The Options Overview fields provide important historical options statistics that a forward looking indication of investors' sentiment, going back up to two years. When viewing the History dialogue, click on the Edit Fields button to view all of the Options Overview fields.
Download daily historical options overview data for U.S. and Canadian symbols, including Implied Volatility, IV Change, Rank and Percentile. Analyze the daily statistics in total options volume, open interest, and ratios to help decipher historical moves in a symbol's options. For descriptions of the Options Overview fields click here.
Once you have your instrument selected and all necessary fields, insert the data into your spreadsheet.
(Note: only the following symbol types are supported when selecting Options Overview fields: US and Canadian stocks, US and Canadian ETFs, US indices. Only daily aggregation can be used when querying these fields)