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ProphetDirect offers you stock and index options dating back
to November 1, 1995. This data includes the open, high, low,
close, volume, and open interest for any options that were
traded for U.S.-listed issues. This data is updated promptly
each trading day, about one hour after the market closes.
Some programs construct the options symbols for you
automatically. However, here are the instructions for how
an option symbol is put together:
The first character is the exchange code. The various
exchanges are:
| Exchange |
Code |
| American |
A |
| CBOE |
C |
| New York |
M |
| Pacific |
P |
| Philadelphia |
B |
The second, third, and fourth characters are the
characters of the root symbol. For example, the root symbol
for the stock IBM is simply IBM. However, the root symbol
isn't always equal to the stock symbol, particularly if the
stock is more than three characters long (as is the case
with NASDAQ stocks). If the root is only one or two
characters long, use spaces to fill in the remaining characters.
For your convenience, here is a link to CBOE's symbol guide,
which will provide you with the root symbol for any stock.
The fifth character is the month code. This code dictates
whether the option is a call or a put, as well as designating
its expiration month. The codes are:
| Month |
Calls |
Puts |
| January |
A |
M |
| February |
B |
N |
| March |
C |
O |
| April |
D |
P |
| May |
E |
Q |
| June |
F |
R |
| July |
G |
S |
| August |
H |
T |
| September |
I |
U |
| October |
J |
V |
| November |
K |
W |
| December |
L |
X |
The sixth character is the strike code, which
indicates the strike price. It will be one of these
letters:
| Code |
Strike Price |
| A |
$5, $105, $205... |
| B |
$10, $110, $210... |
| C |
$15, $115, $215... |
| D |
$20, $120, $220... |
| E |
$25, $125, $225... |
| F |
$30, $130, $230... |
| G |
$35, $135, $235... |
| H |
$40, $140, $240... |
| I |
$45, $145, $245... |
| J |
$50, $150, $250... |
| K |
$55, $155, $255... |
| L |
$60, $160, $260... |
| M |
$65, $165, $265... |
| N |
$70, $170, $270... |
| O |
$75, $175, $275... |
| P |
$80, $180, $280... |
| Q |
$85, $185, $285... |
| R |
$90, $190, $290... |
| S |
$95, $195, $295... |
| T |
$100, $200, $300... |
| U |
$7.50, $37.50, $67.50... |
| V |
$12.50, $42.50, $72.50... |
| W |
$17.50, $47.50, $77.50... |
| X |
$22.50, $52.50, $82.50... |
| Y |
$27.50, $57.50, $87.50... |
| Z |
$32.50, $62.50, $92.50... |
Finally, the seventh and eight characters are for
the year. For instance, the year 1999 would be 99.
An example stock option symbol, for instance, would be:
That option would be a December $100 call on IBM for 1999
traded on the CBOE.
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