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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.

Please contact us if you want a complete sample of data.
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
close
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

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Institutional Quality Tools for All Options Traders
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