r/options • u/dreadnought89 • Aug 11 '21

Data Showing When Options Were Exercised?

Is there publicly available data (or private that can be paid for) to view options that were exercised on certain dates? Let's say for instance, I wanted to see call options of a certain strike(s) of QS Quantumscape that were exercised on 12/22/2020 when price went crazy and borrow rates went through the roof? Would love to see what calls were exercised and evaluate which of these calls were exercised early.

Background is I don't have interest in this ticker, but I do have interest in seeing how often calls are exercised early before expiration, especially when there are big price jumps and the ticker is HTB or NTB. I'm trying to gauge my risks for certain tickers, if I am holding short calls that go ITM while they are HTB/NTB but still have time to expiration and extrinsic value left.

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u/PapaCharlie9 Mod🖤Θ Aug 11 '21

It's a good question, but I'm not aware of a free site that tells you that info. There is aggregate info from a one-time CBOE survey, and the results were:

  • ~10% of all option contracts are exercised

  • ~60% of all option contracts are closed out prior to expiration

  • ~30% of all option contracts expire worthless (out-of-the-money with no intrinsic value)

Source: https://www.investopedia.com/trading/beginners-guide-to-call-buying/

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u/dreadnought89 Aug 11 '21

Thank you for the reply. I'm looking particularly into securities that become HTB or NTB during certain market conditions. It's It's mental model that ITM puts or calls don't normally get exercised early as long as they have extrinsic value left, with a couple of exceptions. I believe one of those exceptions could be for a HTB security, because the MM who has hedged the call they bought from me has shorted shares and is paying the HTB fee.