ISE Open/Close Trade Profile
International Securities Exchange (ISE) launched the ISE Open/Close Trade Profile in November 2007 as part of its market data offerings. The ISE Open/Close Trade Profile provides subscribers with aggregated volume and the number of trades by series for opening and closing transactions executed on ISE's options exchange.
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