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CBOE US Options Daily Volume Scraper

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CBOE US Options Daily Volume Scraper

CBOE US Options Daily Volume Scraper

Scrapes CBOE US options daily volume for a given date and returns each option as a flat row with symbol, type, strike, expiry, and volume. Export to CSV, JSON, Excel, or XML.

Pricing

from $7.50 / 1,000 results

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ParseForge

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3 days ago

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CBOE US Options Daily Volume Scraper

Scrape CBOE US options daily volume by date, up to a million records per run. Every row includes the underlying symbol, option type, strike, expiry, and volume. No login or API key. Export to CSV, JSON, Excel, or XML.

CBOE publishes daily US options volume in a public report, but the data is spread across pages and not built for bulk analysis. This Actor reads that report directly, filters by date, and returns each option's volume in one flat row. You get the raw numbers without writing a parser or dealing with the exchange's website.

Who uses itWhat they scrape CBOE for
Options tradersWhich strikes and expiries are seeing the most volume today
Quantitative researchersHistorical volume data to backtest options strategies
Market analystsDaily volume trends across underlyings and option types
Risk managersConcentration of volume in specific strikes or expiries

What it does

This Actor collects CBOE US options daily volume records for a given date and returns each option as a flat row with its symbol, type, strike, expiry, and volume.

  • ๐Ÿ“… Date filter: pick any trading day in YYYY-MM-DD format, or leave empty for the latest available day.
  • ๐Ÿ”ข Volume cap: set a maximum number of records per run, from 1 to 1,000,000.
  • ๐Ÿ“„ Flat output: each option is one row, ready for CSV, JSON, Excel, or XML export.

Results export to CSV, JSON, Excel, or XML, or straight from the API.

What you can do with CBOE data

๐Ÿ“Š Track daily volume leaders.

A trader runs the Actor each evening for the latest date and filters the output to see which options had the highest volume, spotting unusual activity.

๐Ÿงช Backtest options strategies.

A quant researcher pulls historical daily volume for a set of underlyings to test whether volume predicts next-day volatility.

๐Ÿ“ˆ Monitor strike concentration.

A risk manager checks volume across strikes for a single underlying to see if open interest is clustering at a particular level.

๐Ÿ” Compare call vs put volume.

An analyst aggregates the output by option type to gauge market sentiment for a given day.

Why choose this scraper

What you get
No API keyReads the public CBOE daily volume report directly, no registration or OAuth.
One row per optionSymbol, type, strike, expiry, and volume in a fixed schema.
Any trading dayHistorical dates or the latest available day.
Bulk exportCSV, JSON, Excel, or XML for downstream analysis.

How it compares

No other Store actor targets CBOE the same way, so the honest comparison is with the alternatives teams actually weigh.

CBOE US Options Daily Volume ScraperBuild it in-houseBy hand
SetupRun it now, zero configDays of engineeringNone, but hours per pull
When CBOE changesMaintained for youYou fix itYou re-learn the page
Proxies, retries, anti-botBuilt inYour problemBrowser only
OutputFixed JSON schema, CSV/Excel exportWhatever you buildCopy-paste
CostPay per resultEngineering timeAnalyst hours

Configure the run

Drive the Actor with a date and a maximum record count, and it returns only the options volume for that trading day. The Input tab lists every parameter.

A first run with the defaults:

{
"maxItems": 10
}

A larger pull:

{
"maxItems": 200
}

Pricing

Pay-per-result: $0.0085 per result collected. You pay only for the results written to your dataset.

Results collectedApproximate cost
100 results$0.85
1,000 results$8.50
10,000 results$85.00

New Apify accounts start with $5 in free credit.

Free users

Free-plan runs return up to 10 results as a preview. Upgrade your Apify plan to collect up to 1,000,000 results per run.

Run it

  1. Create a free Apify account with $5 in credit.
  2. Open the CBOE US Options Daily Volume Scraper.
  3. Set your inputs and any filters, then click Start.
  4. Export the results as CSV, Excel, JSON, or XML from the Dataset tab.

Run it programmatically through the Apify API (run-sync-get-dataset-items) or the ApifyClient for JavaScript and Python.

Use with AI agents (MCP)

Give an AI agent live access to CBOE through the Model Context Protocol. Add the Actor to Claude, Cursor, or any MCP client:

$claude mcp add --transport http apify "https://mcp.apify.com?tools=parseforge/cboe-options-volume-scraper"

Then prompt it in plain language to run the scraper and read back the results.

Troubleshooting

Why am I getting no results?

The date you entered may be a weekend or holiday with no trading. Try a known trading day or leave the date empty to get the latest available data.

Why is the run slow?

If you set maxItems very high, the Actor has to paginate through many records. Lower maxItems or run during off-peak hours.

Why are some fields empty?

CBOE may not publish every field for every option. Empty fields mean the data was not present in the source report.

Can I get more than 1,000,000 records?

The maximum is 1,000,000 per run. If you need more, split the request by date or run multiple times.

Why did the run fail with a timeout?

The CBOE website may be slow or temporarily unavailable. Retry the run, or reduce maxItems to lower the load.

FAQ

QuestionAnswer
What is CBOE US options daily volume?It is the total number of options contracts traded on CBOE for each listed option on a given trading day, broken down by underlying symbol, option type, strike, and expiry.
Do I need a CBOE account or API key?No. The Actor reads the public daily volume report from the CBOE website, so no login or API key is required.
Can I get historical data?Yes. Set the date input to any past trading day in YYYY-MM-DD format. Leave it empty for the latest available day.
How many records can I scrape in one run?You can set maxItems from 1 to 1,000,000. The default is 10, but you can raise it to collect the full day's volume.
What format is the output?Each option is returned as a flat row with fields like symbol, type, strike, expiry, and volume. You can export the dataset as CSV, JSON, Excel, or XML.
Does this include equity and index options?The CBOE daily volume report covers US options across equities, ETFs, and indexes. The Actor returns whatever is listed for the selected date.
How often is the data updated?CBOE publishes the daily volume report after each trading day. The Actor fetches the latest available data when you run it without a date.
Can I filter by underlying symbol?The Actor does not filter by symbol directly. It returns all options for the date, and you can filter the exported dataset in your own tools.
Is this real-time data?No, it is end-of-day volume for completed trading days. For intraday data you would need a different feed.
What if a date has no data?If the date is a holiday or weekend, the Actor returns an empty dataset. Check the CBOE trading calendar for valid days.

Browse the full ParseForge collection for more scrapers.

๐Ÿ†˜ Need help? Email parseforge@protonmail.com with your run ID, your input, and what you expected.

โš ๏ธ Disclaimer. This Actor is unofficial and is not affiliated with, endorsed by, or sponsored by Cboe Global Markets, Inc. It collects only publicly available data. You are responsible for using the collected data in compliance with the source's terms of service and applicable data-protection laws, including GDPR, CCPA, and PIPL. Do not use it to collect personal data unlawfully.