URL: http://ssdc.ucsd.edu/ssdc/cbo00001.html

TITLE: Chicago Board Options Exchange (CBOE) Daily Options Summary, 1985-1992

• STUDYNO = cbo00001
• INVESTIGATOR = Chicago Board Options Exchange (CBOE)
• DATA SOURCE = UCSD Department of Economics
• DATE-UPDATED-SSDC = July 20, 2006

STUDY DESCRIPTION: This data collection contains daily options summaries obtained from the Chicago Board Options Exchange (CBOE). Daily historical data is available from October 1, 1985 to February 28, 1992 for Standard and Poor's 100 and 500 corporations and from October 1, 1985 to March 31, 1992 for an additional eight corporations: AT&T, Dupont, Exxon, General Electric, General Motors, IBM, Schlumberger and Sears. Each record in the data files includes variables for volume, open interest, the high and low price integer and fraction and the last sale price integer and fraction. These data were donated by the UCSD Department of Economics.

EXTENT OF COLLECTION: documentation + data files.

• DOCUMENTATION: These data are documented by an ASCII record layout file.

• DATA FILES: This study has eleven data files.
  • FILE FORMAT = Rectangular ASCII
  • NUMBER OF RECORDS = Varies, see file list
  • RECORD DELIMITER = Line Feed
  • RECORD LENGTH = 43 (Includes Line Feed Character)

BIBLIOGRAPHIC CITATION: Chicago Board Options Exchange. CHICAGO BOARD OPTIONS EXCHANGE DAILY OPTIONS SUMMARY DATA, 1985-1992 [Computer file]. Chicago, IL: Chicago Board Options Exchange [producer and distributor], 1992.