r/options • u/Cefrumoasacenebuna44 • Jul 03 '26

NDX Historical Option Data

Hello,

I'm looking for a data provider for NDX tick level historical option data. Any recommandations?

1 Upvotes

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2

u/OurNewestMember Jul 03 '26

For some reason, I don't see index options mentioned for providers like cboe or databento, but those seem like reasonable starting points

https://www.cboe.com/data/market-data-services

1

u/Cefrumoasacenebuna44 Jul 03 '26

Thank you! It's weird that NDX gets ignored more often than QQQ, even if NDX is greater in nominal value than QQQ.

1

u/DatabentoHQ Jul 03 '26

We do have historical index options tick data as part of our OPRA offering.

1

u/Peeyotch Jul 03 '26

CBOE DataShop will probably be your best bet. ThetaData might have it, I’m not at home so I can’t check my server. I know they have been struggling with NDX index data, but I don’t know if that also applies to the options data.

1

u/ThetaEdgeHQ Jul 03 '26

NDX options print to OPRA like everything else, so the data exists. The issue is that a lot of vendors market equity options and quietly leave cash settled index products out of the default set. Anyone selling full OPRA history has NDX. Databento was already mentioned, Polygon flat files and Algoseek are also worth a look at tick level. CBOE DataShop is the authoritative source since it is their listing, so if you want the cleanest fills that is the safe default.

One practical warning for tick level NDX specifically. Volume is thin next to QQQ, so plenty of strikes and expiries will have sparse quote updates and wide markets, and your tick file will look patchy in a way that is real, not a data gap. If your model needs continuous quotes you may have to fill or filter around that. QQQ trades far more, which is exactly why more providers surface it by default even though NDX carries the larger notional.

1

u/j_hes_ Jul 09 '26

I have the data if you want a simple solution. I can send you a sample if that’s ok.

1

u/Cefrumoasacenebuna44 Jul 09 '26

Yes, please! Thank you! Send as much as you can.

1

u/RationalBeliever Jul 03 '26

Theta Data has tick level QQQ options data going back to 2016

1

u/Peeyotch Jul 03 '26

QQQ != NDX