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Options Enterprise Only

Intraday Historical Options

Historical bars and ticks in multiple formats for US options contracts

Source

OPRA

Update Frequency

Real-Time

History

~2 years

Access Methods

REST, CSV, S3, Snowflake

Enterprise Access Required

This data feed is available exclusively with our Enterprise plan. Talk to our sales team to get started.

Request Enterprise Access

Key Features

  • Greeks (Delta, Gamma, Theta, Vega)
  • IV surfaces
  • ~2 years of history
  • OPRA sourced
  • Unusual activity
  • Multiple delivery formats

Common Use Cases

  • Quantitative options traders
  • Backtesting

Frequently Asked Questions

If historical data is accessed after 3:00 AM EST the morning after it is generated, no. Paperwork is required for data generated 15 or fewer minutes before it is accessed with fees applying for historical access fewer than 15 minutes.

History for this feed goes back to 2022-12-08. Note: this is for intervals, nothing else.

Tick, 1-5-10 min bars, and 10 min full market snapshots.

For Intraday Historical Options, implied volatility has Greeks, but not unusual activity.