ISE Open/Close Trade Profile
Categorized by customer, firm proprietary or firm broker/dealer account type, the offering includes more than 50 data fields for all ISE-listed series. With the Profile, investment professionals are able to create analytical models and test trading strategies using extensive underlying put/call data, including the subset of data that is used to calculate the ISE Sentiment Index.
Other information for each series includes security type, series type, days to expiration, and a "moneyness" value, indicating whether the option is in, at, or out of the money. End-of-day data files are available to subscribers: ISE Open/Clse Trade Profile