Historical Quotes

Live minute-by-minute to nightly updates of the best quotes in the industry.

About Historical Quotes

High quality options data for advanced traders.

Accessibility

Download large data files quickly through Amazon S3 and FTP.

Initial bulk download available through FTP or AWS S3.

Ongoing data downloads available through FTP.

Ongoing quotes updated by 9:30pm EST every night.

Data Sets

Choose one of several different historical data sets to complement your research.

Near end-of-day data since 2007.

1-minute intraday data since August 2020.

2-minute snapshots since 2015.

Quality

Get data processed through sophisticated smoothing algorithms.

Quotes taken 14 min. before close to avoid deterioration.

Our SMV system creates a best skew of implied volatilities.

Data is constantly reviewed by team members & clients.

Data

Get industry standard data plus ORATS' proprietary calculations.

Delta, gamma, theta, rho, vega.

Implied volatilities for bid, mid, smoothed, forecasted and ask.

Proprietary theoretical values and forecasts.

SMV system

Learn about our Smoothed Market Values system.

An intensive process designed to create a best skew of implied volatilities, which are then used to calculate accurate greeks and theoretical options values.

Sample Data

Explore and download sample files.

Near End-of-day

Since 2007

A complete snapshot of the US equity options market 14-minutes before the close of trading each day.

1 Minute Intraday

Since August 2020

Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options.

2 Minute Snapshot

Since 2015

Raw options market information snapped with underlying prices every two minutes during the day.

Pricing

Near End-of-day
1 Minute Intraday
2 Minute Snapshot
Data Sets

Near End-of-day

A complete snapshot of the US equity options market 14-minutes before the close of trading each day.

Ongoing Monthly (historical not included)
Historical (one-time purchase)
$599

Since 2007

Data
 
Strikes
Greeks
Theoretical Values
Implied Volatilities
Underlying Stock Data
Usage
 
Users
1
Update Frequency
Nightly
Live Data
N/A
Assets Under Management
$1 million