Flexible Exchange Options (FLEX)

Coverage

North America

Frequency

Daily

EOD Pricing

Daily

Created in 1993 by the CBOE originally for OTC Index options. FLEX options are Customized Options Contract Packages primarily used as portfolio hedging tools.

The base service is an end of day offering that shows the package composition of flex symbols available on the previous trading day. As with the Series Master Core data set and Supplemental data set there are multiple files that make up the FLEX offering.

FLEX Ext (New Ext4 September 2023)


The FLEX files are end of day files that show what flex symbols were available on that day’s trading. There are multiple versions of the FlexExt files with the latest version (FlexExt4) containing listing exchange participant codes that enables users to understand which exchange listed the particular FLEX option.

FLEX Intraday (New September 2023)


The FLEX Intraday files supplement the nightly FLEX series files (FLEXExt) with intraday FLEX strike additions. They are created every hour from 9am to 4pm Eastern and include the participate exchange that listed each new FLEX strike.

FLEXCorpAct


The FLEXCorpAct files serve as an alert that a corporate action is affecting the underlying option symbol. Our process utilizes our standard options corporate action content to anticipate potential changes to any related FLEX options.

FLEX Open Interest


The FLEX Open Interest files are created in the evening and shows open interest for all FLEX options.

Data Delivery

Delivery options

SFTP

Delivery format

TXT