Name: $AAPL Option Chains - Q1–2016 To Q1–2023
Creator: Kaggle
License: https://creativecommons.org/publicdomain/zero/1.0/

About this Dataset

$AAPL Option Chains - Q1–2016 To Q1–2023

IF YOU FIND THIS CONTENT USEFUL, PLEASE LEAVE AN UPVOTE, COMMENT, AND/OR FOLLOW!

This dataset is a combination of four years of Apple ($AAPL) options end of day quotes ranging from 01-2016 to 03-2023. Each row represents the information associated with one contract's strike price and a given expiration date.

Dates quotes are given in in Unix and in "YYYY-MM-DD HH:MM" formats. Quote frequency is daily at 4:00 pm EST, which corresponds with end of day market closure.

REMEMBER: Apple stock split on August 28, 2020. This will be reflected in the data. Keep this in mind!

What is an option chain?

An option chain can be defined as the listing of all option contracts. It comes with two different sections: call and put. A call option means a contract that gives you the right but does not give you the obligation to buy an underlying asset at a particular price and within the option's expiration date. This means that in this dataset, there will be the entire option chain (all available option contracts for all expirations) for each business day between Q1 2016 and Q1 2023.

This dataset contains data for American options, which can be exercised on or before expiration date. This is unlike European options contracts, which can only be exercised on the expiration date.

I am also continuously working on the associated notebook to give a basic idea of how to load and explore the data. Stay tuned!

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Tables

Aapl 2016–2020

@kaggle.kylegraupe_aapl_options_data_2016_2020.aapl_2016_2020

73.69 MB
1,015,352 rows
33 columns

CREATE TABLE aapl_2016_2020 (
  "n__quote_unixtime" BIGINT  -- [QUOTE UNIXTIME],
  "n__quote_readtime" VARCHAR  -- [QUOTE READTIME],
  "n__quote_date" VARCHAR  -- [QUOTE DATE],
  "n__quote_time_hours" DOUBLE  -- [QUOTE TIME HOURS],
  "n__underlying_last" DOUBLE  -- [UNDERLYING LAST],
  "n__expire_date" VARCHAR  -- [EXPIRE DATE],
  "n__expire_unix" BIGINT  -- [EXPIRE UNIX],
  "n__dte" DOUBLE  -- [DTE],
  "n__c_delta" VARCHAR  -- [C DELTA],
  "n__c_gamma" VARCHAR  -- [C GAMMA],
  "n__c_vega" VARCHAR  -- [C VEGA],
  "n__c_theta" VARCHAR  -- [C THETA],
  "n__c_rho" VARCHAR  -- [C RHO],
  "n__c_iv" VARCHAR  -- [C IV],
  "n__c_volume" VARCHAR  -- [C VOLUME],
  "n__c_last" VARCHAR  -- [C LAST],
  "n__c_size" VARCHAR  -- [C SIZE],
  "n__c_bid" VARCHAR  -- [C BID],
  "n__c_ask" VARCHAR  -- [C ASK],
  "n__strike" DOUBLE  -- [STRIKE],
  "n__p_bid" VARCHAR  -- [P BID],
  "n__p_ask" VARCHAR  -- [P ASK],
  "n__p_size" VARCHAR  -- [P SIZE],
  "n__p_last" VARCHAR  -- [P LAST],
  "n__p_delta" VARCHAR  -- [P DELTA],
  "n__p_gamma" VARCHAR  -- [P GAMMA],
  "n__p_vega" VARCHAR  -- [P VEGA],
  "n__p_theta" VARCHAR  -- [P THETA],
  "n__p_rho" VARCHAR  -- [P RHO],
  "n__p_iv" VARCHAR  -- [P IV],
  "n__p_volume" VARCHAR  -- [P VOLUME],
  "n__strike_distance" DOUBLE  -- [STRIKE DISTANCE],
  "n__strike_distance_pct" DOUBLE  -- [STRIKE DISTANCE PCT]
);

Aapl 2021–2023

@kaggle.kylegraupe_aapl_options_data_2016_2020.aapl_2021_2023

39.66 MB
548,163 rows
33 columns

CREATE TABLE aapl_2021_2023 (
  "n__quote_unixtime" BIGINT  -- [QUOTE UNIXTIME],
  "n__quote_readtime" VARCHAR  -- [QUOTE READTIME],
  "n__quote_date" VARCHAR  -- [QUOTE DATE],
  "n__quote_time_hours" DOUBLE  -- [QUOTE TIME HOURS],
  "n__underlying_last" DOUBLE  -- [UNDERLYING LAST],
  "n__expire_date" VARCHAR  -- [EXPIRE DATE],
  "n__expire_unix" BIGINT  -- [EXPIRE UNIX],
  "n__dte" DOUBLE  -- [DTE],
  "n__c_delta" DOUBLE  -- [C DELTA],
  "n__c_gamma" DOUBLE  -- [C GAMMA],
  "n__c_vega" DOUBLE  -- [C VEGA],
  "n__c_theta" DOUBLE  -- [C THETA],
  "n__c_rho" DOUBLE  -- [C RHO],
  "n__c_iv" VARCHAR  -- [C IV],
  "n__c_volume" VARCHAR  -- [C VOLUME],
  "n__c_last" VARCHAR  -- [C LAST],
  "n__c_size" VARCHAR  -- [C SIZE],
  "n__c_bid" VARCHAR  -- [C BID],
  "n__c_ask" VARCHAR  -- [C ASK],
  "n__strike" DOUBLE  -- [STRIKE],
  "n__p_bid" VARCHAR  -- [P BID],
  "n__p_ask" VARCHAR  -- [P ASK],
  "n__p_size" VARCHAR  -- [P SIZE],
  "n__p_last" VARCHAR  -- [P LAST],
  "n__p_delta" DOUBLE  -- [P DELTA],
  "n__p_gamma" DOUBLE  -- [P GAMMA],
  "n__p_vega" DOUBLE  -- [P VEGA],
  "n__p_theta" DOUBLE  -- [P THETA],
  "n__p_rho" DOUBLE  -- [P RHO],
  "n__p_iv" VARCHAR  -- [P IV],
  "n__p_volume" VARCHAR  -- [P VOLUME],
  "n__strike_distance" DOUBLE  -- [STRIKE DISTANCE],
  "n__strike_distance_pct" DOUBLE  -- [STRIKE DISTANCE PCT]
);