Full OPRA feed. U.S. options from OPRA participants (BOX, Cboe BZX Options, Cboe C2 Options, Cboe EDGX Options, Cboe Options Exchange, Miami International Securities Exchange, MIAX Emerald, MIAX PEARL, Nasdaq BX, Nasdaq GEMX, Nasdaq ISE, Nasdaq MRX, Nasdaq PHLX, The Nasdaq Stock Market, NYSE American and NYSE Arca).

The Options Price Reporting Authority (OPRA) disseminates consolidated last sale and quotation information originating from the national securities exchanges that have been approved by the Securities and Exchange Commission to provide markets for the listing and trading of exchange-traded securities options. Last sale reports and quotations are the core of the information that OPRA disseminates. OPRA also disseminates certain other types of information with respect to the trading of options on the markets of the OPRA Participants, such as the number of options contracts traded, open interest and end of day summaries. OPRA also disseminates certain kinds of administrative messages.

dxPrice Theoretical Option Pricing

dxPrice engine calculates arb-free theoretical option prices calculation based on real-time or historical data. Pricing data can be delivered along with the real-time data feed via a set of dxFeed APIs or calculated based on historical onDemand data store. Please contact us for more information about this service.

Our free-to-use web application calculates theoretical option prices for an underlying for a given moment in history starting from January 1st 2010 and up to the previous trading day for the current date.

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