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Indices & Benchmarks | Pricing

Indices - Options Price Reporting Authority (OPRA)

Index pricing data from Options Price Reporting Authority (OPRA) for market monitoring and analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Indices - Options Price Reporting Authority (OPRA)

Coverage metric

Geography:
North America
History:
End of Day from 2010; Tick History from 1996
Coverage count:
Asset Classes - 10000000 Listings
Asset Class
Derivatives, Options

Delivery metadata

Data Frequency
Continuous
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, SQL, RSS Feed, Website
Data formats:
CSV, GZIP, JSON, SQL, Text, Metafile Picture, Bitmap, Parquet, PCAP, PDF, XML, Python, MPEG, HTML, User Interface
Minimum service frequency
Continuous

Overview of Indices - Options Price Reporting Authority (OPRA)

Description of the dataset

  • LSEG’s OPRA index-related coverage supports clients monitoring listed options activity tied to US index underlyings and broader derivatives benchmarks. We provide access to consolidated OPRA information sourced from the US options market infrastructure across 17 participant exchanges.
  • Our content includes index option last sales, quotes, National Best Bid and Offer, exchange BBO, contract specifications, series-level details and historical records where available. LSEG helps customers analyse implied market expectations, benchmark-linked volatility, liquidity and options-based risk around major index exposures.
  • Real-Time and end-of-day coverage supports both active market monitoring and post-trade or valuation workflows. LSEG enables customers to combine OPRA index options information with pricing analytics, volatility tools, reference data and portfolio risk processes.
  • OPRA covers more than one million options contracts eligible for trading across equity, index, ETF and select currency options, creating a significant data universe for institutional workflows. LSEG standardises, validates and enriches this content so index options data can be used reliably across trading, research, compliance and reporting applications.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Real-Time Distribution System
Advanced Distribution Server (ADS) is the horizontally scalable distribution component within LSEG Real-Time Distribution System providing highly available services for tailored streaming and snapshot data, publication and contribution messaging with optional persistence, conflation and delay capabilities.

All categories

Full list of all categories