023-04-18-Tu-150428-EDT DTE=10.000  US=7.1450   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.95 IV=144.32
AsOf=2023-04-18-Tu-152558-EDT DTE=10.000  US=7.1600   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.90 IV=142.93
AsOf=2023-04-18-Tu-154745-EDT DTE=10.000  US=7.2100   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=142.13
AsOf=2023-04-18-Tu-155713-EDT DTE=10.000  US=7.2450   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=3.85 IV=140.34
AsOf=2023-04-19-We-094122-EDT DTE=9.000   US=7.0300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.05 IV=254.77
AsOf=2023-04-19-We-100254-EDT DTE=9.000   US=6.9300   (S=WISH_042823P11 K=11.00 L=0.00 B=4.00 A=4.15 IV=258.20
AsOf=2023-04-19-We-102424-EDT DTE=9.000   US=6.9000   (S=WISH_042823P11 K=11.00 L=0.00 B=4.00 A=4.15 IV=258.51
AsOf=2023-04-19-We-104557-EDT DTE=9.000   US=6.9200   (S=WISH_042823P11 K=11.00 L=0.00 B=4.00 A=4.15 IV=260.05
AsOf=2023-04-19-We-110733-EDT DTE=9.000   US=6.8950   (S=WISH_042823P11 K=11.00 L=0.00 B=4.05 A=4.15 IV=260.37
AsOf=2023-04-19-We-112905-EDT DTE=9.000   US=6.9417   (S=WISH_042823P11 K=11.00 L=0.00 B=3.95 A=4.10 IV=256.96
AsOf=2023-04-19-We-115035-EDT DTE=9.000   US=7.0108   (S=WISH_042823P11 K=11.00 L=0.00 B=3.90 A=4.05 IV=252.36
AsOf=2023-04-19-We-121206-EDT DTE=9.000   US=7.0400   (S=WISH_042823P11 K=11.00 L=0.00 B=3.90 A=4.00 IV=252.06
AsOf=2023-04-19-We-123341-EDT DTE=9.000   US=7.1200   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.95 IV=247.80
AsOf=2023-04-19-We-125513-EDT DTE=9.000   US=7.1400   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.95 IV=246.88
AsOf=2023-04-19-We-131646-EDT DTE=9.000   US=7.1900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=243.28
AsOf=2023-04-19-We-133817-EDT DTE=9.000   US=7.1650   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=243.89
AsOf=2023-04-19-We-135951-EDT DTE=9.000   US=7.1800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=244.18
AsOf=2023-04-19-We-142123-EDT DTE=9.000   US=7.1900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=242.69
AsOf=2023-04-19-We-144257-EDT DTE=9.000   US=7.2700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.65 A=3.90 IV=238.26
AsOf=2023-04-19-We-150433-EDT DTE=9.000   US=7.2800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.60 A=3.75 IV=235.89
AsOf=2023-04-19-We-152602-EDT DTE=9.000   US=7.4000   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.70 IV=230.89
AsOf=2023-04-19-We-154736-EDT DTE=9.000   US=7.3500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.70 IV=232.35
AsOf=2023-04-19-We-155704-EDT DTE=9.000   US=7.2900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.60 A=3.80 IV=235.59
AsOf=2023-04-20-Th-093642-EDT DTE=8.000   US=7.0500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=4.30 IV=211.97
AsOf=2023-04-20-Th-095237-EDT DTE=8.000   US=7.0621   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=4.05 IV=214.44
AsOf=2023-04-20-Th-100913-EDT DTE=8.000   US=7.0500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=4.05 IV=212.52
AsOf=2023-04-20-Th-102553-EDT DTE=8.000   US=7.0522   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.00 IV=214.17
AsOf=2023-04-20-Th-104235-EDT DTE=8.000   US=7.1208   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.95 IV=208.96
AsOf=2023-04-20-Th-105917-EDT DTE=8.000   US=7.1326   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.95 IV=208.42
AsOf=2023-04-20-Th-111557-EDT DTE=8.000   US=7.1250   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=4.00 IV=210.60
AsOf=2023-04-20-Th-113236-EDT DTE=8.000   US=7.0800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.00 IV=211.97
AsOf=2023-04-20-Th-114913-EDT DTE=8.000   US=7.0700   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.00 IV=213.34
AsOf=2023-04-20-Th-120554-EDT DTE=8.000   US=7.0400   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.05 IV=213.89
AsOf=2023-04-20-Th-122235-EDT DTE=8.000   US=7.0618   (S=WISH_042823P11 K=11.00 L=0.00 B=3.85 A=4.00 IV=213.89
AsOf=2023-04-20-Th-123913-EDT DTE=8.000   US=7.1400   (S=WISH_042823P11 K=11.00 L=0.00 B=3.80 A=3.95 IV=210.59
AsOf=2023-04-20-Th-125555-EDT DTE=8.000   US=7.1926   (S=WISH_042823P11 K=11.00 L=0.00 B=3.75 A=3.90 IV=207.33
AsOf=2023-04-20-Th-131234-EDT DTE=8.000   US=7.2800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.65 A=3.85 IV=203.03
AsOf=2023-04-20-Th-132918-EDT DTE=8.000   US=7.3500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.60 A=3.75 IV=199.81
AsOf=2023-04-20-Th-134558-EDT DTE=8.000   US=7.3800   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.70 IV=196.89
AsOf=2023-04-20-Th-140238-EDT DTE=8.000   US=7.3900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.70 IV=196.36
AsOf=2023-04-20-Th-141920-EDT DTE=8.000   US=7.4127   (S=WISH_042823P11 K=11.00 L=0.00 B=3.50 A=3.65 IV=193.19
AsOf=2023-04-20-Th-143559-EDT DTE=8.000   US=7.3300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.75 IV=197.42
AsOf=2023-04-20-Th-145242-EDT DTE=8.000   US=7.3550   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.75 IV=197.69
AsOf=2023-04-20-Th-150923-EDT DTE=8.000   US=7.3300   (S=WISH_042823P11 K=11.00 L=0.00 B=3.55 A=3.75 IV=197.16
AsOf=2023-04-20-Th-152608-EDT DTE=8.000   US=7.2900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.65 A=3.80 IV=200.62
AsOf=2023-04-20-Th-154507-EDT DTE=8.000   US=7.2500   (S=WISH_042823P11 K=11.00 L=0.00 B=3.65 A=3.85 IV=200.89
AsOf=2023-04-20-Th-155441-EDT DTE=8.000   US=7.1900   (S=WISH_042823P11 K=11.00 L=0.00 B=3.70 A=4.60 IV=206.79
AsOf=2023-04-21-Fr-094134-EDT DTE=7.000   US=9.6503   (S=WISH_042823P11 K=11.00 L=0.00 B=1.24 A=2.66 IV=172.37
AsOf=2023-04-21-Fr-100313-EDT DTE=7.000   US=10.0899  (S=WISH_042823P11 K=11.00 L=1.90 B=1.59 A=1.99 IV=220.78
AsOf=2023-04-21-Fr-102447-EDT DTE=7.000   US=9.6600   (S=WISH_042823P11 K=11.00 L=2.07 B=1.93 A=2.14 IV=229.00
AsOf=2023-04-21-Fr-104621-EDT DTE=7.000   US=9.3307   (S=WISH_042823P11 K=11.00 L=2.15 B=2.16 A=2.30 IV=213.63
AsOf=2023-04-21-Fr-110757-EDT DTE=7.000   US=9.3546   (S=WISH_042823P11 K=11.00 L=2.15 B=2.15 A=2.38 IV=217.41
AsOf=2023-04-21-Fr-112927-EDT DTE=7.000   US=9.2100   (S=WISH_042823P11 K=11.00 L=2.15 B=2.18 A=2.33 IV=200.93
AsOf=2023-04-21-Fr-115102-EDT DTE=7.000   US=9.1000   (S=WISH_042823P11 K=11.00 L=2.15 B=2.23 A=2.49 IV=194.84
AsOf=2023-04-21-Fr-121235-EDT DTE=7.000   US=8.9993   (S=WISH_042823P11 K=11.00 L=2.15 B=2.30 A=2.53 IV=194.09
AsOf=2023-04-21-Fr-123412-EDT DTE=7.000   US=8.8701   (S=WISH_042823P11 K=11.00 L=2.15 B=2.04 A=2.71 IV=196.01
AsOf=2023-04-21-Fr-125549-EDT DTE=7.000   US=8.8700   (S=WISH_042823P11 K=11.00 L=2.15 B=2.12 A=2.64 IV=196.01
AsOf=2023-04-21-Fr-131726-EDT DTE=7.000   US=8.8350   (S=WISH_042823P11 K=11.00 L=2.15 B=2.23 A=2.56 IV=195.55
AsOf=2023-04-21-Fr-133902-EDT DTE=7.000   US=8.8300   (S=WISH_042823P11 K=11.00 L=2.15 B=2.47 A=2.59 IV=196.25
AsOf=2023-04-21-Fr-140037-EDT DTE=7.000   US=8.9000   (S=WISH_042823P11 K=11.00 L=2.15 B=2.42 A=2.50 IV=188.57
AsOf=2023-04-21-Fr-142212-EDT DTE=7.000   US=8.8400   (S=WISH_042823P11 K=11.00 L=2.15 B=2.41 A=2.68 IV=189.25
AsOf=2023-04-21-Fr-144349-EDT DTE=7.000   US=9.0100   (S=WISH_042823P11 K=11.00 L=2.15 B=2.26 A=2.89 IV=182.21
AsOf=2023-04-21-Fr-150525-EDT DTE=7.000   US=8.8500   (S=WISH_042823P11 K=11.00 L=2.15 B=2.29 A=2.79 IV=191.84
AsOf=2023-04-21-Fr-152659-EDT DTE=7.000   US=8.5653   (S=WISH_042823P11 K=11.00 L=2.15 B=2.42 A=2.73 IV=181.48
AsOf=2023-04-21-Fr-154837-EDT DTE=7.000   US=8.4400   (S=WISH_042823P11 K=11.00 L=2.15 B=2.60 A=2.81 IV=182.84
AsOf=2023-04-21-Fr-155813-EDT DTE=7.000   US=8.4700   (S=WISH_042823P11 K=11.00 L=2.15 B=2.52 A=2.89 IV=176.95
AsOf=2023-04-24-Mo-094130-EDT DTE=4.000   US=8.2300   (S=WISH_042823P11 K=11.00 L=2.15 B=2.66 A=3.25 IV=198.94
AsOf=2023-04-24-Mo-100309-EDT DTE=4.000   US=7.9700   (S=WISH_042823P11 K=11.00 L=2.80 B=2.86 A=3.15 IV=201.75
AsOf=2023-04-24-Mo-102441-EDT DTE=4.000   US=8.0600   (S=WISH_042823P11 K=11.00 L=2.80 B=2.94 A=3.15 IV=187.67
AsOf=2023-04-24-Mo-104618-EDT DTE=4.000   US=7.8615   (S=WISH_042823P11 K=11.00 L=2.80 B=3.10 A=3.25 IV=196.06
AsOf=2023-04-24-Mo-110755-EDT DTE=4.000   US=7.7610   (S=WISH_042823P11 K=11.00 L=2.80 B=3.20 A=3.30 IV=185.32
AsOf=2023-04-24-Mo-112930-EDT DTE=4.000   US=7.6699   (S=WISH_042823P11 K=11.00 L=2.80 B=3.30 A=3.40 IV=180.99
AsOf=2023-04-24-Mo-115103-EDT DTE=4.000   US=7.6800   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.40 IV=180.72
AsOf=2023-04-24-Mo-121351-EDT DTE=4.000   US=7.7250   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.35 IV=178.77
AsOf=2023-04-24-Mo-123527-EDT DTE=4.000   US=7.9000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.10 A=3.20 IV=169.72
AsOf=2023-04-24-Mo-125703-EDT DTE=4.000   US=7.9299   (S=WISH_042823P11 K=11.00 L=2.80 B=3.05 A=3.15 IV=168.35
AsOf=2023-04-24-Mo-131839-EDT DTE=4.000   US=7.9500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.05 A=3.15 IV=167.00
AsOf=2023-04-24-Mo-134705-EDT DTE=4.000   US=8.0901   (S=WISH_042823P11 K=11.00 L=2.80 B=2.92 A=2.98 IV=168.32
AsOf=2023-04-24-Mo-140838-EDT DTE=4.000   US=8.1000   (S=WISH_042823P11 K=11.00 L=2.80 B=2.88 A=3.05 IV=162.44
AsOf=2023-04-24-Mo-143013-EDT DTE=4.000   US=8.0750   (S=WISH_042823P11 K=11.00 L=2.80 B=2.90 A=2.99 IV=163.53
AsOf=2023-04-24-Mo-145149-EDT DTE=4.000   US=8.0900   (S=WISH_042823P11 K=11.00 L=2.80 B=2.92 A=2.99 IV=164.89
AsOf=2023-04-24-Mo-151324-EDT DTE=4.000   US=8.1500   (S=WISH_042823P11 K=11.00 L=2.80 B=2.85 A=2.91 IV=160.25
AsOf=2023-04-24-Mo-153501-EDT DTE=4.000   US=8.1750   (S=WISH_042823P11 K=11.00 L=2.80 B=2.84 A=2.89 IV=159.44
AsOf=2023-04-24-Mo-155131-EDT DTE=4.000   US=8.2350   (S=WISH_042823P11 K=11.00 L=2.80 B=2.55 A=3.90 IV=150.16
AsOf=2023-04-25-Tu-094606-EDT DTE=3.000   US=7.8850   (S=WISH_042823P11 K=11.00 L=2.80 B=3.00 A=3.90 IV=206.57
AsOf=2023-04-25-Tu-100745-EDT DTE=3.000   US=7.9400   (S=WISH_042823P11 K=11.00 L=2.80 B=2.66 A=3.40 IV=203.64
AsOf=2023-04-25-Tu-102917-EDT DTE=3.000   US=7.8500   (S=WISH_042823P11 K=11.00 L=2.80 B=2.78 A=3.80 IV=208.20
AsOf=2023-04-25-Tu-105052-EDT DTE=3.000   US=7.9000   (S=WISH_042823P11 K=11.00 L=2.80 B=2.90 A=3.30 IV=211.26
AsOf=2023-04-25-Tu-111228-EDT DTE=3.000   US=7.9400   (S=WISH_042823P11 K=11.00 L=2.80 B=3.00 A=3.15 IV=182.34
AsOf=2023-04-25-Tu-113010-EDT DTE=3.000   US=7.9100   (S=WISH_042823P11 K=11.00 L=2.80 B=3.05 A=3.15 IV=183.53
AsOf=2023-04-25-Tu-115143-EDT DTE=3.000   US=7.8200   (S=WISH_042823P11 K=11.00 L=2.80 B=3.10 A=3.25 IV=187.43
AsOf=2023-04-25-Tu-122303-EDT DTE=3.000   US=7.8300   (S=WISH_042823P11 K=11.00 L=2.80 B=3.10 A=3.25 IV=180.18
AsOf=2023-04-25-Tu-124437-EDT DTE=3.000   US=7.8150   (S=WISH_042823P11 K=11.00 L=2.80 B=3.15 A=3.25 IV=181.93
AsOf=2023-04-25-Tu-130615-EDT DTE=3.000   US=7.8101   (S=WISH_042823P11 K=11.00 L=2.80 B=3.15 A=3.25 IV=181.64
AsOf=2023-04-25-Tu-132750-EDT DTE=3.000   US=7.7000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.35 IV=188.69
AsOf=2023-04-25-Tu-134924-EDT DTE=3.000   US=7.6700   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.40 IV=181.64
AsOf=2023-04-25-Tu-141102-EDT DTE=3.000   US=7.6500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.30 A=3.40 IV=182.50
AsOf=2023-04-25-Tu-143236-EDT DTE=3.000   US=7.6780   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.40 IV=181.64
AsOf=2023-04-25-Tu-145411-EDT DTE=3.000   US=7.7050   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.35 IV=178.79
AsOf=2023-04-25-Tu-151546-EDT DTE=3.000   US=7.7000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.25 A=3.35 IV=179.93
AsOf=2023-04-25-Tu-154355-EDT DTE=3.000   US=7.7800   (S=WISH_042823P11 K=11.00 L=2.80 B=3.15 A=3.30 IV=174.27
AsOf=2023-04-25-Tu-155327-EDT DTE=3.000   US=7.6900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.15 A=3.85 IV=204.78
AsOf=2023-04-26-We-095147-EDT DTE=2.000   US=7.5500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.10 A=3.50 IV=223.00
AsOf=2023-04-26-We-101323-EDT DTE=2.000   US=7.4200   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.65 IV=229.17
AsOf=2023-04-26-We-103456-EDT DTE=2.000   US=7.3776   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.70 IV=231.93
AsOf=2023-04-26-We-105826-EDT DTE=2.000   US=7.4900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.15 A=3.60 IV=224.71
AsOf=2023-04-26-We-112115-EDT DTE=2.000   US=7.6100   (S=WISH_042823P11 K=11.00 L=2.80 B=3.35 A=3.45 IV=228.10
AsOf=2023-04-26-We-114250-EDT DTE=2.000   US=7.6100   (S=WISH_042823P11 K=11.00 L=2.80 B=3.35 A=3.45 IV=227.41
AsOf=2023-04-26-We-122315-EDT DTE=2.000   US=7.5600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.35 A=3.50 IV=229.51
AsOf=2023-04-26-We-124451-EDT DTE=2.000   US=7.5600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.50 IV=230.91
AsOf=2023-04-26-We-130624-EDT DTE=2.000   US=7.5600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.50 IV=230.21
AsOf=2023-04-26-We-132800-EDT DTE=2.000   US=7.5300   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.55 IV=230.56
AsOf=2023-04-26-We-134936-EDT DTE=2.000   US=7.5400   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.50 IV=230.91
AsOf=2023-04-26-We-141111-EDT DTE=2.000   US=7.5450   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.50 IV=230.56
AsOf=2023-04-26-We-143434-EDT DTE=2.000   US=7.4700   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.60 IV=235.51
AsOf=2023-04-26-We-145606-EDT DTE=2.000   US=7.3050   (S=WISH_042823P11 K=11.00 L=2.80 B=3.65 A=3.75 IV=249.48
AsOf=2023-04-26-We-151736-EDT DTE=2.000   US=7.2538   (S=WISH_042823P11 K=11.00 L=2.80 B=3.70 A=3.80 IV=252.75
AsOf=2023-04-26-We-153912-EDT DTE=2.000   US=7.2600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.65 A=3.80 IV=251.30
AsOf=2023-04-26-We-155128-EDT DTE=2.000   US=7.2300   (S=WISH_042823P11 K=11.00 L=2.80 B=3.60 A=4.55 IV=313.73
AsOf=2023-04-27-Th-094127-EDT DTE=1.000   US=7.2400   (S=WISH_042823P11 K=11.00 L=2.80 B=3.70 A=3.85 IV=353.57
AsOf=2023-04-27-Th-100257-EDT DTE=1.000   US=7.3405   (S=WISH_042823P11 K=11.00 L=2.80 B=3.60 A=3.70 IV=322.25
AsOf=2023-04-27-Th-102430-EDT DTE=1.000   US=7.2500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.65 A=3.80 IV=332.16
AsOf=2023-04-27-Th-104605-EDT DTE=1.000   US=7.3000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.65 A=3.75 IV=327.43
AsOf=2023-04-27-Th-110740-EDT DTE=1.000   US=7.2400   (S=WISH_042823P11 K=11.00 L=2.80 B=3.70 A=3.80 IV=331.21
AsOf=2023-04-27-Th-112916-EDT DTE=1.000   US=7.3304   (S=WISH_042823P11 K=11.00 L=2.80 B=3.60 A=3.75 IV=324.13
AsOf=2023-04-27-Th-115048-EDT DTE=1.000   US=7.3659   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.70 IV=322.72
AsOf=2023-04-27-Th-121223-EDT DTE=1.000   US=7.4700   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.60 IV=302.02
AsOf=2023-04-27-Th-123358-EDT DTE=1.000   US=7.6000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.35 A=3.45 IV=276.17
AsOf=2023-04-27-Th-125543-EDT DTE=1.000   US=7.5003   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.55 IV=281.32
AsOf=2023-04-27-Th-131717-EDT DTE=1.000   US=7.4900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.55 IV=281.75
AsOf=2023-04-27-Th-133851-EDT DTE=1.000   US=7.5700   (S=WISH_042823P11 K=11.00 L=2.80 B=3.35 A=3.50 IV=277.03
AsOf=2023-04-27-Th-140027-EDT DTE=1.000   US=7.5000   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.55 IV=280.03
AsOf=2023-04-27-Th-142354-EDT DTE=1.000   US=7.5300   (S=WISH_042823P11 K=11.00 L=2.80 B=3.40 A=3.50 IV=280.89
AsOf=2023-04-27-Th-144558-EDT DTE=1.000   US=7.4600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.50 A=3.60 IV=286.49
AsOf=2023-04-27-Th-150806-EDT DTE=1.000   US=7.4800   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.55 IV=286.06
AsOf=2023-04-27-Th-153012-EDT DTE=1.000   US=7.3900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.65 IV=292.14
AsOf=2023-04-27-Th-155220-EDT DTE=1.000   US=7.3900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=4.30 IV=317.58
AsOf=2023-04-28-Fr-105400-EDT DTE=0.001   US=7.4800   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.60 IV=450.20
AsOf=2023-04-28-Fr-111552-EDT DTE=0.001   US=7.3550   (S=WISH_042823P11 K=11.00 L=2.80 B=3.50 A=3.80 IV=466.64
AsOf=2023-04-28-Fr-113738-EDT DTE=0.001   US=7.3350   (S=WISH_042823P11 K=11.00 L=2.80 B=3.50 A=3.75 IV=466.64
AsOf=2023-04-28-Fr-115926-EDT DTE=0.001   US=7.3500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.75 IV=465.95
AsOf=2023-04-28-Fr-122113-EDT DTE=0.001   US=7.3400   (S=WISH_042823P11 K=11.00 L=2.80 B=3.50 A=3.85 IV=469.40
AsOf=2023-04-28-Fr-124300-EDT DTE=0.001   US=7.3200   (S=WISH_042823P11 K=11.00 L=2.80 B=3.60 A=3.80 IV=470.10
AsOf=2023-04-28-Fr-130447-EDT DTE=0.001   US=7.3900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.45 A=3.70 IV=459.76
AsOf=2023-04-28-Fr-132632-EDT DTE=0.001   US=7.3900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.65 IV=461.82
AsOf=2023-04-28-Fr-134819-EDT DTE=0.001   US=7.3800   (S=WISH_042823P11 K=11.00 L=2.80 B=3.55 A=3.65 IV=461.82
AsOf=2023-04-28-Fr-141004-EDT DTE=0.001   US=7.3500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.60 A=3.70 IV=464.58
AsOf=2023-04-28-Fr-143152-EDT DTE=0.001   US=7.2600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.65 A=3.80 IV=475.65
AsOf=2023-04-28-Fr-145336-EDT DTE=0.001   US=7.2200   (S=WISH_042823P11 K=11.00 L=2.80 B=3.75 A=3.85 IV=456.93
AsOf=2023-04-28-Fr-151521-EDT DTE=0.001   US=7.1900   (S=WISH_042823P11 K=11.00 L=2.80 B=3.75 A=3.85 IV=484.72
AsOf=2023-04-28-Fr-153708-EDT DTE=0.001   US=7.1600   (S=WISH_042823P11 K=11.00 L=2.80 B=3.75 A=3.90 IV=491.05
AsOf=2023-04-28-Fr-155734-EDT DTE=0.001   US=7.1500   (S=WISH_042823P11 K=11.00 L=2.80 B=3.80 A=3.90 IV=492.47

traider · May 1, 2023

where can we download this data?

earth_imperator · May 1, 2023

traider said:
where can we download this data?

I got it from my broker via API (TD).
But the key is: normally one cannot get old options data from data sources, as most deliver only the latest data.
This means you have to save/archive the data yourself if you need such historic data.
Historic stock price data is no problem, but for options it's not that easy to get old data.
You can ask in the Data forum if you need a vendor for historic options data.

grettamiles · May 3, 2023

Thanks!

grettamiles · May 4, 2023

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Matt_ORATS · May 8, 2023

We have minute intraday data back to Aug-2020 where you can specify a minute for a specific option or the entire chain. We produce a historic look at options trades you have set up in our front-end with this data.

https://gyazo.com/67b3ecb4f9c7367687f8cf234ed0ba3c

This is free to use: https://dashboard.orats.com/api-console

https://gyazo.com/93839e22fb59df5cb18d70637942a298

earth_imperator · May 8, 2023

Hi @Matt_ORATS a suggestion: what about offering such new subscription plans:
1) Snapshot data every 15 minutes, live, price 1/15 of the regular live 1 minute price
2) Snapshot data every 15 minutes, 15 min delayed, price 1/30 of the regular life 1 minute price

For normal on-demand Web-downloading (via browser or curl etc.) for registered users, and w/o the AWS stuff.
Ie. data would be published at 9:45, 10:00, 10:15 etc.... up to 15:45, for all subscribed users in a central download location, not individually.
Of course also the historic data of the above should be made available for the subscribers.

Matt_ORATS · May 8, 2023

Hi @earth_imperator email me at matt@orats.com and we can work something out.

earth_imperator · May 9, 2023

Matt_ORATS said:
Hi @earth_imperator email me at matt@orats.com and we can work something out.

Thank you, will contact you shortly.

Sample data for studying the development of Bid, Ask, IV etc.

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