Home / Bundles / Historical Options Data Bundle (5800+ tickers)

Historical Options Data Bundle (5800+ tickers)

Frequency Date Range Number of Tickers
End-of-Day
Jan 2010 - July 2024
5860 Tickers
Download Sample

The Historical Options Data bundle contains daily options price and quote data for over 5800 active US stocks and index tickers, as well as over 4000 delisted stocks, starting 2010 (full ticker listing below).

The data is arranged into historical option chains, with call and put options for each ticker ordered by expiry and strike (please review the sample for complete examples of the chains).

Comprehensive daily data for each option including :

  • Bid / Ask quotes (including size of quote).
  • Implied volatility for both bid and ask quotes.
  • Last traded price of the option.
  • Open interest.
  • Full Greeks (delta, vega, gamma, theta, rho) for each put and call option.
  • Daily traded volume

Data Format

All data is in CSV (comma-separated format) format which can be imported into Excel or most analysis packages. Historical option chains are in trade chronological order and grouped by underlying ticker (such as AAPL).

Data Access

Data is immediately available after purchase and can be downloaded via your customer web page, or by API (note that the API serves zip archives of multiple csv files and not raw data).

Data is grouped into quarterly zip archives, for example, all 2020-Q1 data is in a single zip archive.

Updates

The data is updated daily with updates live by 10pm US Eastern Time.

Dataset purchase includes one month of free daily updates. Thereafter, a subscription for daily updates is approx $79 per month.


This bundle is included in the Complete + Options Bundle (stocks, ETFs, futures, crypto, fx, options)


All tickers updated to 2024-07-19