2 Minute Snapshot

Historical Options Data Since 2015

Raw options market information snapped with underlying prices every two minutes during the day. Over 5,000 symbols included.

See Pricing

Field Definitions

trade_date

The last date traded - can be blank if never traded

op_type

C=call, P=put

strike

Options strike price

expiry

Options expiration date

open

Opening underlying price

high

High price of the day up to the time of the snapshot

low

Low price of the day up to the time of the snapshot

Last price of the day up to the time of the snapshot

bid_price

The bid price at time of the snapshot

bid_size

The number of contracts bid for in the market for the option

ask_price

The ask price at the time of the snapshot

ask_size

The number of contracts offered in the market for the option

prev_close

The previous closing price for the option

volume

The number of contracts traded of the option

open_interest

The open interest for the option

exchange

The exchange reporting the prices

opra

The OPRA symbol for the option

currency

The currency the options are quoted

ticker

The underlying ticker symbol for the options

last_price

Prior close of the underlying

last_mkt

The exchange reporting the last trade

Historical Data Pricing

Clean, accurate, and easy to use historical data for your options research.

Individual

Professional

Near End-of-day

A complete snapshot of the US equity options market 14 minutes before the close of trading each day. Over 5,000 symbols included.

Recurring data (from today onward):

$99

/ month

Subscribe to recurring data

Historical data (from 2007 - present):

$599

Buy one-time historical data

Includes:

Strikes

Greeks

Theoretical Values

Implied Volatilities

Download via FTP

1 Minute Intraday

Full SMV greeks, theoretical values, and IVs for every minute during the trading day of all US equity options. Over 5,000 symbols included.

Recurring data (from today onward):

$199

/ month

Subscribe to recurring data

Historical data (from Aug. 2020 - present):

$1500

Buy one-time historical data

Includes:

Strikes

Greeks

Theoretical Values

Implied Volatilities

Download via AWS S3

~28TB of data

2 Minute Snapshot

Raw options market information snapped with underlying prices every two minutes during the day. Over 5,000 symbols included.

Recurring data (from today onward):

$199

/ month

Subscribe to recurring data

Historical data (from 2015 - present):

$2000

Buy one-time historical data

Includes

Strikes

Underlying Stock Data

Download via AWS S3

~9TB of data