Dataset Groups Activity Stream Option Contract Price Data The dataset used in this study is a collection of option contract price data, containing historical end-of-day option chains for each stock. BibTex: @dataset{Thomas_Dierckx_and_Jesse_Davis_and_Wim_Schoutens_2024, abstract = {The dataset used in this study is a collection of option contract price data, containing historical end-of-day option chains for each stock.}, author = {Thomas Dierckx and Jesse Davis and Wim Schoutens}, doi = {10.57702/ohxe926i}, institution = {No Organization}, keyword = {'implied volatility', 'option contracts', 'stock prices'}, month = {dec}, publisher = {TIB}, title = {Option Contract Price Data}, url = {https://service.tib.eu/ldmservice/dataset/option-contract-price-data}, year = {2024} }
