US Historical End of Day Options Prices

Overview

Our US historical end of day options data covers all security types available via OPRA (stocks, ETFs, indices, futures, and more). The latest EOD options prices are snapped at 4 PM ET each day for all contracts provided by OPRA.

What's Included

  • Closing ask price and size
  • Closing bid price and size
  • Closing mark
  • Delta
  • Implied volatility and implied volatility change
  • Next day open interest
  • Open interest and open interest change
  • Price date
  • Volume

Data Source

Historical end of day options prices are delivered through our data partner Trade Alert.

History

History is available back to 2008. Historical data is sold by year; access to history requires an ongoing subscription.

Endpoints

Options

Returns the master list of option contracts for a given symbol.

Endpoint
Copy
https://api-v2.intrinio.com/options/{symbol}
get_options_v2
Live Data
Hold on, your live data example
is being generated.

Options Expirations

Returns all option contract expiration dates for a given symbol.

Endpoint
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https://api-v2.intrinio.com/options/expirations/{symbol}
get_options_expirations_v2
Live Data
Hold on, your live data example
is being generated.

Option Prices

Returns all option prices for a given option contract identifier.

Endpoint
Copy
https://api-v2.intrinio.com/options/prices/{identifier}
get_options_prices_v2
Live Data
Hold on, your live data example
is being generated.

Options Chain

Returns all options contracts and their prices for the given symbol and expiration date.

Endpoint
Copy
https://api-v2.intrinio.com/options/chain/{symbol}/{expiration}
get_options_chain_v2
Live Data
Hold on, your live data example
is being generated.
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US Real-Time & Delayed Options Prices

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