Our historical options data set provides over 12 years of end-of-day historical options chain data. The data set covers all listed equities as well as index options (SPX, NDX, RUT, DJX etc).
In addition all major delisted tickers since 2012 are included (over 4000 delisted tickers).
Download Sample Data
Purchase includes one month of free daily updates.
A subscription for updates can be purchased for $65 per month
All data is in csv format, with a single file for each ticker, the data is separated into calendar quarters (thereafter the AAPL-Q3-2024 data will be a single file for example).
In addition to the traded price we include the bid / ask quote data for each option as well as implied volatilities and Greeks (please download and review the sample data for the complete data specs).
We provide full csv data files of the complete historical series with a single data file per ticker.
The csv data format is compatible with Excel and major data analysis packages such as MetaTrader, TradingView, NinjaTrader, and TradeStation.
Analysing option data presents a unqiue challenge as the market data for a single underlying ticker is dispersed amongst numerous options of different strikes and expiry dates. Typically there is insufficient density of trade data in any single option to allow for detailed analysis. As such, bid / ask quotes are a more useful form of price data than the executed trade data that most equity analysis is based on.
Our option chains include bid, ask and mid-price quotes as well as the last traded price of the option. In addition, the implied volatility for both bid and ask is included as well as the full Greeks (delta, gamma, vega, theta and rho).
All data files are available immediately upon payment. There are two methods of accessing the data - via download from your dedicated account page or via API.
The individual data files are batched into zip archives for convenient and efficient downloading.
The total size of the data set is 25GB compressed in zip format and 250GB uncompressed
We update all data files daily at the end of each trading day. All purchases come with one month of free daily updates, thereafter, a subscription can be purchased for $65 per month.