Skip to content
#

greeks

Star

Here are 2 public repositories matching this topic...

Language: TeX
Filter by language
All 59 Python 16 Jupyter Notebook 13 C++ 6 R 5 PHP 3 TypeScript 3 HTML 2 Julia 2 TeX 2 C# 1

philippdubach / options-dataset-hist

Star 1

Historical options data for three major U.S. equity ETFs: SPY (S&P 500), IWM (Russell 2000), and QQQ (Nasdaq-100). The dataset spans January 2008 to December 2025 and includes over 53 million option contracts with Greeks, implied volatilities, and market microstructure variables.

options time-series derivatives parquet quantitative-finance spy financial-data financial-analysis quantitative-trading implied-volatility greeks sp500 qqq options-pricing options-data sp500-data-analysis iwm sp500-data
  • Updated Dec 16, 2025
  • TeX

Improve this page

Add a description, image, and links to the greeks topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the greeks topic, visit your repo's landing page and select "manage topics."

Learn more