Option Theoretical Price, etc.

Daily data on each issue of options trading are available on this page. Data files are provided in CSV format for the newest date and the past two month.

Data files include the following data on all issues (excluding issues to be traded from the next business day) of 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

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.

Items in CSV files
CSV header Record