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NVIDIA ($NVDA) Options Chains Historical Data
Finance & Banking Analytics
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About
Contains historical end-of-day options price quotes for NVIDIA ($NVDA) stock, covering the period from the first quarter of 2020 to the fourth quarter of 2022. Each row in the data represents a unique options contract, defined by its strike price and expiration date, providing a full listing of all available call and put option contracts for every business day within this three-year timeframe. The data captures American-style options, which can be exercised at any point up to their expiration date. Price quotes are provided daily, corresponding with the market closure at 4:00 pm EST.
Columns
- QUOTE_UNIXTIME: The timestamp of the quote in Unix format.
- QUOTE_READTIME: The quote's date and time in a human-readable "YYYY-MM-DD HH:MM" format.
- QUOTE_DATE: The date of the quote.
- QUOTE_TIME_HOURS: The hour of the day when the quote was recorded.
- UNDERLYING_LAST: The last traded price of the underlying NVIDIA stock.
- EXPIRE_DATE: The expiration date of the option contract.
- EXPIRE_UNIX: The expiration date of the option in Unix timestamp format.
- DTE: Days To Expiration; the number of days remaining until the option expires.
- C_DELTA: The delta of the call option, measuring the rate of change of the option's price relative to the underlying stock's price.
- C_GAMMA: The gamma of the call option, measuring the rate of change in delta.
- C_VEGA: The vega of the call option, measuring sensitivity to volatility.
- C_THETA: The theta of the call option, measuring the rate of price decay over time.
- C_RHO: The rho of the call option, measuring sensitivity to interest rate changes.
- C_IV: The implied volatility of the call option.
- C_VOLUME: The trading volume for the call option on the given day.
- C_LAST: The last traded price of the call option.
- C_SIZE: The size of the last trade for the call option.
- C_BID: The bid price for the call option.
- C_ASK: The ask price for the call option.
- STRIKE: The strike price of the option contract.
- P_BID: The bid price for the put option.
- P_ASK: The ask price for the put option.
- P_SIZE: The size of the last trade for the put option.
- P_LAST: The last traded price of the put option.
- P_DELTA: The delta of the put option.
- P_GAMMA: The gamma of the put option.
- P_VEGA: The vega of the put option.
- P_THETA: The theta of the put option.
- P_RHO: The rho of the put option.
- P_IV: The implied volatility of the put option.
- P_VOLUME: The trading volume for the put option on the given day.
- STRIKE_DISTANCE: The absolute difference between the strike price and the underlying stock price.
- STRIKE_DISTANCE_PCT: The strike distance expressed as a percentage of the underlying stock price.
Distribution
The dataset is provided in a single CSV file named
nvda_2020_2022.csv with a size of 372.76 MB. It contains a total of 33 columns. The total number of records is approximately 1.05 million.Usage
This data is ideal for quantitative analysis, financial modelling, and academic research. Specific applications include:
- Backtesting options trading strategies.
- Analysing historical volatility and pricing models.
- Developing predictive models for stock price movements.
- Studying the behaviour of option Greeks (Delta, Gamma, Vega, Theta, Rho).
- Researching market dynamics and investor sentiment during the specified period.
Coverage
- Geographic Scope: The data pertains to NVIDIA ($NVDA) stock, which is traded on US markets.
- Time Range: The dataset covers the period from Q1 2020 to Q4 2022 (January 2020 to December 2022).
- Frequency: Data is captured daily at the end of the trading day (4:00 pm EST).
License
CC0: Public Domain
Who Can Use It
- Quantitative Analysts: Can use the data to build and test complex trading algorithms and risk management models.
- Financial Researchers and Academics: Can study options pricing theory, market efficiency, and the impact of economic events on derivatives markets.
- Retail Traders: Can perform historical analysis to inform their personal trading strategies for NVIDIA options.
- Data Scientists: Can apply machine learning techniques to forecast volatility or identify trading patterns.
Dataset Name Suggestions
- NVIDIA ($NVDA) Options Chains Historical Data (2020-2022)
- Historical NVDA End-of-Day Options Quotes (2020-2022)
- NVDA American Options Dataset: 2020-2022
- NVIDIA Stock Options Price History (Q1 2020 - Q4 2022)
Attributes
Original Data Source: NVIDIA ($NVDA) Options Chains Historical Data
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