URL: http://ssdc.ucsd.edu/ssdc/cbo00002.html

TITLE: Chicago Board Options (CBOE) Daily OEX Options, 1992-1993

• STUDYNO = cbo00002
• 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 CBOE OEX options data for the years 1992-1993. OEX is a capitalization-weighted index of 100 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. These data were donated by the UCSD Department of Economics.

EXTENT OF COLLECTION: documentation + data file.

• DOCUMENTATION: These data are documented by an ASCII record layout file. This file includes the characteristics of the data file, variable names, labels, types, column locations and values.

• DATA FILE: This study has one data file.
  • FILE FORMAT = Rectangular ASCII
  • NUMBER OF RECORDS = 13917223
  • RECORD DELIMITER = Line Feed
  • RECORD LENGTH = 62 (Includes Line Feed Character)

BIBLIOGRAPHIC CITATION: Chicago Board Options Exchange. CHICAGO BOARD OPTIONS DAILY OEX OPTIONS, 1992-93 [Computer file]. Chicago Board Options [producer and distributor], [1994].