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This dataset is a combination of three years of NVIDIA ($NVDA) option chain end of day quotes ranging from 01-2020 to 12-2022. 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 July 20th, 2021. 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 2020 and Q4 2022.
This dataset contains data for American options, which can be exercised on or before expiration data. 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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