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Intraday Historical Options
Historical bars in multiple formats for US options contracts
Source
OPRA
Update Frequency
Real-Time
History
~2 years
Available on All Plans
Access this data starting at $150/mo with our Individual plan. Free trial available.
Included Data Points
1, 10, and 15 min bars10-min Full Market SnapshotsImplied VolatilityGreeksUnusual Activity
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.
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